CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 04-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9599 |
0.9630 |
0.0031 |
0.3% |
0.9552 |
| High |
0.9665 |
0.9630 |
-0.0035 |
-0.4% |
0.9644 |
| Low |
0.9595 |
0.9590 |
-0.0005 |
-0.1% |
0.9552 |
| Close |
0.9665 |
0.9599 |
-0.0066 |
-0.7% |
0.9580 |
| Range |
0.0070 |
0.0040 |
-0.0030 |
-42.9% |
0.0092 |
| ATR |
0.0053 |
0.0054 |
0.0002 |
3.1% |
0.0000 |
| Volume |
5 |
14 |
9 |
180.0% |
98 |
|
| Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9726 |
0.9703 |
0.9621 |
|
| R3 |
0.9686 |
0.9663 |
0.9610 |
|
| R2 |
0.9646 |
0.9646 |
0.9606 |
|
| R1 |
0.9623 |
0.9623 |
0.9603 |
0.9615 |
| PP |
0.9606 |
0.9606 |
0.9606 |
0.9602 |
| S1 |
0.9583 |
0.9583 |
0.9595 |
0.9575 |
| S2 |
0.9566 |
0.9566 |
0.9592 |
|
| S3 |
0.9526 |
0.9543 |
0.9588 |
|
| S4 |
0.9486 |
0.9503 |
0.9577 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9868 |
0.9816 |
0.9631 |
|
| R3 |
0.9776 |
0.9724 |
0.9605 |
|
| R2 |
0.9684 |
0.9684 |
0.9597 |
|
| R1 |
0.9632 |
0.9632 |
0.9588 |
0.9658 |
| PP |
0.9592 |
0.9592 |
0.9592 |
0.9605 |
| S1 |
0.9540 |
0.9540 |
0.9572 |
0.9566 |
| S2 |
0.9500 |
0.9500 |
0.9563 |
|
| S3 |
0.9408 |
0.9448 |
0.9555 |
|
| S4 |
0.9316 |
0.9356 |
0.9529 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9800 |
|
2.618 |
0.9735 |
|
1.618 |
0.9695 |
|
1.000 |
0.9670 |
|
0.618 |
0.9655 |
|
HIGH |
0.9630 |
|
0.618 |
0.9615 |
|
0.500 |
0.9610 |
|
0.382 |
0.9605 |
|
LOW |
0.9590 |
|
0.618 |
0.9565 |
|
1.000 |
0.9550 |
|
1.618 |
0.9525 |
|
2.618 |
0.9485 |
|
4.250 |
0.9420 |
|
|
| Fisher Pivots for day following 04-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9610 |
0.9623 |
| PP |
0.9606 |
0.9615 |
| S1 |
0.9603 |
0.9607 |
|