CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 05-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9630 |
0.9609 |
-0.0021 |
-0.2% |
0.9552 |
| High |
0.9630 |
0.9609 |
-0.0021 |
-0.2% |
0.9644 |
| Low |
0.9590 |
0.9582 |
-0.0008 |
-0.1% |
0.9552 |
| Close |
0.9599 |
0.9598 |
-0.0001 |
0.0% |
0.9580 |
| Range |
0.0040 |
0.0027 |
-0.0013 |
-32.5% |
0.0092 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
14 |
20 |
6 |
42.9% |
98 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9677 |
0.9665 |
0.9613 |
|
| R3 |
0.9650 |
0.9638 |
0.9605 |
|
| R2 |
0.9623 |
0.9623 |
0.9603 |
|
| R1 |
0.9611 |
0.9611 |
0.9600 |
0.9604 |
| PP |
0.9596 |
0.9596 |
0.9596 |
0.9593 |
| S1 |
0.9584 |
0.9584 |
0.9596 |
0.9577 |
| S2 |
0.9569 |
0.9569 |
0.9593 |
|
| S3 |
0.9542 |
0.9557 |
0.9591 |
|
| S4 |
0.9515 |
0.9530 |
0.9583 |
|
|
| 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 |
0.9724 |
|
2.618 |
0.9680 |
|
1.618 |
0.9653 |
|
1.000 |
0.9636 |
|
0.618 |
0.9626 |
|
HIGH |
0.9609 |
|
0.618 |
0.9599 |
|
0.500 |
0.9596 |
|
0.382 |
0.9592 |
|
LOW |
0.9582 |
|
0.618 |
0.9565 |
|
1.000 |
0.9555 |
|
1.618 |
0.9538 |
|
2.618 |
0.9511 |
|
4.250 |
0.9467 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9597 |
0.9624 |
| PP |
0.9596 |
0.9615 |
| S1 |
0.9596 |
0.9607 |
|