CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 06-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9609 |
0.9603 |
-0.0006 |
-0.1% |
0.9552 |
| High |
0.9609 |
0.9720 |
0.0111 |
1.2% |
0.9644 |
| Low |
0.9582 |
0.9603 |
0.0021 |
0.2% |
0.9552 |
| Close |
0.9598 |
0.9679 |
0.0081 |
0.8% |
0.9580 |
| Range |
0.0027 |
0.0117 |
0.0090 |
333.3% |
0.0092 |
| ATR |
0.0052 |
0.0057 |
0.0005 |
9.6% |
0.0000 |
| Volume |
20 |
11 |
-9 |
-45.0% |
98 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0018 |
0.9966 |
0.9743 |
|
| R3 |
0.9901 |
0.9849 |
0.9711 |
|
| R2 |
0.9784 |
0.9784 |
0.9700 |
|
| R1 |
0.9732 |
0.9732 |
0.9690 |
0.9758 |
| PP |
0.9667 |
0.9667 |
0.9667 |
0.9681 |
| S1 |
0.9615 |
0.9615 |
0.9668 |
0.9641 |
| S2 |
0.9550 |
0.9550 |
0.9658 |
|
| S3 |
0.9433 |
0.9498 |
0.9647 |
|
| S4 |
0.9316 |
0.9381 |
0.9615 |
|
|
| 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 |
1.0217 |
|
2.618 |
1.0026 |
|
1.618 |
0.9909 |
|
1.000 |
0.9837 |
|
0.618 |
0.9792 |
|
HIGH |
0.9720 |
|
0.618 |
0.9675 |
|
0.500 |
0.9662 |
|
0.382 |
0.9648 |
|
LOW |
0.9603 |
|
0.618 |
0.9531 |
|
1.000 |
0.9486 |
|
1.618 |
0.9414 |
|
2.618 |
0.9297 |
|
4.250 |
0.9106 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9673 |
0.9670 |
| PP |
0.9667 |
0.9660 |
| S1 |
0.9662 |
0.9651 |
|