CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 10-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9720 |
0.9756 |
0.0036 |
0.4% |
0.9599 |
| High |
0.9726 |
0.9757 |
0.0031 |
0.3% |
0.9726 |
| Low |
0.9718 |
0.9746 |
0.0028 |
0.3% |
0.9582 |
| Close |
0.9726 |
0.9746 |
0.0020 |
0.2% |
0.9726 |
| Range |
0.0008 |
0.0011 |
0.0003 |
37.5% |
0.0144 |
| ATR |
0.0056 |
0.0055 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
49 |
38 |
-11 |
-22.4% |
99 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9783 |
0.9775 |
0.9752 |
|
| R3 |
0.9772 |
0.9764 |
0.9749 |
|
| R2 |
0.9761 |
0.9761 |
0.9748 |
|
| R1 |
0.9753 |
0.9753 |
0.9747 |
0.9752 |
| PP |
0.9750 |
0.9750 |
0.9750 |
0.9749 |
| S1 |
0.9742 |
0.9742 |
0.9745 |
0.9741 |
| S2 |
0.9739 |
0.9739 |
0.9744 |
|
| S3 |
0.9728 |
0.9731 |
0.9743 |
|
| S4 |
0.9717 |
0.9720 |
0.9740 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0110 |
1.0062 |
0.9805 |
|
| R3 |
0.9966 |
0.9918 |
0.9766 |
|
| R2 |
0.9822 |
0.9822 |
0.9752 |
|
| R1 |
0.9774 |
0.9774 |
0.9739 |
0.9798 |
| PP |
0.9678 |
0.9678 |
0.9678 |
0.9690 |
| S1 |
0.9630 |
0.9630 |
0.9713 |
0.9654 |
| S2 |
0.9534 |
0.9534 |
0.9700 |
|
| S3 |
0.9390 |
0.9486 |
0.9686 |
|
| S4 |
0.9246 |
0.9342 |
0.9647 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9804 |
|
2.618 |
0.9786 |
|
1.618 |
0.9775 |
|
1.000 |
0.9768 |
|
0.618 |
0.9764 |
|
HIGH |
0.9757 |
|
0.618 |
0.9753 |
|
0.500 |
0.9752 |
|
0.382 |
0.9750 |
|
LOW |
0.9746 |
|
0.618 |
0.9739 |
|
1.000 |
0.9735 |
|
1.618 |
0.9728 |
|
2.618 |
0.9717 |
|
4.250 |
0.9699 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9752 |
0.9724 |
| PP |
0.9750 |
0.9702 |
| S1 |
0.9748 |
0.9680 |
|