CME Canadian Dollar Future March 2014
Trading Metrics calculated at close of trading on 18-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
0.9777 |
0.9749 |
-0.0028 |
-0.3% |
0.9756 |
High |
0.9777 |
0.9753 |
-0.0024 |
-0.2% |
0.9767 |
Low |
0.9740 |
0.9737 |
-0.0003 |
0.0% |
0.9727 |
Close |
0.9740 |
0.9737 |
-0.0003 |
0.0% |
0.9767 |
Range |
0.0037 |
0.0016 |
-0.0021 |
-56.8% |
0.0040 |
ATR |
0.0044 |
0.0042 |
-0.0002 |
-4.6% |
0.0000 |
Volume |
9 |
6 |
-3 |
-33.3% |
59 |
|
Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9790 |
0.9780 |
0.9746 |
|
R3 |
0.9774 |
0.9764 |
0.9741 |
|
R2 |
0.9758 |
0.9758 |
0.9740 |
|
R1 |
0.9748 |
0.9748 |
0.9738 |
0.9745 |
PP |
0.9742 |
0.9742 |
0.9742 |
0.9741 |
S1 |
0.9732 |
0.9732 |
0.9736 |
0.9729 |
S2 |
0.9726 |
0.9726 |
0.9734 |
|
S3 |
0.9710 |
0.9716 |
0.9733 |
|
S4 |
0.9694 |
0.9700 |
0.9728 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9874 |
0.9860 |
0.9789 |
|
R3 |
0.9834 |
0.9820 |
0.9778 |
|
R2 |
0.9794 |
0.9794 |
0.9774 |
|
R1 |
0.9780 |
0.9780 |
0.9771 |
0.9787 |
PP |
0.9754 |
0.9754 |
0.9754 |
0.9757 |
S1 |
0.9740 |
0.9740 |
0.9763 |
0.9747 |
S2 |
0.9714 |
0.9714 |
0.9760 |
|
S3 |
0.9674 |
0.9700 |
0.9756 |
|
S4 |
0.9634 |
0.9660 |
0.9745 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9821 |
2.618 |
0.9795 |
1.618 |
0.9779 |
1.000 |
0.9769 |
0.618 |
0.9763 |
HIGH |
0.9753 |
0.618 |
0.9747 |
0.500 |
0.9745 |
0.382 |
0.9743 |
LOW |
0.9737 |
0.618 |
0.9727 |
1.000 |
0.9721 |
1.618 |
0.9711 |
2.618 |
0.9695 |
4.250 |
0.9669 |
|
|
Fisher Pivots for day following 18-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9745 |
0.9757 |
PP |
0.9742 |
0.9750 |
S1 |
0.9740 |
0.9744 |
|