CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 20-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9725 |
0.9663 |
-0.0062 |
-0.6% |
0.9756 |
| High |
0.9748 |
0.9663 |
-0.0085 |
-0.9% |
0.9767 |
| Low |
0.9659 |
0.9559 |
-0.0100 |
-1.0% |
0.9727 |
| Close |
0.9659 |
0.9559 |
-0.0100 |
-1.0% |
0.9767 |
| Range |
0.0089 |
0.0104 |
0.0015 |
16.9% |
0.0040 |
| ATR |
0.0046 |
0.0050 |
0.0004 |
9.1% |
0.0000 |
| Volume |
12 |
18 |
6 |
50.0% |
59 |
|
| Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9906 |
0.9836 |
0.9616 |
|
| R3 |
0.9802 |
0.9732 |
0.9588 |
|
| R2 |
0.9698 |
0.9698 |
0.9578 |
|
| R1 |
0.9628 |
0.9628 |
0.9569 |
0.9611 |
| PP |
0.9594 |
0.9594 |
0.9594 |
0.9585 |
| S1 |
0.9524 |
0.9524 |
0.9549 |
0.9507 |
| S2 |
0.9490 |
0.9490 |
0.9540 |
|
| S3 |
0.9386 |
0.9420 |
0.9530 |
|
| S4 |
0.9282 |
0.9316 |
0.9502 |
|
|
| 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 |
1.0105 |
|
2.618 |
0.9935 |
|
1.618 |
0.9831 |
|
1.000 |
0.9767 |
|
0.618 |
0.9727 |
|
HIGH |
0.9663 |
|
0.618 |
0.9623 |
|
0.500 |
0.9611 |
|
0.382 |
0.9599 |
|
LOW |
0.9559 |
|
0.618 |
0.9495 |
|
1.000 |
0.9455 |
|
1.618 |
0.9391 |
|
2.618 |
0.9287 |
|
4.250 |
0.9117 |
|
|
| Fisher Pivots for day following 20-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9611 |
0.9656 |
| PP |
0.9594 |
0.9624 |
| S1 |
0.9576 |
0.9591 |
|