CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 21-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9663 |
0.9493 |
-0.0170 |
-1.8% |
0.9777 |
| High |
0.9663 |
0.9500 |
-0.0163 |
-1.7% |
0.9777 |
| Low |
0.9559 |
0.9479 |
-0.0080 |
-0.8% |
0.9479 |
| Close |
0.9559 |
0.9500 |
-0.0059 |
-0.6% |
0.9500 |
| Range |
0.0104 |
0.0021 |
-0.0083 |
-79.8% |
0.0298 |
| ATR |
0.0050 |
0.0052 |
0.0002 |
4.3% |
0.0000 |
| Volume |
18 |
31 |
13 |
72.2% |
76 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9556 |
0.9549 |
0.9512 |
|
| R3 |
0.9535 |
0.9528 |
0.9506 |
|
| R2 |
0.9514 |
0.9514 |
0.9504 |
|
| R1 |
0.9507 |
0.9507 |
0.9502 |
0.9511 |
| PP |
0.9493 |
0.9493 |
0.9493 |
0.9495 |
| S1 |
0.9486 |
0.9486 |
0.9498 |
0.9490 |
| S2 |
0.9472 |
0.9472 |
0.9496 |
|
| S3 |
0.9451 |
0.9465 |
0.9494 |
|
| S4 |
0.9430 |
0.9444 |
0.9488 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0479 |
1.0288 |
0.9664 |
|
| R3 |
1.0181 |
0.9990 |
0.9582 |
|
| R2 |
0.9883 |
0.9883 |
0.9555 |
|
| R1 |
0.9692 |
0.9692 |
0.9527 |
0.9639 |
| PP |
0.9585 |
0.9585 |
0.9585 |
0.9559 |
| S1 |
0.9394 |
0.9394 |
0.9473 |
0.9341 |
| S2 |
0.9287 |
0.9287 |
0.9445 |
|
| S3 |
0.8989 |
0.9096 |
0.9418 |
|
| S4 |
0.8691 |
0.8798 |
0.9336 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9589 |
|
2.618 |
0.9555 |
|
1.618 |
0.9534 |
|
1.000 |
0.9521 |
|
0.618 |
0.9513 |
|
HIGH |
0.9500 |
|
0.618 |
0.9492 |
|
0.500 |
0.9490 |
|
0.382 |
0.9487 |
|
LOW |
0.9479 |
|
0.618 |
0.9466 |
|
1.000 |
0.9458 |
|
1.618 |
0.9445 |
|
2.618 |
0.9424 |
|
4.250 |
0.9390 |
|
|
| Fisher Pivots for day following 21-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9497 |
0.9614 |
| PP |
0.9493 |
0.9576 |
| S1 |
0.9490 |
0.9538 |
|