CME Canadian Dollar Future March 2014
Trading Metrics calculated at close of trading on 25-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2013 |
25-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
0.9450 |
0.9451 |
0.0001 |
0.0% |
0.9777 |
High |
0.9490 |
0.9464 |
-0.0026 |
-0.3% |
0.9777 |
Low |
0.9431 |
0.9437 |
0.0006 |
0.1% |
0.9479 |
Close |
0.9472 |
0.9449 |
-0.0023 |
-0.2% |
0.9500 |
Range |
0.0059 |
0.0027 |
-0.0032 |
-54.2% |
0.0298 |
ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
96 |
125 |
29 |
30.2% |
76 |
|
Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9531 |
0.9517 |
0.9464 |
|
R3 |
0.9504 |
0.9490 |
0.9456 |
|
R2 |
0.9477 |
0.9477 |
0.9454 |
|
R1 |
0.9463 |
0.9463 |
0.9451 |
0.9457 |
PP |
0.9450 |
0.9450 |
0.9450 |
0.9447 |
S1 |
0.9436 |
0.9436 |
0.9447 |
0.9430 |
S2 |
0.9423 |
0.9423 |
0.9444 |
|
S3 |
0.9396 |
0.9409 |
0.9442 |
|
S4 |
0.9369 |
0.9382 |
0.9434 |
|
|
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 |
0.9579 |
2.618 |
0.9535 |
1.618 |
0.9508 |
1.000 |
0.9491 |
0.618 |
0.9481 |
HIGH |
0.9464 |
0.618 |
0.9454 |
0.500 |
0.9451 |
0.382 |
0.9447 |
LOW |
0.9437 |
0.618 |
0.9420 |
1.000 |
0.9410 |
1.618 |
0.9393 |
2.618 |
0.9366 |
4.250 |
0.9322 |
|
|
Fisher Pivots for day following 25-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9451 |
0.9466 |
PP |
0.9450 |
0.9460 |
S1 |
0.9450 |
0.9455 |
|