CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 02-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9446 |
0.9451 |
0.0005 |
0.1% |
0.9450 |
| High |
0.9466 |
0.9451 |
-0.0015 |
-0.2% |
0.9494 |
| Low |
0.9446 |
0.9400 |
-0.0046 |
-0.5% |
0.9419 |
| Close |
0.9464 |
0.9429 |
-0.0035 |
-0.4% |
0.9464 |
| Range |
0.0020 |
0.0051 |
0.0031 |
155.0% |
0.0075 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
2.4% |
0.0000 |
| Volume |
191 |
35 |
-156 |
-81.7% |
454 |
|
| Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9580 |
0.9555 |
0.9457 |
|
| R3 |
0.9529 |
0.9504 |
0.9443 |
|
| R2 |
0.9478 |
0.9478 |
0.9438 |
|
| R1 |
0.9453 |
0.9453 |
0.9434 |
0.9440 |
| PP |
0.9427 |
0.9427 |
0.9427 |
0.9420 |
| S1 |
0.9402 |
0.9402 |
0.9424 |
0.9389 |
| S2 |
0.9376 |
0.9376 |
0.9420 |
|
| S3 |
0.9325 |
0.9351 |
0.9415 |
|
| S4 |
0.9274 |
0.9300 |
0.9401 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9684 |
0.9649 |
0.9505 |
|
| R3 |
0.9609 |
0.9574 |
0.9485 |
|
| R2 |
0.9534 |
0.9534 |
0.9478 |
|
| R1 |
0.9499 |
0.9499 |
0.9471 |
0.9517 |
| PP |
0.9459 |
0.9459 |
0.9459 |
0.9468 |
| S1 |
0.9424 |
0.9424 |
0.9457 |
0.9442 |
| S2 |
0.9384 |
0.9384 |
0.9450 |
|
| S3 |
0.9309 |
0.9349 |
0.9443 |
|
| S4 |
0.9234 |
0.9274 |
0.9423 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9668 |
|
2.618 |
0.9585 |
|
1.618 |
0.9534 |
|
1.000 |
0.9502 |
|
0.618 |
0.9483 |
|
HIGH |
0.9451 |
|
0.618 |
0.9432 |
|
0.500 |
0.9426 |
|
0.382 |
0.9419 |
|
LOW |
0.9400 |
|
0.618 |
0.9368 |
|
1.000 |
0.9349 |
|
1.618 |
0.9317 |
|
2.618 |
0.9266 |
|
4.250 |
0.9183 |
|
|
| Fisher Pivots for day following 02-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9428 |
0.9438 |
| PP |
0.9427 |
0.9435 |
| S1 |
0.9426 |
0.9432 |
|