CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 03-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2013 |
03-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9451 |
0.9416 |
-0.0035 |
-0.4% |
0.9450 |
| High |
0.9451 |
0.9457 |
0.0006 |
0.1% |
0.9494 |
| Low |
0.9400 |
0.9414 |
0.0014 |
0.1% |
0.9419 |
| Close |
0.9429 |
0.9450 |
0.0021 |
0.2% |
0.9464 |
| Range |
0.0051 |
0.0043 |
-0.0008 |
-15.7% |
0.0075 |
| ATR |
0.0049 |
0.0048 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
35 |
67 |
32 |
91.4% |
454 |
|
| Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9569 |
0.9553 |
0.9474 |
|
| R3 |
0.9526 |
0.9510 |
0.9462 |
|
| R2 |
0.9483 |
0.9483 |
0.9458 |
|
| R1 |
0.9467 |
0.9467 |
0.9454 |
0.9475 |
| PP |
0.9440 |
0.9440 |
0.9440 |
0.9445 |
| S1 |
0.9424 |
0.9424 |
0.9446 |
0.9432 |
| S2 |
0.9397 |
0.9397 |
0.9442 |
|
| S3 |
0.9354 |
0.9381 |
0.9438 |
|
| S4 |
0.9311 |
0.9338 |
0.9426 |
|
|
| 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 |
0.9640 |
|
2.618 |
0.9570 |
|
1.618 |
0.9527 |
|
1.000 |
0.9500 |
|
0.618 |
0.9484 |
|
HIGH |
0.9457 |
|
0.618 |
0.9441 |
|
0.500 |
0.9436 |
|
0.382 |
0.9430 |
|
LOW |
0.9414 |
|
0.618 |
0.9387 |
|
1.000 |
0.9371 |
|
1.618 |
0.9344 |
|
2.618 |
0.9301 |
|
4.250 |
0.9231 |
|
|
| Fisher Pivots for day following 03-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9445 |
0.9444 |
| PP |
0.9440 |
0.9439 |
| S1 |
0.9436 |
0.9433 |
|