CME Canadian Dollar Future March 2014
Trading Metrics calculated at close of trading on 08-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
0.9405 |
0.9421 |
0.0016 |
0.2% |
0.9446 |
High |
0.9405 |
0.9423 |
0.0018 |
0.2% |
0.9466 |
Low |
0.9360 |
0.9398 |
0.0038 |
0.4% |
0.9360 |
Close |
0.9395 |
0.9416 |
0.0021 |
0.2% |
0.9395 |
Range |
0.0045 |
0.0025 |
-0.0020 |
-44.4% |
0.0106 |
ATR |
0.0051 |
0.0050 |
-0.0002 |
-3.3% |
0.0000 |
Volume |
46 |
186 |
140 |
304.3% |
339 |
|
Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9487 |
0.9477 |
0.9430 |
|
R3 |
0.9462 |
0.9452 |
0.9423 |
|
R2 |
0.9437 |
0.9437 |
0.9421 |
|
R1 |
0.9427 |
0.9427 |
0.9418 |
0.9420 |
PP |
0.9412 |
0.9412 |
0.9412 |
0.9409 |
S1 |
0.9402 |
0.9402 |
0.9414 |
0.9395 |
S2 |
0.9387 |
0.9387 |
0.9411 |
|
S3 |
0.9362 |
0.9377 |
0.9409 |
|
S4 |
0.9337 |
0.9352 |
0.9402 |
|
|
Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9725 |
0.9666 |
0.9453 |
|
R3 |
0.9619 |
0.9560 |
0.9424 |
|
R2 |
0.9513 |
0.9513 |
0.9414 |
|
R1 |
0.9454 |
0.9454 |
0.9405 |
0.9431 |
PP |
0.9407 |
0.9407 |
0.9407 |
0.9395 |
S1 |
0.9348 |
0.9348 |
0.9385 |
0.9325 |
S2 |
0.9301 |
0.9301 |
0.9376 |
|
S3 |
0.9195 |
0.9242 |
0.9366 |
|
S4 |
0.9089 |
0.9136 |
0.9337 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9529 |
2.618 |
0.9488 |
1.618 |
0.9463 |
1.000 |
0.9448 |
0.618 |
0.9438 |
HIGH |
0.9423 |
0.618 |
0.9413 |
0.500 |
0.9411 |
0.382 |
0.9408 |
LOW |
0.9398 |
0.618 |
0.9383 |
1.000 |
0.9373 |
1.618 |
0.9358 |
2.618 |
0.9333 |
4.250 |
0.9292 |
|
|
Fisher Pivots for day following 08-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9414 |
0.9414 |
PP |
0.9412 |
0.9411 |
S1 |
0.9411 |
0.9409 |
|