CME Canadian Dollar Future March 2014
Trading Metrics calculated at close of trading on 12-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
0.9542 |
0.9585 |
0.0043 |
0.5% |
0.9421 |
High |
0.9620 |
0.9585 |
-0.0035 |
-0.4% |
0.9620 |
Low |
0.9542 |
0.9566 |
0.0024 |
0.3% |
0.9398 |
Close |
0.9582 |
0.9566 |
-0.0016 |
-0.2% |
0.9566 |
Range |
0.0078 |
0.0019 |
-0.0059 |
-75.6% |
0.0222 |
ATR |
0.0058 |
0.0055 |
-0.0003 |
-4.8% |
0.0000 |
Volume |
56 |
63 |
7 |
12.5% |
392 |
|
Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9629 |
0.9617 |
0.9576 |
|
R3 |
0.9610 |
0.9598 |
0.9571 |
|
R2 |
0.9591 |
0.9591 |
0.9569 |
|
R1 |
0.9579 |
0.9579 |
0.9568 |
0.9576 |
PP |
0.9572 |
0.9572 |
0.9572 |
0.9571 |
S1 |
0.9560 |
0.9560 |
0.9564 |
0.9557 |
S2 |
0.9553 |
0.9553 |
0.9563 |
|
S3 |
0.9534 |
0.9541 |
0.9561 |
|
S4 |
0.9515 |
0.9522 |
0.9556 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0194 |
1.0102 |
0.9688 |
|
R3 |
0.9972 |
0.9880 |
0.9627 |
|
R2 |
0.9750 |
0.9750 |
0.9607 |
|
R1 |
0.9658 |
0.9658 |
0.9586 |
0.9704 |
PP |
0.9528 |
0.9528 |
0.9528 |
0.9551 |
S1 |
0.9436 |
0.9436 |
0.9546 |
0.9482 |
S2 |
0.9306 |
0.9306 |
0.9525 |
|
S3 |
0.9084 |
0.9214 |
0.9505 |
|
S4 |
0.8862 |
0.8992 |
0.9444 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9666 |
2.618 |
0.9635 |
1.618 |
0.9616 |
1.000 |
0.9604 |
0.618 |
0.9597 |
HIGH |
0.9585 |
0.618 |
0.9578 |
0.500 |
0.9576 |
0.382 |
0.9573 |
LOW |
0.9566 |
0.618 |
0.9554 |
1.000 |
0.9547 |
1.618 |
0.9535 |
2.618 |
0.9516 |
4.250 |
0.9485 |
|
|
Fisher Pivots for day following 12-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9576 |
0.9555 |
PP |
0.9572 |
0.9545 |
S1 |
0.9569 |
0.9534 |
|