CME Canadian Dollar Future March 2014
Trading Metrics calculated at close of trading on 15-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
0.9585 |
0.9558 |
-0.0027 |
-0.3% |
0.9421 |
High |
0.9585 |
0.9558 |
-0.0027 |
-0.3% |
0.9620 |
Low |
0.9566 |
0.9542 |
-0.0024 |
-0.3% |
0.9398 |
Close |
0.9566 |
0.9542 |
-0.0024 |
-0.3% |
0.9566 |
Range |
0.0019 |
0.0016 |
-0.0003 |
-15.8% |
0.0222 |
ATR |
0.0055 |
0.0053 |
-0.0002 |
-4.0% |
0.0000 |
Volume |
63 |
7 |
-56 |
-88.9% |
392 |
|
Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9595 |
0.9585 |
0.9551 |
|
R3 |
0.9579 |
0.9569 |
0.9546 |
|
R2 |
0.9563 |
0.9563 |
0.9545 |
|
R1 |
0.9553 |
0.9553 |
0.9543 |
0.9550 |
PP |
0.9547 |
0.9547 |
0.9547 |
0.9546 |
S1 |
0.9537 |
0.9537 |
0.9541 |
0.9534 |
S2 |
0.9531 |
0.9531 |
0.9539 |
|
S3 |
0.9515 |
0.9521 |
0.9538 |
|
S4 |
0.9499 |
0.9505 |
0.9533 |
|
|
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 |
0.9626 |
2.618 |
0.9600 |
1.618 |
0.9584 |
1.000 |
0.9574 |
0.618 |
0.9568 |
HIGH |
0.9558 |
0.618 |
0.9552 |
0.500 |
0.9550 |
0.382 |
0.9548 |
LOW |
0.9542 |
0.618 |
0.9532 |
1.000 |
0.9526 |
1.618 |
0.9516 |
2.618 |
0.9500 |
4.250 |
0.9474 |
|
|
Fisher Pivots for day following 15-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9550 |
0.9581 |
PP |
0.9547 |
0.9568 |
S1 |
0.9545 |
0.9555 |
|