CME Canadian Dollar Future March 2014
Trading Metrics calculated at close of trading on 22-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
0.9572 |
0.9591 |
0.0019 |
0.2% |
0.9558 |
High |
0.9600 |
0.9629 |
0.0029 |
0.3% |
0.9600 |
Low |
0.9567 |
0.9591 |
0.0024 |
0.3% |
0.9528 |
Close |
0.9589 |
0.9614 |
0.0025 |
0.3% |
0.9589 |
Range |
0.0033 |
0.0038 |
0.0005 |
15.2% |
0.0072 |
ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
2 |
74 |
72 |
3,600.0% |
86 |
|
Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9725 |
0.9708 |
0.9635 |
|
R3 |
0.9687 |
0.9670 |
0.9624 |
|
R2 |
0.9649 |
0.9649 |
0.9621 |
|
R1 |
0.9632 |
0.9632 |
0.9617 |
0.9641 |
PP |
0.9611 |
0.9611 |
0.9611 |
0.9616 |
S1 |
0.9594 |
0.9594 |
0.9611 |
0.9603 |
S2 |
0.9573 |
0.9573 |
0.9607 |
|
S3 |
0.9535 |
0.9556 |
0.9604 |
|
S4 |
0.9497 |
0.9518 |
0.9593 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9788 |
0.9761 |
0.9629 |
|
R3 |
0.9716 |
0.9689 |
0.9609 |
|
R2 |
0.9644 |
0.9644 |
0.9602 |
|
R1 |
0.9617 |
0.9617 |
0.9596 |
0.9631 |
PP |
0.9572 |
0.9572 |
0.9572 |
0.9579 |
S1 |
0.9545 |
0.9545 |
0.9582 |
0.9559 |
S2 |
0.9500 |
0.9500 |
0.9576 |
|
S3 |
0.9428 |
0.9473 |
0.9569 |
|
S4 |
0.9356 |
0.9401 |
0.9549 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9791 |
2.618 |
0.9728 |
1.618 |
0.9690 |
1.000 |
0.9667 |
0.618 |
0.9652 |
HIGH |
0.9629 |
0.618 |
0.9614 |
0.500 |
0.9610 |
0.382 |
0.9606 |
LOW |
0.9591 |
0.618 |
0.9568 |
1.000 |
0.9553 |
1.618 |
0.9530 |
2.618 |
0.9492 |
4.250 |
0.9430 |
|
|
Fisher Pivots for day following 22-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9613 |
0.9609 |
PP |
0.9611 |
0.9603 |
S1 |
0.9610 |
0.9598 |
|