CME Canadian Dollar Future March 2014
Trading Metrics calculated at close of trading on 24-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
0.9650 |
0.9663 |
0.0013 |
0.1% |
0.9558 |
High |
0.9671 |
0.9665 |
-0.0006 |
-0.1% |
0.9600 |
Low |
0.9650 |
0.9637 |
-0.0013 |
-0.1% |
0.9528 |
Close |
0.9671 |
0.9637 |
-0.0034 |
-0.4% |
0.9589 |
Range |
0.0021 |
0.0028 |
0.0007 |
33.3% |
0.0072 |
ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
55 |
3 |
-52 |
-94.5% |
86 |
|
Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9730 |
0.9712 |
0.9652 |
|
R3 |
0.9702 |
0.9684 |
0.9645 |
|
R2 |
0.9674 |
0.9674 |
0.9642 |
|
R1 |
0.9656 |
0.9656 |
0.9640 |
0.9651 |
PP |
0.9646 |
0.9646 |
0.9646 |
0.9644 |
S1 |
0.9628 |
0.9628 |
0.9634 |
0.9623 |
S2 |
0.9618 |
0.9618 |
0.9632 |
|
S3 |
0.9590 |
0.9600 |
0.9629 |
|
S4 |
0.9562 |
0.9572 |
0.9622 |
|
|
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 |
0.9784 |
2.618 |
0.9738 |
1.618 |
0.9710 |
1.000 |
0.9693 |
0.618 |
0.9682 |
HIGH |
0.9665 |
0.618 |
0.9654 |
0.500 |
0.9651 |
0.382 |
0.9648 |
LOW |
0.9637 |
0.618 |
0.9620 |
1.000 |
0.9609 |
1.618 |
0.9592 |
2.618 |
0.9564 |
4.250 |
0.9518 |
|
|
Fisher Pivots for day following 24-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9651 |
0.9635 |
PP |
0.9646 |
0.9633 |
S1 |
0.9642 |
0.9631 |
|