CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 09-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9575 |
0.9639 |
0.0064 |
0.7% |
0.9542 |
| High |
0.9620 |
0.9658 |
0.0038 |
0.4% |
0.9658 |
| Low |
0.9575 |
0.9639 |
0.0064 |
0.7% |
0.9522 |
| Close |
0.9620 |
0.9658 |
0.0038 |
0.4% |
0.9658 |
| Range |
0.0045 |
0.0019 |
-0.0026 |
-57.8% |
0.0136 |
| ATR |
|
|
|
|
|
| Volume |
34 |
51 |
17 |
50.0% |
129 |
|
| Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9709 |
0.9702 |
0.9668 |
|
| R3 |
0.9690 |
0.9683 |
0.9663 |
|
| R2 |
0.9671 |
0.9671 |
0.9661 |
|
| R1 |
0.9664 |
0.9664 |
0.9660 |
0.9668 |
| PP |
0.9652 |
0.9652 |
0.9652 |
0.9653 |
| S1 |
0.9645 |
0.9645 |
0.9656 |
0.9649 |
| S2 |
0.9633 |
0.9633 |
0.9655 |
|
| S3 |
0.9614 |
0.9626 |
0.9653 |
|
| S4 |
0.9595 |
0.9607 |
0.9648 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0021 |
0.9975 |
0.9733 |
|
| R3 |
0.9885 |
0.9839 |
0.9695 |
|
| R2 |
0.9749 |
0.9749 |
0.9683 |
|
| R1 |
0.9703 |
0.9703 |
0.9670 |
0.9726 |
| PP |
0.9613 |
0.9613 |
0.9613 |
0.9624 |
| S1 |
0.9567 |
0.9567 |
0.9646 |
0.9590 |
| S2 |
0.9477 |
0.9477 |
0.9633 |
|
| S3 |
0.9341 |
0.9431 |
0.9621 |
|
| S4 |
0.9205 |
0.9295 |
0.9583 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9739 |
|
2.618 |
0.9708 |
|
1.618 |
0.9689 |
|
1.000 |
0.9677 |
|
0.618 |
0.9670 |
|
HIGH |
0.9658 |
|
0.618 |
0.9651 |
|
0.500 |
0.9649 |
|
0.382 |
0.9646 |
|
LOW |
0.9639 |
|
0.618 |
0.9627 |
|
1.000 |
0.9620 |
|
1.618 |
0.9608 |
|
2.618 |
0.9589 |
|
4.250 |
0.9558 |
|
|
| Fisher Pivots for day following 09-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9655 |
0.9635 |
| PP |
0.9652 |
0.9613 |
| S1 |
0.9649 |
0.9590 |
|