CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9641 |
0.9600 |
-0.0041 |
-0.4% |
0.9542 |
| High |
0.9641 |
0.9600 |
-0.0041 |
-0.4% |
0.9658 |
| Low |
0.9641 |
0.9596 |
-0.0045 |
-0.5% |
0.9522 |
| Close |
0.9641 |
0.9596 |
-0.0045 |
-0.5% |
0.9658 |
| Range |
0.0000 |
0.0004 |
0.0004 |
|
0.0136 |
| ATR |
|
|
|
|
|
| Volume |
202 |
202 |
0 |
0.0% |
129 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9609 |
0.9607 |
0.9598 |
|
| R3 |
0.9605 |
0.9603 |
0.9597 |
|
| R2 |
0.9601 |
0.9601 |
0.9597 |
|
| R1 |
0.9599 |
0.9599 |
0.9596 |
0.9598 |
| PP |
0.9597 |
0.9597 |
0.9597 |
0.9597 |
| S1 |
0.9595 |
0.9595 |
0.9596 |
0.9594 |
| S2 |
0.9593 |
0.9593 |
0.9595 |
|
| S3 |
0.9589 |
0.9591 |
0.9595 |
|
| S4 |
0.9585 |
0.9587 |
0.9594 |
|
|
| 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 |
0.9617 |
|
2.618 |
0.9610 |
|
1.618 |
0.9606 |
|
1.000 |
0.9604 |
|
0.618 |
0.9602 |
|
HIGH |
0.9600 |
|
0.618 |
0.9598 |
|
0.500 |
0.9598 |
|
0.382 |
0.9598 |
|
LOW |
0.9596 |
|
0.618 |
0.9594 |
|
1.000 |
0.9592 |
|
1.618 |
0.9590 |
|
2.618 |
0.9586 |
|
4.250 |
0.9579 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9598 |
0.9627 |
| PP |
0.9597 |
0.9617 |
| S1 |
0.9597 |
0.9606 |
|