CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 15-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
0.9607 |
0.9636 |
0.0029 |
0.3% |
0.9542 |
High |
0.9607 |
0.9636 |
0.0029 |
0.3% |
0.9658 |
Low |
0.9607 |
0.9636 |
0.0029 |
0.3% |
0.9522 |
Close |
0.9607 |
0.9636 |
0.0029 |
0.3% |
0.9658 |
Range |
|
|
|
|
|
ATR |
0.0041 |
0.0040 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
129 |
|
Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9636 |
0.9636 |
0.9636 |
|
R3 |
0.9636 |
0.9636 |
0.9636 |
|
R2 |
0.9636 |
0.9636 |
0.9636 |
|
R1 |
0.9636 |
0.9636 |
0.9636 |
0.9636 |
PP |
0.9636 |
0.9636 |
0.9636 |
0.9636 |
S1 |
0.9636 |
0.9636 |
0.9636 |
0.9636 |
S2 |
0.9636 |
0.9636 |
0.9636 |
|
S3 |
0.9636 |
0.9636 |
0.9636 |
|
S4 |
0.9636 |
0.9636 |
0.9636 |
|
|
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 |
0.9636 |
2.618 |
0.9636 |
1.618 |
0.9636 |
1.000 |
0.9636 |
0.618 |
0.9636 |
HIGH |
0.9636 |
0.618 |
0.9636 |
0.500 |
0.9636 |
0.382 |
0.9636 |
LOW |
0.9636 |
0.618 |
0.9636 |
1.000 |
0.9636 |
1.618 |
0.9636 |
2.618 |
0.9636 |
4.250 |
0.9636 |
|
|
Fisher Pivots for day following 15-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9636 |
0.9629 |
PP |
0.9636 |
0.9623 |
S1 |
0.9636 |
0.9616 |
|