CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9636 |
0.9592 |
-0.0044 |
-0.5% |
0.9641 |
| High |
0.9636 |
0.9616 |
-0.0020 |
-0.2% |
0.9641 |
| Low |
0.9636 |
0.9592 |
-0.0044 |
-0.5% |
0.9592 |
| Close |
0.9636 |
0.9616 |
-0.0020 |
-0.2% |
0.9616 |
| Range |
0.0000 |
0.0024 |
0.0024 |
|
0.0049 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
0.8% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
407 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9680 |
0.9672 |
0.9629 |
|
| R3 |
0.9656 |
0.9648 |
0.9623 |
|
| R2 |
0.9632 |
0.9632 |
0.9620 |
|
| R1 |
0.9624 |
0.9624 |
0.9618 |
0.9628 |
| PP |
0.9608 |
0.9608 |
0.9608 |
0.9610 |
| S1 |
0.9600 |
0.9600 |
0.9614 |
0.9604 |
| S2 |
0.9584 |
0.9584 |
0.9612 |
|
| S3 |
0.9560 |
0.9576 |
0.9609 |
|
| S4 |
0.9536 |
0.9552 |
0.9603 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9763 |
0.9739 |
0.9643 |
|
| R3 |
0.9714 |
0.9690 |
0.9629 |
|
| R2 |
0.9665 |
0.9665 |
0.9625 |
|
| R1 |
0.9641 |
0.9641 |
0.9620 |
0.9629 |
| PP |
0.9616 |
0.9616 |
0.9616 |
0.9610 |
| S1 |
0.9592 |
0.9592 |
0.9612 |
0.9580 |
| S2 |
0.9567 |
0.9567 |
0.9607 |
|
| S3 |
0.9518 |
0.9543 |
0.9603 |
|
| S4 |
0.9469 |
0.9494 |
0.9589 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9718 |
|
2.618 |
0.9679 |
|
1.618 |
0.9655 |
|
1.000 |
0.9640 |
|
0.618 |
0.9631 |
|
HIGH |
0.9616 |
|
0.618 |
0.9607 |
|
0.500 |
0.9604 |
|
0.382 |
0.9601 |
|
LOW |
0.9592 |
|
0.618 |
0.9577 |
|
1.000 |
0.9568 |
|
1.618 |
0.9553 |
|
2.618 |
0.9529 |
|
4.250 |
0.9490 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9612 |
0.9615 |
| PP |
0.9608 |
0.9615 |
| S1 |
0.9604 |
0.9614 |
|