CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 20-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9611 |
0.9558 |
-0.0053 |
-0.6% |
0.9641 |
| High |
0.9611 |
0.9558 |
-0.0053 |
-0.6% |
0.9641 |
| Low |
0.9597 |
0.9557 |
-0.0040 |
-0.4% |
0.9592 |
| Close |
0.9597 |
0.9557 |
-0.0040 |
-0.4% |
0.9616 |
| Range |
0.0014 |
0.0001 |
-0.0013 |
-92.9% |
0.0049 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
0.3% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
407 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9560 |
0.9560 |
0.9558 |
|
| R3 |
0.9559 |
0.9559 |
0.9557 |
|
| R2 |
0.9558 |
0.9558 |
0.9557 |
|
| R1 |
0.9558 |
0.9558 |
0.9557 |
0.9558 |
| PP |
0.9557 |
0.9557 |
0.9557 |
0.9557 |
| S1 |
0.9557 |
0.9557 |
0.9557 |
0.9557 |
| S2 |
0.9556 |
0.9556 |
0.9557 |
|
| S3 |
0.9555 |
0.9556 |
0.9557 |
|
| S4 |
0.9554 |
0.9555 |
0.9556 |
|
|
| 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 |
0.9562 |
|
2.618 |
0.9561 |
|
1.618 |
0.9560 |
|
1.000 |
0.9559 |
|
0.618 |
0.9559 |
|
HIGH |
0.9558 |
|
0.618 |
0.9558 |
|
0.500 |
0.9558 |
|
0.382 |
0.9557 |
|
LOW |
0.9557 |
|
0.618 |
0.9556 |
|
1.000 |
0.9556 |
|
1.618 |
0.9555 |
|
2.618 |
0.9554 |
|
4.250 |
0.9553 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9558 |
0.9587 |
| PP |
0.9557 |
0.9577 |
| S1 |
0.9557 |
0.9567 |
|