CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 21-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9558 |
0.9519 |
-0.0039 |
-0.4% |
0.9641 |
| High |
0.9558 |
0.9519 |
-0.0039 |
-0.4% |
0.9641 |
| Low |
0.9557 |
0.9492 |
-0.0065 |
-0.7% |
0.9592 |
| Close |
0.9557 |
0.9492 |
-0.0065 |
-0.7% |
0.9616 |
| Range |
0.0001 |
0.0027 |
0.0026 |
2,600.0% |
0.0049 |
| ATR |
0.0039 |
0.0041 |
0.0002 |
4.9% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
407 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9582 |
0.9564 |
0.9507 |
|
| R3 |
0.9555 |
0.9537 |
0.9499 |
|
| R2 |
0.9528 |
0.9528 |
0.9497 |
|
| R1 |
0.9510 |
0.9510 |
0.9494 |
0.9506 |
| PP |
0.9501 |
0.9501 |
0.9501 |
0.9499 |
| S1 |
0.9483 |
0.9483 |
0.9490 |
0.9479 |
| S2 |
0.9474 |
0.9474 |
0.9487 |
|
| S3 |
0.9447 |
0.9456 |
0.9485 |
|
| S4 |
0.9420 |
0.9429 |
0.9477 |
|
|
| 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 |
0.9634 |
|
2.618 |
0.9590 |
|
1.618 |
0.9563 |
|
1.000 |
0.9546 |
|
0.618 |
0.9536 |
|
HIGH |
0.9519 |
|
0.618 |
0.9509 |
|
0.500 |
0.9506 |
|
0.382 |
0.9502 |
|
LOW |
0.9492 |
|
0.618 |
0.9475 |
|
1.000 |
0.9465 |
|
1.618 |
0.9448 |
|
2.618 |
0.9421 |
|
4.250 |
0.9377 |
|
|
| Fisher Pivots for day following 21-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9506 |
0.9552 |
| PP |
0.9501 |
0.9532 |
| S1 |
0.9497 |
0.9512 |
|