CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 23-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9440 |
0.9420 |
-0.0020 |
-0.2% |
0.9611 |
| High |
0.9440 |
0.9459 |
0.0019 |
0.2% |
0.9611 |
| Low |
0.9436 |
0.9400 |
-0.0036 |
-0.4% |
0.9400 |
| Close |
0.9436 |
0.9448 |
0.0012 |
0.1% |
0.9448 |
| Range |
0.0004 |
0.0059 |
0.0055 |
1,375.0% |
0.0211 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
3.0% |
0.0000 |
| Volume |
10 |
11 |
1 |
10.0% |
24 |
|
| Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9613 |
0.9589 |
0.9480 |
|
| R3 |
0.9554 |
0.9530 |
0.9464 |
|
| R2 |
0.9495 |
0.9495 |
0.9459 |
|
| R1 |
0.9471 |
0.9471 |
0.9453 |
0.9483 |
| PP |
0.9436 |
0.9436 |
0.9436 |
0.9442 |
| S1 |
0.9412 |
0.9412 |
0.9443 |
0.9424 |
| S2 |
0.9377 |
0.9377 |
0.9437 |
|
| S3 |
0.9318 |
0.9353 |
0.9432 |
|
| S4 |
0.9259 |
0.9294 |
0.9416 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0119 |
0.9995 |
0.9564 |
|
| R3 |
0.9908 |
0.9784 |
0.9506 |
|
| R2 |
0.9697 |
0.9697 |
0.9487 |
|
| R1 |
0.9573 |
0.9573 |
0.9467 |
0.9530 |
| PP |
0.9486 |
0.9486 |
0.9486 |
0.9465 |
| S1 |
0.9362 |
0.9362 |
0.9429 |
0.9319 |
| S2 |
0.9275 |
0.9275 |
0.9409 |
|
| S3 |
0.9064 |
0.9151 |
0.9390 |
|
| S4 |
0.8853 |
0.8940 |
0.9332 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9710 |
|
2.618 |
0.9613 |
|
1.618 |
0.9554 |
|
1.000 |
0.9518 |
|
0.618 |
0.9495 |
|
HIGH |
0.9459 |
|
0.618 |
0.9436 |
|
0.500 |
0.9430 |
|
0.382 |
0.9423 |
|
LOW |
0.9400 |
|
0.618 |
0.9364 |
|
1.000 |
0.9341 |
|
1.618 |
0.9305 |
|
2.618 |
0.9246 |
|
4.250 |
0.9149 |
|
|
| Fisher Pivots for day following 23-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9442 |
0.9460 |
| PP |
0.9436 |
0.9456 |
| S1 |
0.9430 |
0.9452 |
|