CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 27-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
0.9442 |
0.9460 |
0.0018 |
0.2% |
0.9611 |
High |
0.9456 |
0.9468 |
0.0012 |
0.1% |
0.9611 |
Low |
0.9442 |
0.9460 |
0.0018 |
0.2% |
0.9400 |
Close |
0.9456 |
0.9468 |
0.0012 |
0.1% |
0.9448 |
Range |
0.0014 |
0.0008 |
-0.0006 |
-42.9% |
0.0211 |
ATR |
0.0041 |
0.0039 |
-0.0002 |
-5.0% |
0.0000 |
Volume |
35 |
32 |
-3 |
-8.6% |
24 |
|
Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9489 |
0.9487 |
0.9472 |
|
R3 |
0.9481 |
0.9479 |
0.9470 |
|
R2 |
0.9473 |
0.9473 |
0.9469 |
|
R1 |
0.9471 |
0.9471 |
0.9469 |
0.9472 |
PP |
0.9465 |
0.9465 |
0.9465 |
0.9466 |
S1 |
0.9463 |
0.9463 |
0.9467 |
0.9464 |
S2 |
0.9457 |
0.9457 |
0.9467 |
|
S3 |
0.9449 |
0.9455 |
0.9466 |
|
S4 |
0.9441 |
0.9447 |
0.9464 |
|
|
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 |
0.9502 |
2.618 |
0.9489 |
1.618 |
0.9481 |
1.000 |
0.9476 |
0.618 |
0.9473 |
HIGH |
0.9468 |
0.618 |
0.9465 |
0.500 |
0.9464 |
0.382 |
0.9463 |
LOW |
0.9460 |
0.618 |
0.9455 |
1.000 |
0.9452 |
1.618 |
0.9447 |
2.618 |
0.9439 |
4.250 |
0.9426 |
|
|
Fisher Pivots for day following 27-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9467 |
0.9457 |
PP |
0.9465 |
0.9445 |
S1 |
0.9464 |
0.9434 |
|