CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 03-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9413 |
0.9426 |
0.0013 |
0.1% |
0.9442 |
| High |
0.9430 |
0.9426 |
-0.0004 |
0.0% |
0.9472 |
| Low |
0.9413 |
0.9426 |
0.0013 |
0.1% |
0.9413 |
| Close |
0.9430 |
0.9426 |
-0.0004 |
0.0% |
0.9430 |
| Range |
0.0017 |
0.0000 |
-0.0017 |
-100.0% |
0.0059 |
| ATR |
0.0035 |
0.0033 |
-0.0002 |
-6.3% |
0.0000 |
| Volume |
5 |
1 |
-4 |
-80.0% |
74 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9426 |
0.9426 |
0.9426 |
|
| R3 |
0.9426 |
0.9426 |
0.9426 |
|
| R2 |
0.9426 |
0.9426 |
0.9426 |
|
| R1 |
0.9426 |
0.9426 |
0.9426 |
0.9426 |
| PP |
0.9426 |
0.9426 |
0.9426 |
0.9426 |
| S1 |
0.9426 |
0.9426 |
0.9426 |
0.9426 |
| S2 |
0.9426 |
0.9426 |
0.9426 |
|
| S3 |
0.9426 |
0.9426 |
0.9426 |
|
| S4 |
0.9426 |
0.9426 |
0.9426 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9615 |
0.9582 |
0.9462 |
|
| R3 |
0.9556 |
0.9523 |
0.9446 |
|
| R2 |
0.9497 |
0.9497 |
0.9441 |
|
| R1 |
0.9464 |
0.9464 |
0.9435 |
0.9451 |
| PP |
0.9438 |
0.9438 |
0.9438 |
0.9432 |
| S1 |
0.9405 |
0.9405 |
0.9425 |
0.9392 |
| S2 |
0.9379 |
0.9379 |
0.9419 |
|
| S3 |
0.9320 |
0.9346 |
0.9414 |
|
| S4 |
0.9261 |
0.9287 |
0.9398 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9426 |
|
2.618 |
0.9426 |
|
1.618 |
0.9426 |
|
1.000 |
0.9426 |
|
0.618 |
0.9426 |
|
HIGH |
0.9426 |
|
0.618 |
0.9426 |
|
0.500 |
0.9426 |
|
0.382 |
0.9426 |
|
LOW |
0.9426 |
|
0.618 |
0.9426 |
|
1.000 |
0.9426 |
|
1.618 |
0.9426 |
|
2.618 |
0.9426 |
|
4.250 |
0.9426 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9426 |
0.9425 |
| PP |
0.9426 |
0.9423 |
| S1 |
0.9426 |
0.9422 |
|