CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 05-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
0.9463 |
0.9456 |
-0.0007 |
-0.1% |
0.9442 |
High |
0.9463 |
0.9456 |
-0.0007 |
-0.1% |
0.9472 |
Low |
0.9463 |
0.9456 |
-0.0007 |
-0.1% |
0.9413 |
Close |
0.9463 |
0.9456 |
-0.0007 |
-0.1% |
0.9430 |
Range |
|
|
|
|
|
ATR |
0.0033 |
0.0031 |
-0.0002 |
-5.6% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
74 |
|
Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9456 |
0.9456 |
0.9456 |
|
R3 |
0.9456 |
0.9456 |
0.9456 |
|
R2 |
0.9456 |
0.9456 |
0.9456 |
|
R1 |
0.9456 |
0.9456 |
0.9456 |
0.9456 |
PP |
0.9456 |
0.9456 |
0.9456 |
0.9456 |
S1 |
0.9456 |
0.9456 |
0.9456 |
0.9456 |
S2 |
0.9456 |
0.9456 |
0.9456 |
|
S3 |
0.9456 |
0.9456 |
0.9456 |
|
S4 |
0.9456 |
0.9456 |
0.9456 |
|
|
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 |
0.9456 |
2.618 |
0.9456 |
1.618 |
0.9456 |
1.000 |
0.9456 |
0.618 |
0.9456 |
HIGH |
0.9456 |
0.618 |
0.9456 |
0.500 |
0.9456 |
0.382 |
0.9456 |
LOW |
0.9456 |
0.618 |
0.9456 |
1.000 |
0.9456 |
1.618 |
0.9456 |
2.618 |
0.9456 |
4.250 |
0.9456 |
|
|
Fisher Pivots for day following 05-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9456 |
0.9452 |
PP |
0.9456 |
0.9448 |
S1 |
0.9456 |
0.9445 |
|