CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 09-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
0.9500 |
0.9572 |
0.0072 |
0.8% |
0.9426 |
High |
0.9563 |
0.9580 |
0.0017 |
0.2% |
0.9563 |
Low |
0.9500 |
0.9572 |
0.0072 |
0.8% |
0.9426 |
Close |
0.9550 |
0.9578 |
0.0028 |
0.3% |
0.9550 |
Range |
0.0063 |
0.0008 |
-0.0055 |
-87.3% |
0.0137 |
ATR |
0.0037 |
0.0036 |
0.0000 |
-1.3% |
0.0000 |
Volume |
2 |
18 |
16 |
800.0% |
6 |
|
Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9601 |
0.9597 |
0.9582 |
|
R3 |
0.9593 |
0.9589 |
0.9580 |
|
R2 |
0.9585 |
0.9585 |
0.9579 |
|
R1 |
0.9581 |
0.9581 |
0.9579 |
0.9583 |
PP |
0.9577 |
0.9577 |
0.9577 |
0.9578 |
S1 |
0.9573 |
0.9573 |
0.9577 |
0.9575 |
S2 |
0.9569 |
0.9569 |
0.9577 |
|
S3 |
0.9561 |
0.9565 |
0.9576 |
|
S4 |
0.9553 |
0.9557 |
0.9574 |
|
|
Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9924 |
0.9874 |
0.9625 |
|
R3 |
0.9787 |
0.9737 |
0.9588 |
|
R2 |
0.9650 |
0.9650 |
0.9575 |
|
R1 |
0.9600 |
0.9600 |
0.9563 |
0.9625 |
PP |
0.9513 |
0.9513 |
0.9513 |
0.9526 |
S1 |
0.9463 |
0.9463 |
0.9537 |
0.9488 |
S2 |
0.9376 |
0.9376 |
0.9525 |
|
S3 |
0.9239 |
0.9326 |
0.9512 |
|
S4 |
0.9102 |
0.9189 |
0.9475 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9614 |
2.618 |
0.9601 |
1.618 |
0.9593 |
1.000 |
0.9588 |
0.618 |
0.9585 |
HIGH |
0.9580 |
0.618 |
0.9577 |
0.500 |
0.9576 |
0.382 |
0.9575 |
LOW |
0.9572 |
0.618 |
0.9567 |
1.000 |
0.9564 |
1.618 |
0.9559 |
2.618 |
0.9551 |
4.250 |
0.9538 |
|
|
Fisher Pivots for day following 09-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9577 |
0.9558 |
PP |
0.9577 |
0.9538 |
S1 |
0.9576 |
0.9518 |
|