CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 16-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
0.9608 |
0.9624 |
0.0016 |
0.2% |
0.9572 |
High |
0.9608 |
0.9624 |
0.0016 |
0.2% |
0.9625 |
Low |
0.9608 |
0.9624 |
0.0016 |
0.2% |
0.9572 |
Close |
0.9608 |
0.9624 |
0.0016 |
0.2% |
0.9608 |
Range |
|
|
|
|
|
ATR |
0.0031 |
0.0030 |
-0.0001 |
-3.5% |
0.0000 |
Volume |
48 |
48 |
0 |
0.0% |
135 |
|
Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9624 |
0.9624 |
0.9624 |
|
R3 |
0.9624 |
0.9624 |
0.9624 |
|
R2 |
0.9624 |
0.9624 |
0.9624 |
|
R1 |
0.9624 |
0.9624 |
0.9624 |
0.9624 |
PP |
0.9624 |
0.9624 |
0.9624 |
0.9624 |
S1 |
0.9624 |
0.9624 |
0.9624 |
0.9624 |
S2 |
0.9624 |
0.9624 |
0.9624 |
|
S3 |
0.9624 |
0.9624 |
0.9624 |
|
S4 |
0.9624 |
0.9624 |
0.9624 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9761 |
0.9737 |
0.9637 |
|
R3 |
0.9708 |
0.9684 |
0.9623 |
|
R2 |
0.9655 |
0.9655 |
0.9618 |
|
R1 |
0.9631 |
0.9631 |
0.9613 |
0.9643 |
PP |
0.9602 |
0.9602 |
0.9602 |
0.9608 |
S1 |
0.9578 |
0.9578 |
0.9603 |
0.9590 |
S2 |
0.9549 |
0.9549 |
0.9598 |
|
S3 |
0.9496 |
0.9525 |
0.9593 |
|
S4 |
0.9443 |
0.9472 |
0.9579 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9624 |
2.618 |
0.9624 |
1.618 |
0.9624 |
1.000 |
0.9624 |
0.618 |
0.9624 |
HIGH |
0.9624 |
0.618 |
0.9624 |
0.500 |
0.9624 |
0.382 |
0.9624 |
LOW |
0.9624 |
0.618 |
0.9624 |
1.000 |
0.9624 |
1.618 |
0.9624 |
2.618 |
0.9624 |
4.250 |
0.9624 |
|
|
Fisher Pivots for day following 16-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9624 |
0.9621 |
PP |
0.9624 |
0.9619 |
S1 |
0.9624 |
0.9616 |
|