CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 18-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9630 |
0.9632 |
0.0002 |
0.0% |
0.9572 |
| High |
0.9654 |
0.9726 |
0.0072 |
0.7% |
0.9625 |
| Low |
0.9630 |
0.9628 |
-0.0002 |
0.0% |
0.9572 |
| Close |
0.9651 |
0.9726 |
0.0075 |
0.8% |
0.9608 |
| Range |
0.0024 |
0.0098 |
0.0074 |
308.3% |
0.0053 |
| ATR |
0.0030 |
0.0035 |
0.0005 |
16.2% |
0.0000 |
| Volume |
48 |
2 |
-46 |
-95.8% |
135 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9987 |
0.9955 |
0.9780 |
|
| R3 |
0.9889 |
0.9857 |
0.9753 |
|
| R2 |
0.9791 |
0.9791 |
0.9744 |
|
| R1 |
0.9759 |
0.9759 |
0.9735 |
0.9775 |
| PP |
0.9693 |
0.9693 |
0.9693 |
0.9702 |
| S1 |
0.9661 |
0.9661 |
0.9717 |
0.9677 |
| S2 |
0.9595 |
0.9595 |
0.9708 |
|
| S3 |
0.9497 |
0.9563 |
0.9699 |
|
| S4 |
0.9399 |
0.9465 |
0.9672 |
|
|
| 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 |
1.0143 |
|
2.618 |
0.9983 |
|
1.618 |
0.9885 |
|
1.000 |
0.9824 |
|
0.618 |
0.9787 |
|
HIGH |
0.9726 |
|
0.618 |
0.9689 |
|
0.500 |
0.9677 |
|
0.382 |
0.9665 |
|
LOW |
0.9628 |
|
0.618 |
0.9567 |
|
1.000 |
0.9530 |
|
1.618 |
0.9469 |
|
2.618 |
0.9371 |
|
4.250 |
0.9212 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9710 |
0.9709 |
| PP |
0.9693 |
0.9692 |
| S1 |
0.9677 |
0.9675 |
|