CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 17-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
0.9620 |
0.9660 |
0.0040 |
0.4% |
0.9639 |
High |
0.9623 |
0.9661 |
0.0038 |
0.4% |
0.9639 |
Low |
0.9620 |
0.9659 |
0.0039 |
0.4% |
0.9551 |
Close |
0.9623 |
0.9661 |
0.0038 |
0.4% |
0.9610 |
Range |
0.0003 |
0.0002 |
-0.0001 |
-33.3% |
0.0088 |
ATR |
0.0027 |
0.0028 |
0.0001 |
2.8% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
103 |
|
Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9666 |
0.9666 |
0.9662 |
|
R3 |
0.9664 |
0.9664 |
0.9662 |
|
R2 |
0.9662 |
0.9662 |
0.9661 |
|
R1 |
0.9662 |
0.9662 |
0.9661 |
0.9662 |
PP |
0.9660 |
0.9660 |
0.9660 |
0.9661 |
S1 |
0.9660 |
0.9660 |
0.9661 |
0.9660 |
S2 |
0.9658 |
0.9658 |
0.9661 |
|
S3 |
0.9656 |
0.9658 |
0.9660 |
|
S4 |
0.9654 |
0.9656 |
0.9660 |
|
|
Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9864 |
0.9825 |
0.9658 |
|
R3 |
0.9776 |
0.9737 |
0.9634 |
|
R2 |
0.9688 |
0.9688 |
0.9626 |
|
R1 |
0.9649 |
0.9649 |
0.9618 |
0.9625 |
PP |
0.9600 |
0.9600 |
0.9600 |
0.9588 |
S1 |
0.9561 |
0.9561 |
0.9602 |
0.9537 |
S2 |
0.9512 |
0.9512 |
0.9594 |
|
S3 |
0.9424 |
0.9473 |
0.9586 |
|
S4 |
0.9336 |
0.9385 |
0.9562 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9670 |
2.618 |
0.9666 |
1.618 |
0.9664 |
1.000 |
0.9663 |
0.618 |
0.9662 |
HIGH |
0.9661 |
0.618 |
0.9660 |
0.500 |
0.9660 |
0.382 |
0.9660 |
LOW |
0.9659 |
0.618 |
0.9658 |
1.000 |
0.9657 |
1.618 |
0.9656 |
2.618 |
0.9654 |
4.250 |
0.9651 |
|
|
Fisher Pivots for day following 17-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9661 |
0.9647 |
PP |
0.9660 |
0.9633 |
S1 |
0.9660 |
0.9619 |
|