CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 23-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9671 |
0.9679 |
0.0008 |
0.1% |
0.9609 |
| High |
0.9700 |
0.9689 |
-0.0011 |
-0.1% |
0.9695 |
| Low |
0.9664 |
0.9585 |
-0.0079 |
-0.8% |
0.9590 |
| Close |
0.9685 |
0.9587 |
-0.0098 |
-1.0% |
0.9678 |
| Range |
0.0036 |
0.0104 |
0.0068 |
188.9% |
0.0105 |
| ATR |
0.0039 |
0.0043 |
0.0005 |
12.1% |
0.0000 |
| Volume |
51 |
97 |
46 |
90.2% |
1,435 |
|
| Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9932 |
0.9864 |
0.9644 |
|
| R3 |
0.9828 |
0.9760 |
0.9616 |
|
| R2 |
0.9724 |
0.9724 |
0.9606 |
|
| R1 |
0.9656 |
0.9656 |
0.9597 |
0.9638 |
| PP |
0.9620 |
0.9620 |
0.9620 |
0.9612 |
| S1 |
0.9552 |
0.9552 |
0.9577 |
0.9534 |
| S2 |
0.9516 |
0.9516 |
0.9568 |
|
| S3 |
0.9412 |
0.9448 |
0.9558 |
|
| S4 |
0.9308 |
0.9344 |
0.9530 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9969 |
0.9929 |
0.9736 |
|
| R3 |
0.9864 |
0.9824 |
0.9707 |
|
| R2 |
0.9759 |
0.9759 |
0.9697 |
|
| R1 |
0.9719 |
0.9719 |
0.9688 |
0.9739 |
| PP |
0.9654 |
0.9654 |
0.9654 |
0.9665 |
| S1 |
0.9614 |
0.9614 |
0.9668 |
0.9634 |
| S2 |
0.9549 |
0.9549 |
0.9659 |
|
| S3 |
0.9444 |
0.9509 |
0.9649 |
|
| S4 |
0.9339 |
0.9404 |
0.9620 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9700 |
0.9585 |
0.0115 |
1.2% |
0.0043 |
0.4% |
2% |
False |
True |
231 |
| 10 |
0.9700 |
0.9560 |
0.0140 |
1.5% |
0.0045 |
0.5% |
19% |
False |
False |
234 |
| 20 |
0.9700 |
0.9560 |
0.0140 |
1.5% |
0.0040 |
0.4% |
19% |
False |
False |
201 |
| 40 |
0.9775 |
0.9426 |
0.0349 |
3.6% |
0.0040 |
0.4% |
46% |
False |
False |
160 |
| 60 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0038 |
0.4% |
47% |
False |
False |
131 |
| 80 |
0.9775 |
0.9360 |
0.0415 |
4.3% |
0.0036 |
0.4% |
55% |
False |
False |
108 |
| 100 |
0.9777 |
0.9360 |
0.0417 |
4.3% |
0.0035 |
0.4% |
54% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0131 |
|
2.618 |
0.9961 |
|
1.618 |
0.9857 |
|
1.000 |
0.9793 |
|
0.618 |
0.9753 |
|
HIGH |
0.9689 |
|
0.618 |
0.9649 |
|
0.500 |
0.9637 |
|
0.382 |
0.9625 |
|
LOW |
0.9585 |
|
0.618 |
0.9521 |
|
1.000 |
0.9481 |
|
1.618 |
0.9417 |
|
2.618 |
0.9313 |
|
4.250 |
0.9143 |
|
|
| Fisher Pivots for day following 23-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9637 |
0.9643 |
| PP |
0.9620 |
0.9624 |
| S1 |
0.9604 |
0.9606 |
|