CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 25-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9597 |
0.9565 |
-0.0032 |
-0.3% |
0.9677 |
| High |
0.9611 |
0.9565 |
-0.0046 |
-0.5% |
0.9700 |
| Low |
0.9547 |
0.9526 |
-0.0021 |
-0.2% |
0.9526 |
| Close |
0.9559 |
0.9534 |
-0.0025 |
-0.3% |
0.9534 |
| Range |
0.0064 |
0.0039 |
-0.0025 |
-39.1% |
0.0174 |
| ATR |
0.0045 |
0.0044 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
686 |
552 |
-134 |
-19.5% |
1,605 |
|
| Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9659 |
0.9635 |
0.9555 |
|
| R3 |
0.9620 |
0.9596 |
0.9545 |
|
| R2 |
0.9581 |
0.9581 |
0.9541 |
|
| R1 |
0.9557 |
0.9557 |
0.9538 |
0.9550 |
| PP |
0.9542 |
0.9542 |
0.9542 |
0.9538 |
| S1 |
0.9518 |
0.9518 |
0.9530 |
0.9511 |
| S2 |
0.9503 |
0.9503 |
0.9527 |
|
| S3 |
0.9464 |
0.9479 |
0.9523 |
|
| S4 |
0.9425 |
0.9440 |
0.9513 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0109 |
0.9995 |
0.9630 |
|
| R3 |
0.9935 |
0.9821 |
0.9582 |
|
| R2 |
0.9761 |
0.9761 |
0.9566 |
|
| R1 |
0.9647 |
0.9647 |
0.9550 |
0.9617 |
| PP |
0.9587 |
0.9587 |
0.9587 |
0.9572 |
| S1 |
0.9473 |
0.9473 |
0.9518 |
0.9443 |
| S2 |
0.9413 |
0.9413 |
0.9502 |
|
| S3 |
0.9239 |
0.9299 |
0.9486 |
|
| S4 |
0.9065 |
0.9125 |
0.9438 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9700 |
0.9526 |
0.0174 |
1.8% |
0.0050 |
0.5% |
5% |
False |
True |
321 |
| 10 |
0.9700 |
0.9526 |
0.0174 |
1.8% |
0.0044 |
0.5% |
5% |
False |
True |
304 |
| 20 |
0.9700 |
0.9526 |
0.0174 |
1.8% |
0.0042 |
0.4% |
5% |
False |
True |
248 |
| 40 |
0.9775 |
0.9426 |
0.0349 |
3.7% |
0.0041 |
0.4% |
31% |
False |
False |
189 |
| 60 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0038 |
0.4% |
32% |
False |
False |
150 |
| 80 |
0.9775 |
0.9360 |
0.0415 |
4.4% |
0.0036 |
0.4% |
42% |
False |
False |
122 |
| 100 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0036 |
0.4% |
42% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9731 |
|
2.618 |
0.9667 |
|
1.618 |
0.9628 |
|
1.000 |
0.9604 |
|
0.618 |
0.9589 |
|
HIGH |
0.9565 |
|
0.618 |
0.9550 |
|
0.500 |
0.9546 |
|
0.382 |
0.9541 |
|
LOW |
0.9526 |
|
0.618 |
0.9502 |
|
1.000 |
0.9487 |
|
1.618 |
0.9463 |
|
2.618 |
0.9424 |
|
4.250 |
0.9360 |
|
|
| Fisher Pivots for day following 25-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9546 |
0.9608 |
| PP |
0.9542 |
0.9583 |
| S1 |
0.9538 |
0.9559 |
|