CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 06-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9560 |
0.9532 |
-0.0028 |
-0.3% |
0.9554 |
| High |
0.9560 |
0.9572 |
0.0012 |
0.1% |
0.9570 |
| Low |
0.9526 |
0.9532 |
0.0006 |
0.1% |
0.9495 |
| Close |
0.9526 |
0.9565 |
0.0039 |
0.4% |
0.9557 |
| Range |
0.0034 |
0.0040 |
0.0006 |
17.6% |
0.0075 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
0.9% |
0.0000 |
| Volume |
161 |
119 |
-42 |
-26.1% |
1,723 |
|
| Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9676 |
0.9661 |
0.9587 |
|
| R3 |
0.9636 |
0.9621 |
0.9576 |
|
| R2 |
0.9596 |
0.9596 |
0.9572 |
|
| R1 |
0.9581 |
0.9581 |
0.9569 |
0.9589 |
| PP |
0.9556 |
0.9556 |
0.9556 |
0.9560 |
| S1 |
0.9541 |
0.9541 |
0.9561 |
0.9549 |
| S2 |
0.9516 |
0.9516 |
0.9558 |
|
| S3 |
0.9476 |
0.9501 |
0.9554 |
|
| S4 |
0.9436 |
0.9461 |
0.9543 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9766 |
0.9736 |
0.9598 |
|
| R3 |
0.9691 |
0.9661 |
0.9578 |
|
| R2 |
0.9616 |
0.9616 |
0.9571 |
|
| R1 |
0.9586 |
0.9586 |
0.9564 |
0.9601 |
| PP |
0.9541 |
0.9541 |
0.9541 |
0.9548 |
| S1 |
0.9511 |
0.9511 |
0.9550 |
0.9526 |
| S2 |
0.9466 |
0.9466 |
0.9543 |
|
| S3 |
0.9391 |
0.9436 |
0.9536 |
|
| S4 |
0.9316 |
0.9361 |
0.9516 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9583 |
0.9503 |
0.0080 |
0.8% |
0.0039 |
0.4% |
78% |
False |
False |
256 |
| 10 |
0.9611 |
0.9495 |
0.0116 |
1.2% |
0.0038 |
0.4% |
60% |
False |
False |
348 |
| 20 |
0.9700 |
0.9495 |
0.0205 |
2.1% |
0.0042 |
0.4% |
34% |
False |
False |
291 |
| 40 |
0.9775 |
0.9495 |
0.0280 |
2.9% |
0.0039 |
0.4% |
25% |
False |
False |
222 |
| 60 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0039 |
0.4% |
41% |
False |
False |
171 |
| 80 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0036 |
0.4% |
41% |
False |
False |
144 |
| 100 |
0.9775 |
0.9360 |
0.0415 |
4.3% |
0.0037 |
0.4% |
49% |
False |
False |
128 |
| 120 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0035 |
0.4% |
49% |
False |
False |
109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9742 |
|
2.618 |
0.9677 |
|
1.618 |
0.9637 |
|
1.000 |
0.9612 |
|
0.618 |
0.9597 |
|
HIGH |
0.9572 |
|
0.618 |
0.9557 |
|
0.500 |
0.9552 |
|
0.382 |
0.9547 |
|
LOW |
0.9532 |
|
0.618 |
0.9507 |
|
1.000 |
0.9492 |
|
1.618 |
0.9467 |
|
2.618 |
0.9427 |
|
4.250 |
0.9362 |
|
|
| Fisher Pivots for day following 06-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9561 |
0.9562 |
| PP |
0.9556 |
0.9558 |
| S1 |
0.9552 |
0.9555 |
|