CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 07-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9532 |
0.9564 |
0.0032 |
0.3% |
0.9554 |
| High |
0.9572 |
0.9576 |
0.0004 |
0.0% |
0.9570 |
| Low |
0.9532 |
0.9528 |
-0.0004 |
0.0% |
0.9495 |
| Close |
0.9565 |
0.9542 |
-0.0023 |
-0.2% |
0.9557 |
| Range |
0.0040 |
0.0048 |
0.0008 |
20.0% |
0.0075 |
| ATR |
0.0041 |
0.0042 |
0.0000 |
1.2% |
0.0000 |
| Volume |
119 |
168 |
49 |
41.2% |
1,723 |
|
| Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9693 |
0.9665 |
0.9568 |
|
| R3 |
0.9645 |
0.9617 |
0.9555 |
|
| R2 |
0.9597 |
0.9597 |
0.9551 |
|
| R1 |
0.9569 |
0.9569 |
0.9546 |
0.9559 |
| PP |
0.9549 |
0.9549 |
0.9549 |
0.9544 |
| S1 |
0.9521 |
0.9521 |
0.9538 |
0.9511 |
| S2 |
0.9501 |
0.9501 |
0.9533 |
|
| S3 |
0.9453 |
0.9473 |
0.9529 |
|
| S4 |
0.9405 |
0.9425 |
0.9516 |
|
|
| 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 |
0.9526 |
0.0057 |
0.6% |
0.0035 |
0.4% |
28% |
False |
False |
224 |
| 10 |
0.9583 |
0.9495 |
0.0088 |
0.9% |
0.0037 |
0.4% |
53% |
False |
False |
297 |
| 20 |
0.9700 |
0.9495 |
0.0205 |
2.1% |
0.0042 |
0.4% |
23% |
False |
False |
287 |
| 40 |
0.9775 |
0.9495 |
0.0280 |
2.9% |
0.0040 |
0.4% |
17% |
False |
False |
214 |
| 60 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0039 |
0.4% |
34% |
False |
False |
174 |
| 80 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0036 |
0.4% |
34% |
False |
False |
146 |
| 100 |
0.9775 |
0.9360 |
0.0415 |
4.3% |
0.0037 |
0.4% |
44% |
False |
False |
130 |
| 120 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0035 |
0.4% |
44% |
False |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9780 |
|
2.618 |
0.9702 |
|
1.618 |
0.9654 |
|
1.000 |
0.9624 |
|
0.618 |
0.9606 |
|
HIGH |
0.9576 |
|
0.618 |
0.9558 |
|
0.500 |
0.9552 |
|
0.382 |
0.9546 |
|
LOW |
0.9528 |
|
0.618 |
0.9498 |
|
1.000 |
0.9480 |
|
1.618 |
0.9450 |
|
2.618 |
0.9402 |
|
4.250 |
0.9324 |
|
|
| Fisher Pivots for day following 07-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9552 |
0.9551 |
| PP |
0.9549 |
0.9548 |
| S1 |
0.9545 |
0.9545 |
|