CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 12-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9517 |
0.9520 |
0.0003 |
0.0% |
0.9568 |
| High |
0.9525 |
0.9520 |
-0.0005 |
-0.1% |
0.9583 |
| Low |
0.9510 |
0.9488 |
-0.0022 |
-0.2% |
0.9489 |
| Close |
0.9513 |
0.9503 |
-0.0010 |
-0.1% |
0.9504 |
| Range |
0.0015 |
0.0032 |
0.0017 |
113.3% |
0.0094 |
| ATR |
0.0041 |
0.0040 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
382 |
72 |
-310 |
-81.2% |
1,191 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9600 |
0.9583 |
0.9521 |
|
| R3 |
0.9568 |
0.9551 |
0.9512 |
|
| R2 |
0.9536 |
0.9536 |
0.9509 |
|
| R1 |
0.9519 |
0.9519 |
0.9506 |
0.9512 |
| PP |
0.9504 |
0.9504 |
0.9504 |
0.9500 |
| S1 |
0.9487 |
0.9487 |
0.9500 |
0.9480 |
| S2 |
0.9472 |
0.9472 |
0.9497 |
|
| S3 |
0.9440 |
0.9455 |
0.9494 |
|
| S4 |
0.9408 |
0.9423 |
0.9485 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9807 |
0.9750 |
0.9556 |
|
| R3 |
0.9713 |
0.9656 |
0.9530 |
|
| R2 |
0.9619 |
0.9619 |
0.9521 |
|
| R1 |
0.9562 |
0.9562 |
0.9513 |
0.9544 |
| PP |
0.9525 |
0.9525 |
0.9525 |
0.9516 |
| S1 |
0.9468 |
0.9468 |
0.9495 |
0.9450 |
| S2 |
0.9431 |
0.9431 |
0.9487 |
|
| S3 |
0.9337 |
0.9374 |
0.9478 |
|
| S4 |
0.9243 |
0.9280 |
0.9452 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9576 |
0.9488 |
0.0088 |
0.9% |
0.0037 |
0.4% |
17% |
False |
True |
247 |
| 10 |
0.9583 |
0.9488 |
0.0095 |
1.0% |
0.0038 |
0.4% |
16% |
False |
True |
260 |
| 20 |
0.9700 |
0.9488 |
0.0212 |
2.2% |
0.0040 |
0.4% |
7% |
False |
True |
301 |
| 40 |
0.9775 |
0.9488 |
0.0287 |
3.0% |
0.0040 |
0.4% |
5% |
False |
True |
233 |
| 60 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0039 |
0.4% |
23% |
False |
False |
189 |
| 80 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0037 |
0.4% |
23% |
False |
False |
157 |
| 100 |
0.9775 |
0.9360 |
0.0415 |
4.4% |
0.0036 |
0.4% |
34% |
False |
False |
139 |
| 120 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0036 |
0.4% |
34% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9656 |
|
2.618 |
0.9604 |
|
1.618 |
0.9572 |
|
1.000 |
0.9552 |
|
0.618 |
0.9540 |
|
HIGH |
0.9520 |
|
0.618 |
0.9508 |
|
0.500 |
0.9504 |
|
0.382 |
0.9500 |
|
LOW |
0.9488 |
|
0.618 |
0.9468 |
|
1.000 |
0.9456 |
|
1.618 |
0.9436 |
|
2.618 |
0.9404 |
|
4.250 |
0.9352 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9504 |
0.9514 |
| PP |
0.9504 |
0.9510 |
| S1 |
0.9503 |
0.9507 |
|