CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 14-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9499 |
0.9536 |
0.0037 |
0.4% |
0.9568 |
| High |
0.9535 |
0.9548 |
0.0013 |
0.1% |
0.9583 |
| Low |
0.9498 |
0.9470 |
-0.0028 |
-0.3% |
0.9489 |
| Close |
0.9525 |
0.9509 |
-0.0016 |
-0.2% |
0.9504 |
| Range |
0.0037 |
0.0078 |
0.0041 |
110.8% |
0.0094 |
| ATR |
0.0040 |
0.0043 |
0.0003 |
6.7% |
0.0000 |
| Volume |
334 |
292 |
-42 |
-12.6% |
1,191 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9743 |
0.9704 |
0.9552 |
|
| R3 |
0.9665 |
0.9626 |
0.9530 |
|
| R2 |
0.9587 |
0.9587 |
0.9523 |
|
| R1 |
0.9548 |
0.9548 |
0.9516 |
0.9529 |
| PP |
0.9509 |
0.9509 |
0.9509 |
0.9499 |
| S1 |
0.9470 |
0.9470 |
0.9502 |
0.9451 |
| S2 |
0.9431 |
0.9431 |
0.9495 |
|
| S3 |
0.9353 |
0.9392 |
0.9488 |
|
| S4 |
0.9275 |
0.9314 |
0.9466 |
|
|
| 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 |
0.9548 |
0.9470 |
0.0078 |
0.8% |
0.0043 |
0.4% |
50% |
True |
True |
315 |
| 10 |
0.9583 |
0.9470 |
0.0113 |
1.2% |
0.0039 |
0.4% |
35% |
False |
True |
269 |
| 20 |
0.9700 |
0.9470 |
0.0230 |
2.4% |
0.0041 |
0.4% |
17% |
False |
True |
294 |
| 40 |
0.9700 |
0.9470 |
0.0230 |
2.4% |
0.0039 |
0.4% |
17% |
False |
True |
240 |
| 60 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0040 |
0.4% |
25% |
False |
False |
199 |
| 80 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0038 |
0.4% |
25% |
False |
False |
164 |
| 100 |
0.9775 |
0.9360 |
0.0415 |
4.4% |
0.0036 |
0.4% |
36% |
False |
False |
143 |
| 120 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0036 |
0.4% |
36% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9880 |
|
2.618 |
0.9752 |
|
1.618 |
0.9674 |
|
1.000 |
0.9626 |
|
0.618 |
0.9596 |
|
HIGH |
0.9548 |
|
0.618 |
0.9518 |
|
0.500 |
0.9509 |
|
0.382 |
0.9500 |
|
LOW |
0.9470 |
|
0.618 |
0.9422 |
|
1.000 |
0.9392 |
|
1.618 |
0.9344 |
|
2.618 |
0.9266 |
|
4.250 |
0.9139 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9509 |
0.9509 |
| PP |
0.9509 |
0.9509 |
| S1 |
0.9509 |
0.9509 |
|