CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 15-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9536 |
0.9528 |
-0.0008 |
-0.1% |
0.9517 |
| High |
0.9548 |
0.9550 |
0.0002 |
0.0% |
0.9550 |
| Low |
0.9470 |
0.9512 |
0.0042 |
0.4% |
0.9470 |
| Close |
0.9509 |
0.9542 |
0.0033 |
0.3% |
0.9542 |
| Range |
0.0078 |
0.0038 |
-0.0040 |
-51.3% |
0.0080 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
292 |
619 |
327 |
112.0% |
1,699 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9649 |
0.9633 |
0.9563 |
|
| R3 |
0.9611 |
0.9595 |
0.9552 |
|
| R2 |
0.9573 |
0.9573 |
0.9549 |
|
| R1 |
0.9557 |
0.9557 |
0.9545 |
0.9565 |
| PP |
0.9535 |
0.9535 |
0.9535 |
0.9539 |
| S1 |
0.9519 |
0.9519 |
0.9539 |
0.9527 |
| S2 |
0.9497 |
0.9497 |
0.9535 |
|
| S3 |
0.9459 |
0.9481 |
0.9532 |
|
| S4 |
0.9421 |
0.9443 |
0.9521 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9761 |
0.9731 |
0.9586 |
|
| R3 |
0.9681 |
0.9651 |
0.9564 |
|
| R2 |
0.9601 |
0.9601 |
0.9557 |
|
| R1 |
0.9571 |
0.9571 |
0.9549 |
0.9586 |
| PP |
0.9521 |
0.9521 |
0.9521 |
0.9528 |
| S1 |
0.9491 |
0.9491 |
0.9535 |
0.9506 |
| S2 |
0.9441 |
0.9441 |
0.9527 |
|
| S3 |
0.9361 |
0.9411 |
0.9520 |
|
| S4 |
0.9281 |
0.9331 |
0.9498 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9550 |
0.9470 |
0.0080 |
0.8% |
0.0040 |
0.4% |
90% |
True |
False |
339 |
| 10 |
0.9583 |
0.9470 |
0.0113 |
1.2% |
0.0040 |
0.4% |
64% |
False |
False |
289 |
| 20 |
0.9700 |
0.9470 |
0.0230 |
2.4% |
0.0042 |
0.4% |
31% |
False |
False |
310 |
| 40 |
0.9700 |
0.9470 |
0.0230 |
2.4% |
0.0039 |
0.4% |
31% |
False |
False |
250 |
| 60 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0040 |
0.4% |
34% |
False |
False |
208 |
| 80 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0038 |
0.4% |
34% |
False |
False |
172 |
| 100 |
0.9775 |
0.9360 |
0.0415 |
4.3% |
0.0036 |
0.4% |
44% |
False |
False |
149 |
| 120 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0037 |
0.4% |
44% |
False |
False |
129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9712 |
|
2.618 |
0.9649 |
|
1.618 |
0.9611 |
|
1.000 |
0.9588 |
|
0.618 |
0.9573 |
|
HIGH |
0.9550 |
|
0.618 |
0.9535 |
|
0.500 |
0.9531 |
|
0.382 |
0.9527 |
|
LOW |
0.9512 |
|
0.618 |
0.9489 |
|
1.000 |
0.9474 |
|
1.618 |
0.9451 |
|
2.618 |
0.9413 |
|
4.250 |
0.9351 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9538 |
0.9531 |
| PP |
0.9535 |
0.9521 |
| S1 |
0.9531 |
0.9510 |
|