CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 29-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2013 |
29-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
0.9525 |
0.9518 |
-0.0007 |
-0.1% |
0.9650 |
High |
0.9525 |
0.9528 |
0.0003 |
0.0% |
0.9678 |
Low |
0.9519 |
0.9498 |
-0.0021 |
-0.2% |
0.9507 |
Close |
0.9522 |
0.9505 |
-0.0017 |
-0.2% |
0.9512 |
Range |
0.0006 |
0.0030 |
0.0024 |
400.0% |
0.0171 |
ATR |
0.0030 |
0.0030 |
0.0000 |
0.0% |
0.0000 |
Volume |
35 |
5 |
-30 |
-85.7% |
61 |
|
Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9600 |
0.9583 |
0.9522 |
|
R3 |
0.9570 |
0.9553 |
0.9513 |
|
R2 |
0.9540 |
0.9540 |
0.9511 |
|
R1 |
0.9523 |
0.9523 |
0.9508 |
0.9517 |
PP |
0.9510 |
0.9510 |
0.9510 |
0.9507 |
S1 |
0.9493 |
0.9493 |
0.9502 |
0.9487 |
S2 |
0.9480 |
0.9480 |
0.9500 |
|
S3 |
0.9450 |
0.9463 |
0.9497 |
|
S4 |
0.9420 |
0.9433 |
0.9489 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0079 |
0.9966 |
0.9606 |
|
R3 |
0.9908 |
0.9795 |
0.9559 |
|
R2 |
0.9737 |
0.9737 |
0.9543 |
|
R1 |
0.9624 |
0.9624 |
0.9528 |
0.9595 |
PP |
0.9566 |
0.9566 |
0.9566 |
0.9551 |
S1 |
0.9453 |
0.9453 |
0.9496 |
0.9424 |
S2 |
0.9395 |
0.9395 |
0.9481 |
|
S3 |
0.9224 |
0.9282 |
0.9465 |
|
S4 |
0.9053 |
0.9111 |
0.9418 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9579 |
0.9498 |
0.0081 |
0.9% |
0.0015 |
0.2% |
9% |
False |
True |
17 |
10 |
0.9678 |
0.9498 |
0.0180 |
1.9% |
0.0013 |
0.1% |
4% |
False |
True |
10 |
20 |
0.9678 |
0.9498 |
0.0180 |
1.9% |
0.0014 |
0.1% |
4% |
False |
True |
16 |
40 |
0.9726 |
0.9456 |
0.0270 |
2.8% |
0.0015 |
0.2% |
18% |
False |
False |
17 |
60 |
0.9726 |
0.9400 |
0.0326 |
3.4% |
0.0014 |
0.1% |
32% |
False |
False |
22 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9656 |
2.618 |
0.9607 |
1.618 |
0.9577 |
1.000 |
0.9558 |
0.618 |
0.9547 |
HIGH |
0.9528 |
0.618 |
0.9517 |
0.500 |
0.9513 |
0.382 |
0.9509 |
LOW |
0.9498 |
0.618 |
0.9479 |
1.000 |
0.9468 |
1.618 |
0.9449 |
2.618 |
0.9419 |
4.250 |
0.9371 |
|
|
Fisher Pivots for day following 29-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9513 |
0.9513 |
PP |
0.9510 |
0.9510 |
S1 |
0.9508 |
0.9508 |
|