CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 21-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9679 |
0.9677 |
-0.0002 |
0.0% |
0.9609 |
| High |
0.9695 |
0.9679 |
-0.0016 |
-0.2% |
0.9695 |
| Low |
0.9675 |
0.9670 |
-0.0005 |
-0.1% |
0.9590 |
| Close |
0.9678 |
0.9675 |
-0.0003 |
0.0% |
0.9678 |
| Range |
0.0020 |
0.0009 |
-0.0011 |
-55.0% |
0.0105 |
| ATR |
0.0041 |
0.0039 |
-0.0002 |
-5.6% |
0.0000 |
| Volume |
291 |
219 |
-72 |
-24.7% |
1,435 |
|
| Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9702 |
0.9697 |
0.9680 |
|
| R3 |
0.9693 |
0.9688 |
0.9677 |
|
| R2 |
0.9684 |
0.9684 |
0.9677 |
|
| R1 |
0.9679 |
0.9679 |
0.9676 |
0.9677 |
| PP |
0.9675 |
0.9675 |
0.9675 |
0.9674 |
| S1 |
0.9670 |
0.9670 |
0.9674 |
0.9668 |
| S2 |
0.9666 |
0.9666 |
0.9673 |
|
| S3 |
0.9657 |
0.9661 |
0.9673 |
|
| S4 |
0.9648 |
0.9652 |
0.9670 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9969 |
0.9929 |
0.9736 |
|
| R3 |
0.9864 |
0.9824 |
0.9707 |
|
| R2 |
0.9759 |
0.9759 |
0.9697 |
|
| R1 |
0.9719 |
0.9719 |
0.9688 |
0.9739 |
| PP |
0.9654 |
0.9654 |
0.9654 |
0.9665 |
| S1 |
0.9614 |
0.9614 |
0.9668 |
0.9634 |
| S2 |
0.9549 |
0.9549 |
0.9659 |
|
| S3 |
0.9444 |
0.9509 |
0.9649 |
|
| S4 |
0.9339 |
0.9404 |
0.9620 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9695 |
0.9590 |
0.0105 |
1.1% |
0.0035 |
0.4% |
81% |
False |
False |
279 |
| 10 |
0.9695 |
0.9560 |
0.0135 |
1.4% |
0.0040 |
0.4% |
85% |
False |
False |
267 |
| 20 |
0.9700 |
0.9560 |
0.0140 |
1.4% |
0.0035 |
0.4% |
82% |
False |
False |
198 |
| 40 |
0.9775 |
0.9426 |
0.0349 |
3.6% |
0.0038 |
0.4% |
71% |
False |
False |
160 |
| 60 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0036 |
0.4% |
72% |
False |
False |
128 |
| 80 |
0.9775 |
0.9360 |
0.0415 |
4.3% |
0.0035 |
0.4% |
76% |
False |
False |
109 |
| 100 |
0.9777 |
0.9360 |
0.0417 |
4.3% |
0.0035 |
0.4% |
76% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9717 |
|
2.618 |
0.9703 |
|
1.618 |
0.9694 |
|
1.000 |
0.9688 |
|
0.618 |
0.9685 |
|
HIGH |
0.9679 |
|
0.618 |
0.9676 |
|
0.500 |
0.9675 |
|
0.382 |
0.9673 |
|
LOW |
0.9670 |
|
0.618 |
0.9664 |
|
1.000 |
0.9661 |
|
1.618 |
0.9655 |
|
2.618 |
0.9646 |
|
4.250 |
0.9632 |
|
|
| Fisher Pivots for day following 21-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9675 |
0.9673 |
| PP |
0.9675 |
0.9671 |
| S1 |
0.9675 |
0.9670 |
|