CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9679 |
0.9597 |
-0.0082 |
-0.8% |
0.9609 |
| High |
0.9689 |
0.9611 |
-0.0078 |
-0.8% |
0.9695 |
| Low |
0.9585 |
0.9547 |
-0.0038 |
-0.4% |
0.9590 |
| Close |
0.9587 |
0.9559 |
-0.0028 |
-0.3% |
0.9678 |
| Range |
0.0104 |
0.0064 |
-0.0040 |
-38.5% |
0.0105 |
| ATR |
0.0043 |
0.0045 |
0.0001 |
3.4% |
0.0000 |
| Volume |
97 |
686 |
589 |
607.2% |
1,435 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9764 |
0.9726 |
0.9594 |
|
| R3 |
0.9700 |
0.9662 |
0.9577 |
|
| R2 |
0.9636 |
0.9636 |
0.9571 |
|
| R1 |
0.9598 |
0.9598 |
0.9565 |
0.9585 |
| PP |
0.9572 |
0.9572 |
0.9572 |
0.9566 |
| S1 |
0.9534 |
0.9534 |
0.9553 |
0.9521 |
| S2 |
0.9508 |
0.9508 |
0.9547 |
|
| S3 |
0.9444 |
0.9470 |
0.9541 |
|
| S4 |
0.9380 |
0.9406 |
0.9524 |
|
|
| 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 |
0.9700 |
0.9547 |
0.0153 |
1.6% |
0.0047 |
0.5% |
8% |
False |
True |
268 |
| 10 |
0.9700 |
0.9547 |
0.0153 |
1.6% |
0.0047 |
0.5% |
8% |
False |
True |
278 |
| 20 |
0.9700 |
0.9547 |
0.0153 |
1.6% |
0.0042 |
0.4% |
8% |
False |
True |
224 |
| 40 |
0.9775 |
0.9426 |
0.0349 |
3.7% |
0.0041 |
0.4% |
38% |
False |
False |
177 |
| 60 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0038 |
0.4% |
39% |
False |
False |
141 |
| 80 |
0.9775 |
0.9360 |
0.0415 |
4.3% |
0.0036 |
0.4% |
48% |
False |
False |
116 |
| 100 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0036 |
0.4% |
48% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9883 |
|
2.618 |
0.9779 |
|
1.618 |
0.9715 |
|
1.000 |
0.9675 |
|
0.618 |
0.9651 |
|
HIGH |
0.9611 |
|
0.618 |
0.9587 |
|
0.500 |
0.9579 |
|
0.382 |
0.9571 |
|
LOW |
0.9547 |
|
0.618 |
0.9507 |
|
1.000 |
0.9483 |
|
1.618 |
0.9443 |
|
2.618 |
0.9379 |
|
4.250 |
0.9275 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9579 |
0.9624 |
| PP |
0.9572 |
0.9602 |
| S1 |
0.9566 |
0.9581 |
|