CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 28-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9565 |
0.9554 |
-0.0011 |
-0.1% |
0.9677 |
| High |
0.9565 |
0.9554 |
-0.0011 |
-0.1% |
0.9700 |
| Low |
0.9526 |
0.9538 |
0.0012 |
0.1% |
0.9526 |
| Close |
0.9534 |
0.9543 |
0.0009 |
0.1% |
0.9534 |
| Range |
0.0039 |
0.0016 |
-0.0023 |
-59.0% |
0.0174 |
| ATR |
0.0044 |
0.0043 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
552 |
473 |
-79 |
-14.3% |
1,605 |
|
| Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9593 |
0.9584 |
0.9552 |
|
| R3 |
0.9577 |
0.9568 |
0.9547 |
|
| R2 |
0.9561 |
0.9561 |
0.9546 |
|
| R1 |
0.9552 |
0.9552 |
0.9544 |
0.9549 |
| PP |
0.9545 |
0.9545 |
0.9545 |
0.9543 |
| S1 |
0.9536 |
0.9536 |
0.9542 |
0.9533 |
| S2 |
0.9529 |
0.9529 |
0.9540 |
|
| S3 |
0.9513 |
0.9520 |
0.9539 |
|
| S4 |
0.9497 |
0.9504 |
0.9534 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0109 |
0.9995 |
0.9630 |
|
| R3 |
0.9935 |
0.9821 |
0.9582 |
|
| R2 |
0.9761 |
0.9761 |
0.9566 |
|
| R1 |
0.9647 |
0.9647 |
0.9550 |
0.9617 |
| PP |
0.9587 |
0.9587 |
0.9587 |
0.9572 |
| S1 |
0.9473 |
0.9473 |
0.9518 |
0.9443 |
| S2 |
0.9413 |
0.9413 |
0.9502 |
|
| S3 |
0.9239 |
0.9299 |
0.9486 |
|
| S4 |
0.9065 |
0.9125 |
0.9438 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9700 |
0.9526 |
0.0174 |
1.8% |
0.0052 |
0.5% |
10% |
False |
False |
371 |
| 10 |
0.9700 |
0.9526 |
0.0174 |
1.8% |
0.0044 |
0.5% |
10% |
False |
False |
325 |
| 20 |
0.9700 |
0.9526 |
0.0174 |
1.8% |
0.0041 |
0.4% |
10% |
False |
False |
270 |
| 40 |
0.9775 |
0.9434 |
0.0341 |
3.6% |
0.0041 |
0.4% |
32% |
False |
False |
199 |
| 60 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0038 |
0.4% |
35% |
False |
False |
158 |
| 80 |
0.9775 |
0.9398 |
0.0377 |
4.0% |
0.0036 |
0.4% |
38% |
False |
False |
128 |
| 100 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0035 |
0.4% |
44% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9622 |
|
2.618 |
0.9596 |
|
1.618 |
0.9580 |
|
1.000 |
0.9570 |
|
0.618 |
0.9564 |
|
HIGH |
0.9554 |
|
0.618 |
0.9548 |
|
0.500 |
0.9546 |
|
0.382 |
0.9544 |
|
LOW |
0.9538 |
|
0.618 |
0.9528 |
|
1.000 |
0.9522 |
|
1.618 |
0.9512 |
|
2.618 |
0.9496 |
|
4.250 |
0.9470 |
|
|
| Fisher Pivots for day following 28-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9546 |
0.9569 |
| PP |
0.9545 |
0.9560 |
| S1 |
0.9544 |
0.9552 |
|