CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 30-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9539 |
0.9520 |
-0.0019 |
-0.2% |
0.9677 |
| High |
0.9549 |
0.9533 |
-0.0016 |
-0.2% |
0.9700 |
| Low |
0.9518 |
0.9495 |
-0.0023 |
-0.2% |
0.9526 |
| Close |
0.9526 |
0.9511 |
-0.0015 |
-0.2% |
0.9534 |
| Range |
0.0031 |
0.0038 |
0.0007 |
22.6% |
0.0174 |
| ATR |
0.0042 |
0.0041 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
291 |
205 |
-86 |
-29.6% |
1,605 |
|
| Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9627 |
0.9607 |
0.9532 |
|
| R3 |
0.9589 |
0.9569 |
0.9521 |
|
| R2 |
0.9551 |
0.9551 |
0.9518 |
|
| R1 |
0.9531 |
0.9531 |
0.9514 |
0.9522 |
| PP |
0.9513 |
0.9513 |
0.9513 |
0.9509 |
| S1 |
0.9493 |
0.9493 |
0.9508 |
0.9484 |
| S2 |
0.9475 |
0.9475 |
0.9504 |
|
| S3 |
0.9437 |
0.9455 |
0.9501 |
|
| S4 |
0.9399 |
0.9417 |
0.9490 |
|
|
| 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 |
0.9611 |
0.9495 |
0.0116 |
1.2% |
0.0038 |
0.4% |
14% |
False |
True |
441 |
| 10 |
0.9700 |
0.9495 |
0.0205 |
2.2% |
0.0040 |
0.4% |
8% |
False |
True |
336 |
| 20 |
0.9700 |
0.9495 |
0.0205 |
2.2% |
0.0041 |
0.4% |
8% |
False |
True |
282 |
| 40 |
0.9775 |
0.9465 |
0.0310 |
3.3% |
0.0041 |
0.4% |
15% |
False |
False |
210 |
| 60 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0039 |
0.4% |
26% |
False |
False |
166 |
| 80 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0036 |
0.4% |
26% |
False |
False |
130 |
| 100 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0035 |
0.4% |
36% |
False |
False |
116 |
| 120 |
0.9823 |
0.9360 |
0.0463 |
4.9% |
0.0034 |
0.4% |
33% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9695 |
|
2.618 |
0.9632 |
|
1.618 |
0.9594 |
|
1.000 |
0.9571 |
|
0.618 |
0.9556 |
|
HIGH |
0.9533 |
|
0.618 |
0.9518 |
|
0.500 |
0.9514 |
|
0.382 |
0.9510 |
|
LOW |
0.9495 |
|
0.618 |
0.9472 |
|
1.000 |
0.9457 |
|
1.618 |
0.9434 |
|
2.618 |
0.9396 |
|
4.250 |
0.9334 |
|
|
| Fisher Pivots for day following 30-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9514 |
0.9525 |
| PP |
0.9513 |
0.9520 |
| S1 |
0.9512 |
0.9516 |
|