CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 31-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9520 |
0.9511 |
-0.0009 |
-0.1% |
0.9677 |
| High |
0.9533 |
0.9570 |
0.0037 |
0.4% |
0.9700 |
| Low |
0.9495 |
0.9503 |
0.0008 |
0.1% |
0.9526 |
| Close |
0.9511 |
0.9564 |
0.0053 |
0.6% |
0.9534 |
| Range |
0.0038 |
0.0067 |
0.0029 |
76.3% |
0.0174 |
| ATR |
0.0041 |
0.0043 |
0.0002 |
4.4% |
0.0000 |
| Volume |
205 |
327 |
122 |
59.5% |
1,605 |
|
| Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9747 |
0.9722 |
0.9601 |
|
| R3 |
0.9680 |
0.9655 |
0.9582 |
|
| R2 |
0.9613 |
0.9613 |
0.9576 |
|
| R1 |
0.9588 |
0.9588 |
0.9570 |
0.9601 |
| PP |
0.9546 |
0.9546 |
0.9546 |
0.9552 |
| S1 |
0.9521 |
0.9521 |
0.9558 |
0.9534 |
| S2 |
0.9479 |
0.9479 |
0.9552 |
|
| S3 |
0.9412 |
0.9454 |
0.9546 |
|
| S4 |
0.9345 |
0.9387 |
0.9527 |
|
|
| 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 |
0.9570 |
0.9495 |
0.0075 |
0.8% |
0.0038 |
0.4% |
92% |
True |
False |
369 |
| 10 |
0.9700 |
0.9495 |
0.0205 |
2.1% |
0.0042 |
0.4% |
34% |
False |
False |
319 |
| 20 |
0.9700 |
0.9495 |
0.0205 |
2.1% |
0.0044 |
0.5% |
34% |
False |
False |
289 |
| 40 |
0.9775 |
0.9495 |
0.0280 |
2.9% |
0.0042 |
0.4% |
25% |
False |
False |
217 |
| 60 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0040 |
0.4% |
41% |
False |
False |
171 |
| 80 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0036 |
0.4% |
41% |
False |
False |
134 |
| 100 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0036 |
0.4% |
49% |
False |
False |
119 |
| 120 |
0.9785 |
0.9360 |
0.0425 |
4.4% |
0.0035 |
0.4% |
48% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9855 |
|
2.618 |
0.9745 |
|
1.618 |
0.9678 |
|
1.000 |
0.9637 |
|
0.618 |
0.9611 |
|
HIGH |
0.9570 |
|
0.618 |
0.9544 |
|
0.500 |
0.9537 |
|
0.382 |
0.9529 |
|
LOW |
0.9503 |
|
0.618 |
0.9462 |
|
1.000 |
0.9436 |
|
1.618 |
0.9395 |
|
2.618 |
0.9328 |
|
4.250 |
0.9218 |
|
|
| Fisher Pivots for day following 31-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9555 |
0.9554 |
| PP |
0.9546 |
0.9543 |
| S1 |
0.9537 |
0.9533 |
|