CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 01-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9511 |
0.9552 |
0.0041 |
0.4% |
0.9554 |
| High |
0.9570 |
0.9565 |
-0.0005 |
-0.1% |
0.9570 |
| Low |
0.9503 |
0.9535 |
0.0032 |
0.3% |
0.9495 |
| Close |
0.9564 |
0.9557 |
-0.0007 |
-0.1% |
0.9557 |
| Range |
0.0067 |
0.0030 |
-0.0037 |
-55.2% |
0.0075 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
327 |
427 |
100 |
30.6% |
1,723 |
|
| Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9642 |
0.9630 |
0.9574 |
|
| R3 |
0.9612 |
0.9600 |
0.9565 |
|
| R2 |
0.9582 |
0.9582 |
0.9563 |
|
| R1 |
0.9570 |
0.9570 |
0.9560 |
0.9576 |
| PP |
0.9552 |
0.9552 |
0.9552 |
0.9556 |
| S1 |
0.9540 |
0.9540 |
0.9554 |
0.9546 |
| S2 |
0.9522 |
0.9522 |
0.9552 |
|
| S3 |
0.9492 |
0.9510 |
0.9549 |
|
| S4 |
0.9462 |
0.9480 |
0.9541 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9766 |
0.9736 |
0.9598 |
|
| R3 |
0.9691 |
0.9661 |
0.9578 |
|
| R2 |
0.9616 |
0.9616 |
0.9571 |
|
| R1 |
0.9586 |
0.9586 |
0.9564 |
0.9601 |
| PP |
0.9541 |
0.9541 |
0.9541 |
0.9548 |
| S1 |
0.9511 |
0.9511 |
0.9550 |
0.9526 |
| S2 |
0.9466 |
0.9466 |
0.9543 |
|
| S3 |
0.9391 |
0.9436 |
0.9536 |
|
| S4 |
0.9316 |
0.9361 |
0.9516 |
|
|
| 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% |
0.0036 |
0.4% |
83% |
False |
False |
344 |
| 10 |
0.9700 |
0.9495 |
0.0205 |
2.1% |
0.0043 |
0.5% |
30% |
False |
False |
332 |
| 20 |
0.9700 |
0.9495 |
0.0205 |
2.1% |
0.0043 |
0.4% |
30% |
False |
False |
304 |
| 40 |
0.9775 |
0.9495 |
0.0280 |
2.9% |
0.0040 |
0.4% |
22% |
False |
False |
227 |
| 60 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0039 |
0.4% |
39% |
False |
False |
175 |
| 80 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0035 |
0.4% |
39% |
False |
False |
139 |
| 100 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0036 |
0.4% |
47% |
False |
False |
123 |
| 120 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0035 |
0.4% |
47% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9693 |
|
2.618 |
0.9644 |
|
1.618 |
0.9614 |
|
1.000 |
0.9595 |
|
0.618 |
0.9584 |
|
HIGH |
0.9565 |
|
0.618 |
0.9554 |
|
0.500 |
0.9550 |
|
0.382 |
0.9546 |
|
LOW |
0.9535 |
|
0.618 |
0.9516 |
|
1.000 |
0.9505 |
|
1.618 |
0.9486 |
|
2.618 |
0.9456 |
|
4.250 |
0.9408 |
|
|
| Fisher Pivots for day following 01-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9555 |
0.9549 |
| PP |
0.9552 |
0.9541 |
| S1 |
0.9550 |
0.9533 |
|