CME Canadian Dollar Future March 2014
Trading Metrics calculated at close of trading on 04-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
0.9552 |
0.9568 |
0.0016 |
0.2% |
0.9554 |
High |
0.9565 |
0.9583 |
0.0018 |
0.2% |
0.9570 |
Low |
0.9535 |
0.9560 |
0.0025 |
0.3% |
0.9495 |
Close |
0.9557 |
0.9563 |
0.0006 |
0.1% |
0.9557 |
Range |
0.0030 |
0.0023 |
-0.0007 |
-23.3% |
0.0075 |
ATR |
0.0042 |
0.0041 |
-0.0001 |
-2.8% |
0.0000 |
Volume |
427 |
248 |
-179 |
-41.9% |
1,723 |
|
Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9638 |
0.9623 |
0.9576 |
|
R3 |
0.9615 |
0.9600 |
0.9569 |
|
R2 |
0.9592 |
0.9592 |
0.9567 |
|
R1 |
0.9577 |
0.9577 |
0.9565 |
0.9573 |
PP |
0.9569 |
0.9569 |
0.9569 |
0.9567 |
S1 |
0.9554 |
0.9554 |
0.9561 |
0.9550 |
S2 |
0.9546 |
0.9546 |
0.9559 |
|
S3 |
0.9523 |
0.9531 |
0.9557 |
|
S4 |
0.9500 |
0.9508 |
0.9550 |
|
|
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 |
0.9583 |
0.9495 |
0.0088 |
0.9% |
0.0038 |
0.4% |
77% |
True |
False |
299 |
10 |
0.9700 |
0.9495 |
0.0205 |
2.1% |
0.0045 |
0.5% |
33% |
False |
False |
335 |
20 |
0.9700 |
0.9495 |
0.0205 |
2.1% |
0.0043 |
0.4% |
33% |
False |
False |
301 |
40 |
0.9775 |
0.9495 |
0.0280 |
2.9% |
0.0039 |
0.4% |
24% |
False |
False |
229 |
60 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0038 |
0.4% |
40% |
False |
False |
171 |
80 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0036 |
0.4% |
40% |
False |
False |
141 |
100 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0036 |
0.4% |
49% |
False |
False |
126 |
120 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0035 |
0.4% |
49% |
False |
False |
107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9681 |
2.618 |
0.9643 |
1.618 |
0.9620 |
1.000 |
0.9606 |
0.618 |
0.9597 |
HIGH |
0.9583 |
0.618 |
0.9574 |
0.500 |
0.9572 |
0.382 |
0.9569 |
LOW |
0.9560 |
0.618 |
0.9546 |
1.000 |
0.9537 |
1.618 |
0.9523 |
2.618 |
0.9500 |
4.250 |
0.9462 |
|
|
Fisher Pivots for day following 04-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9572 |
0.9556 |
PP |
0.9569 |
0.9550 |
S1 |
0.9566 |
0.9543 |
|