CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 05-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9568 |
0.9560 |
-0.0008 |
-0.1% |
0.9554 |
| High |
0.9583 |
0.9560 |
-0.0023 |
-0.2% |
0.9570 |
| Low |
0.9560 |
0.9526 |
-0.0034 |
-0.4% |
0.9495 |
| Close |
0.9563 |
0.9526 |
-0.0037 |
-0.4% |
0.9557 |
| Range |
0.0023 |
0.0034 |
0.0011 |
47.8% |
0.0075 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
248 |
161 |
-87 |
-35.1% |
1,723 |
|
| Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9639 |
0.9617 |
0.9545 |
|
| R3 |
0.9605 |
0.9583 |
0.9535 |
|
| R2 |
0.9571 |
0.9571 |
0.9532 |
|
| R1 |
0.9549 |
0.9549 |
0.9529 |
0.9543 |
| PP |
0.9537 |
0.9537 |
0.9537 |
0.9535 |
| S1 |
0.9515 |
0.9515 |
0.9523 |
0.9509 |
| S2 |
0.9503 |
0.9503 |
0.9520 |
|
| S3 |
0.9469 |
0.9481 |
0.9517 |
|
| S4 |
0.9435 |
0.9447 |
0.9507 |
|
|
| 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% |
35% |
False |
False |
273 |
| 10 |
0.9689 |
0.9495 |
0.0194 |
2.0% |
0.0045 |
0.5% |
16% |
False |
False |
346 |
| 20 |
0.9700 |
0.9495 |
0.0205 |
2.2% |
0.0041 |
0.4% |
15% |
False |
False |
301 |
| 40 |
0.9775 |
0.9495 |
0.0280 |
2.9% |
0.0039 |
0.4% |
11% |
False |
False |
230 |
| 60 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0039 |
0.4% |
30% |
False |
False |
170 |
| 80 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0036 |
0.4% |
30% |
False |
False |
143 |
| 100 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0037 |
0.4% |
40% |
False |
False |
127 |
| 120 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0035 |
0.4% |
40% |
False |
False |
108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9705 |
|
2.618 |
0.9649 |
|
1.618 |
0.9615 |
|
1.000 |
0.9594 |
|
0.618 |
0.9581 |
|
HIGH |
0.9560 |
|
0.618 |
0.9547 |
|
0.500 |
0.9543 |
|
0.382 |
0.9539 |
|
LOW |
0.9526 |
|
0.618 |
0.9505 |
|
1.000 |
0.9492 |
|
1.618 |
0.9471 |
|
2.618 |
0.9437 |
|
4.250 |
0.9382 |
|
|
| Fisher Pivots for day following 05-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9543 |
0.9555 |
| PP |
0.9537 |
0.9545 |
| S1 |
0.9532 |
0.9536 |
|