CME Canadian Dollar Future March 2014
Trading Metrics calculated at close of trading on 06-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
0.9560 |
0.9532 |
-0.0028 |
-0.3% |
0.9554 |
High |
0.9560 |
0.9572 |
0.0012 |
0.1% |
0.9570 |
Low |
0.9526 |
0.9532 |
0.0006 |
0.1% |
0.9495 |
Close |
0.9526 |
0.9565 |
0.0039 |
0.4% |
0.9557 |
Range |
0.0034 |
0.0040 |
0.0006 |
17.6% |
0.0075 |
ATR |
0.0041 |
0.0041 |
0.0000 |
0.9% |
0.0000 |
Volume |
161 |
119 |
-42 |
-26.1% |
1,723 |
|
Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9676 |
0.9661 |
0.9587 |
|
R3 |
0.9636 |
0.9621 |
0.9576 |
|
R2 |
0.9596 |
0.9596 |
0.9572 |
|
R1 |
0.9581 |
0.9581 |
0.9569 |
0.9589 |
PP |
0.9556 |
0.9556 |
0.9556 |
0.9560 |
S1 |
0.9541 |
0.9541 |
0.9561 |
0.9549 |
S2 |
0.9516 |
0.9516 |
0.9558 |
|
S3 |
0.9476 |
0.9501 |
0.9554 |
|
S4 |
0.9436 |
0.9461 |
0.9543 |
|
|
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 |
0.9503 |
0.0080 |
0.8% |
0.0039 |
0.4% |
78% |
False |
False |
256 |
10 |
0.9611 |
0.9495 |
0.0116 |
1.2% |
0.0038 |
0.4% |
60% |
False |
False |
348 |
20 |
0.9700 |
0.9495 |
0.0205 |
2.1% |
0.0042 |
0.4% |
34% |
False |
False |
291 |
40 |
0.9775 |
0.9495 |
0.0280 |
2.9% |
0.0039 |
0.4% |
25% |
False |
False |
222 |
60 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0039 |
0.4% |
41% |
False |
False |
171 |
80 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0036 |
0.4% |
41% |
False |
False |
144 |
100 |
0.9775 |
0.9360 |
0.0415 |
4.3% |
0.0037 |
0.4% |
49% |
False |
False |
128 |
120 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0035 |
0.4% |
49% |
False |
False |
109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9742 |
2.618 |
0.9677 |
1.618 |
0.9637 |
1.000 |
0.9612 |
0.618 |
0.9597 |
HIGH |
0.9572 |
0.618 |
0.9557 |
0.500 |
0.9552 |
0.382 |
0.9547 |
LOW |
0.9532 |
0.618 |
0.9507 |
1.000 |
0.9492 |
1.618 |
0.9467 |
2.618 |
0.9427 |
4.250 |
0.9362 |
|
|
Fisher Pivots for day following 06-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9561 |
0.9562 |
PP |
0.9556 |
0.9558 |
S1 |
0.9552 |
0.9555 |
|