CME Canadian Dollar Future March 2014
Trading Metrics calculated at close of trading on 07-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
0.9532 |
0.9564 |
0.0032 |
0.3% |
0.9554 |
High |
0.9572 |
0.9576 |
0.0004 |
0.0% |
0.9570 |
Low |
0.9532 |
0.9528 |
-0.0004 |
0.0% |
0.9495 |
Close |
0.9565 |
0.9542 |
-0.0023 |
-0.2% |
0.9557 |
Range |
0.0040 |
0.0048 |
0.0008 |
20.0% |
0.0075 |
ATR |
0.0041 |
0.0042 |
0.0000 |
1.2% |
0.0000 |
Volume |
119 |
168 |
49 |
41.2% |
1,723 |
|
Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9693 |
0.9665 |
0.9568 |
|
R3 |
0.9645 |
0.9617 |
0.9555 |
|
R2 |
0.9597 |
0.9597 |
0.9551 |
|
R1 |
0.9569 |
0.9569 |
0.9546 |
0.9559 |
PP |
0.9549 |
0.9549 |
0.9549 |
0.9544 |
S1 |
0.9521 |
0.9521 |
0.9538 |
0.9511 |
S2 |
0.9501 |
0.9501 |
0.9533 |
|
S3 |
0.9453 |
0.9473 |
0.9529 |
|
S4 |
0.9405 |
0.9425 |
0.9516 |
|
|
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 |
0.9526 |
0.0057 |
0.6% |
0.0035 |
0.4% |
28% |
False |
False |
224 |
10 |
0.9583 |
0.9495 |
0.0088 |
0.9% |
0.0037 |
0.4% |
53% |
False |
False |
297 |
20 |
0.9700 |
0.9495 |
0.0205 |
2.1% |
0.0042 |
0.4% |
23% |
False |
False |
287 |
40 |
0.9775 |
0.9495 |
0.0280 |
2.9% |
0.0040 |
0.4% |
17% |
False |
False |
214 |
60 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0039 |
0.4% |
34% |
False |
False |
174 |
80 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0036 |
0.4% |
34% |
False |
False |
146 |
100 |
0.9775 |
0.9360 |
0.0415 |
4.3% |
0.0037 |
0.4% |
44% |
False |
False |
130 |
120 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0035 |
0.4% |
44% |
False |
False |
111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9780 |
2.618 |
0.9702 |
1.618 |
0.9654 |
1.000 |
0.9624 |
0.618 |
0.9606 |
HIGH |
0.9576 |
0.618 |
0.9558 |
0.500 |
0.9552 |
0.382 |
0.9546 |
LOW |
0.9528 |
0.618 |
0.9498 |
1.000 |
0.9480 |
1.618 |
0.9450 |
2.618 |
0.9402 |
4.250 |
0.9324 |
|
|
Fisher Pivots for day following 07-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9552 |
0.9551 |
PP |
0.9549 |
0.9548 |
S1 |
0.9545 |
0.9545 |
|