CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 08-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9564 |
0.9534 |
-0.0030 |
-0.3% |
0.9568 |
| High |
0.9576 |
0.9540 |
-0.0036 |
-0.4% |
0.9583 |
| Low |
0.9528 |
0.9489 |
-0.0039 |
-0.4% |
0.9489 |
| Close |
0.9542 |
0.9504 |
-0.0038 |
-0.4% |
0.9504 |
| Range |
0.0048 |
0.0051 |
0.0003 |
6.3% |
0.0094 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
1.9% |
0.0000 |
| Volume |
168 |
495 |
327 |
194.6% |
1,191 |
|
| Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9664 |
0.9635 |
0.9532 |
|
| R3 |
0.9613 |
0.9584 |
0.9518 |
|
| R2 |
0.9562 |
0.9562 |
0.9513 |
|
| R1 |
0.9533 |
0.9533 |
0.9509 |
0.9522 |
| PP |
0.9511 |
0.9511 |
0.9511 |
0.9506 |
| S1 |
0.9482 |
0.9482 |
0.9499 |
0.9471 |
| S2 |
0.9460 |
0.9460 |
0.9495 |
|
| S3 |
0.9409 |
0.9431 |
0.9490 |
|
| S4 |
0.9358 |
0.9380 |
0.9476 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9807 |
0.9750 |
0.9556 |
|
| R3 |
0.9713 |
0.9656 |
0.9530 |
|
| R2 |
0.9619 |
0.9619 |
0.9521 |
|
| R1 |
0.9562 |
0.9562 |
0.9513 |
0.9544 |
| PP |
0.9525 |
0.9525 |
0.9525 |
0.9516 |
| S1 |
0.9468 |
0.9468 |
0.9495 |
0.9450 |
| S2 |
0.9431 |
0.9431 |
0.9487 |
|
| S3 |
0.9337 |
0.9374 |
0.9478 |
|
| S4 |
0.9243 |
0.9280 |
0.9452 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9583 |
0.9489 |
0.0094 |
1.0% |
0.0039 |
0.4% |
16% |
False |
True |
238 |
| 10 |
0.9583 |
0.9489 |
0.0094 |
1.0% |
0.0038 |
0.4% |
16% |
False |
True |
291 |
| 20 |
0.9700 |
0.9489 |
0.0211 |
2.2% |
0.0041 |
0.4% |
7% |
False |
True |
297 |
| 40 |
0.9775 |
0.9489 |
0.0286 |
3.0% |
0.0041 |
0.4% |
5% |
False |
True |
225 |
| 60 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0039 |
0.4% |
24% |
False |
False |
182 |
| 80 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0037 |
0.4% |
24% |
False |
False |
152 |
| 100 |
0.9775 |
0.9360 |
0.0415 |
4.4% |
0.0037 |
0.4% |
35% |
False |
False |
135 |
| 120 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0035 |
0.4% |
35% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9757 |
|
2.618 |
0.9674 |
|
1.618 |
0.9623 |
|
1.000 |
0.9591 |
|
0.618 |
0.9572 |
|
HIGH |
0.9540 |
|
0.618 |
0.9521 |
|
0.500 |
0.9515 |
|
0.382 |
0.9508 |
|
LOW |
0.9489 |
|
0.618 |
0.9457 |
|
1.000 |
0.9438 |
|
1.618 |
0.9406 |
|
2.618 |
0.9355 |
|
4.250 |
0.9272 |
|
|
| Fisher Pivots for day following 08-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9515 |
0.9533 |
| PP |
0.9511 |
0.9523 |
| S1 |
0.9508 |
0.9514 |
|