CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 13-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9520 |
0.9499 |
-0.0021 |
-0.2% |
0.9568 |
| High |
0.9520 |
0.9535 |
0.0015 |
0.2% |
0.9583 |
| Low |
0.9488 |
0.9498 |
0.0010 |
0.1% |
0.9489 |
| Close |
0.9503 |
0.9525 |
0.0022 |
0.2% |
0.9504 |
| Range |
0.0032 |
0.0037 |
0.0005 |
15.6% |
0.0094 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
72 |
334 |
262 |
363.9% |
1,191 |
|
| Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9630 |
0.9615 |
0.9545 |
|
| R3 |
0.9593 |
0.9578 |
0.9535 |
|
| R2 |
0.9556 |
0.9556 |
0.9532 |
|
| R1 |
0.9541 |
0.9541 |
0.9528 |
0.9549 |
| PP |
0.9519 |
0.9519 |
0.9519 |
0.9523 |
| S1 |
0.9504 |
0.9504 |
0.9522 |
0.9512 |
| S2 |
0.9482 |
0.9482 |
0.9518 |
|
| S3 |
0.9445 |
0.9467 |
0.9515 |
|
| S4 |
0.9408 |
0.9430 |
0.9505 |
|
|
| 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 |
0.9576 |
0.9488 |
0.0088 |
0.9% |
0.0037 |
0.4% |
42% |
False |
False |
290 |
| 10 |
0.9583 |
0.9488 |
0.0095 |
1.0% |
0.0038 |
0.4% |
39% |
False |
False |
273 |
| 20 |
0.9700 |
0.9488 |
0.0212 |
2.2% |
0.0039 |
0.4% |
17% |
False |
False |
304 |
| 40 |
0.9775 |
0.9488 |
0.0287 |
3.0% |
0.0039 |
0.4% |
13% |
False |
False |
241 |
| 60 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0039 |
0.4% |
30% |
False |
False |
194 |
| 80 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0037 |
0.4% |
30% |
False |
False |
160 |
| 100 |
0.9775 |
0.9360 |
0.0415 |
4.4% |
0.0036 |
0.4% |
40% |
False |
False |
141 |
| 120 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0036 |
0.4% |
40% |
False |
False |
121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9692 |
|
2.618 |
0.9632 |
|
1.618 |
0.9595 |
|
1.000 |
0.9572 |
|
0.618 |
0.9558 |
|
HIGH |
0.9535 |
|
0.618 |
0.9521 |
|
0.500 |
0.9517 |
|
0.382 |
0.9512 |
|
LOW |
0.9498 |
|
0.618 |
0.9475 |
|
1.000 |
0.9461 |
|
1.618 |
0.9438 |
|
2.618 |
0.9401 |
|
4.250 |
0.9341 |
|
|
| Fisher Pivots for day following 13-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9522 |
0.9521 |
| PP |
0.9519 |
0.9516 |
| S1 |
0.9517 |
0.9512 |
|