CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 20-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9557 |
0.9533 |
-0.0024 |
-0.3% |
0.9517 |
| High |
0.9571 |
0.9560 |
-0.0011 |
-0.1% |
0.9550 |
| Low |
0.9510 |
0.9520 |
0.0010 |
0.1% |
0.9470 |
| Close |
0.9517 |
0.9536 |
0.0019 |
0.2% |
0.9542 |
| Range |
0.0061 |
0.0040 |
-0.0021 |
-34.4% |
0.0080 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
0.0% |
0.0000 |
| Volume |
442 |
378 |
-64 |
-14.5% |
1,699 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9659 |
0.9637 |
0.9558 |
|
| R3 |
0.9619 |
0.9597 |
0.9547 |
|
| R2 |
0.9579 |
0.9579 |
0.9543 |
|
| R1 |
0.9557 |
0.9557 |
0.9540 |
0.9568 |
| PP |
0.9539 |
0.9539 |
0.9539 |
0.9544 |
| S1 |
0.9517 |
0.9517 |
0.9532 |
0.9528 |
| S2 |
0.9499 |
0.9499 |
0.9529 |
|
| S3 |
0.9459 |
0.9477 |
0.9525 |
|
| S4 |
0.9419 |
0.9437 |
0.9514 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9761 |
0.9731 |
0.9586 |
|
| R3 |
0.9681 |
0.9651 |
0.9564 |
|
| R2 |
0.9601 |
0.9601 |
0.9557 |
|
| R1 |
0.9571 |
0.9571 |
0.9549 |
0.9586 |
| PP |
0.9521 |
0.9521 |
0.9521 |
0.9528 |
| S1 |
0.9491 |
0.9491 |
0.9535 |
0.9506 |
| S2 |
0.9441 |
0.9441 |
0.9527 |
|
| S3 |
0.9361 |
0.9411 |
0.9520 |
|
| S4 |
0.9281 |
0.9331 |
0.9498 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9573 |
0.9470 |
0.0103 |
1.1% |
0.0049 |
0.5% |
64% |
False |
False |
417 |
| 10 |
0.9576 |
0.9470 |
0.0106 |
1.1% |
0.0043 |
0.4% |
62% |
False |
False |
353 |
| 20 |
0.9611 |
0.9470 |
0.0141 |
1.5% |
0.0040 |
0.4% |
47% |
False |
False |
351 |
| 40 |
0.9700 |
0.9470 |
0.0230 |
2.4% |
0.0040 |
0.4% |
29% |
False |
False |
276 |
| 60 |
0.9775 |
0.9426 |
0.0349 |
3.7% |
0.0040 |
0.4% |
32% |
False |
False |
224 |
| 80 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0038 |
0.4% |
33% |
False |
False |
186 |
| 100 |
0.9775 |
0.9360 |
0.0415 |
4.4% |
0.0037 |
0.4% |
42% |
False |
False |
157 |
| 120 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0036 |
0.4% |
42% |
False |
False |
138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9730 |
|
2.618 |
0.9665 |
|
1.618 |
0.9625 |
|
1.000 |
0.9600 |
|
0.618 |
0.9585 |
|
HIGH |
0.9560 |
|
0.618 |
0.9545 |
|
0.500 |
0.9540 |
|
0.382 |
0.9535 |
|
LOW |
0.9520 |
|
0.618 |
0.9495 |
|
1.000 |
0.9480 |
|
1.618 |
0.9455 |
|
2.618 |
0.9415 |
|
4.250 |
0.9350 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9540 |
0.9542 |
| PP |
0.9539 |
0.9540 |
| S1 |
0.9537 |
0.9538 |
|