CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 21-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9533 |
0.9540 |
0.0007 |
0.1% |
0.9517 |
| High |
0.9560 |
0.9540 |
-0.0020 |
-0.2% |
0.9550 |
| Low |
0.9520 |
0.9472 |
-0.0048 |
-0.5% |
0.9470 |
| Close |
0.9536 |
0.9472 |
-0.0064 |
-0.7% |
0.9542 |
| Range |
0.0040 |
0.0068 |
0.0028 |
70.0% |
0.0080 |
| ATR |
0.0043 |
0.0045 |
0.0002 |
4.1% |
0.0000 |
| Volume |
378 |
333 |
-45 |
-11.9% |
1,699 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9699 |
0.9653 |
0.9509 |
|
| R3 |
0.9631 |
0.9585 |
0.9491 |
|
| R2 |
0.9563 |
0.9563 |
0.9484 |
|
| R1 |
0.9517 |
0.9517 |
0.9478 |
0.9506 |
| PP |
0.9495 |
0.9495 |
0.9495 |
0.9489 |
| S1 |
0.9449 |
0.9449 |
0.9466 |
0.9438 |
| S2 |
0.9427 |
0.9427 |
0.9460 |
|
| S3 |
0.9359 |
0.9381 |
0.9453 |
|
| S4 |
0.9291 |
0.9313 |
0.9435 |
|
|
| 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 |
0.9472 |
0.0101 |
1.1% |
0.0047 |
0.5% |
0% |
False |
True |
425 |
| 10 |
0.9573 |
0.9470 |
0.0103 |
1.1% |
0.0045 |
0.5% |
2% |
False |
False |
370 |
| 20 |
0.9583 |
0.9470 |
0.0113 |
1.2% |
0.0041 |
0.4% |
2% |
False |
False |
333 |
| 40 |
0.9700 |
0.9470 |
0.0230 |
2.4% |
0.0041 |
0.4% |
1% |
False |
False |
278 |
| 60 |
0.9775 |
0.9426 |
0.0349 |
3.7% |
0.0041 |
0.4% |
13% |
False |
False |
229 |
| 80 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0039 |
0.4% |
15% |
False |
False |
189 |
| 100 |
0.9775 |
0.9360 |
0.0415 |
4.4% |
0.0037 |
0.4% |
27% |
False |
False |
160 |
| 120 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0036 |
0.4% |
27% |
False |
False |
140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9829 |
|
2.618 |
0.9718 |
|
1.618 |
0.9650 |
|
1.000 |
0.9608 |
|
0.618 |
0.9582 |
|
HIGH |
0.9540 |
|
0.618 |
0.9514 |
|
0.500 |
0.9506 |
|
0.382 |
0.9498 |
|
LOW |
0.9472 |
|
0.618 |
0.9430 |
|
1.000 |
0.9404 |
|
1.618 |
0.9362 |
|
2.618 |
0.9294 |
|
4.250 |
0.9183 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9506 |
0.9522 |
| PP |
0.9495 |
0.9505 |
| S1 |
0.9483 |
0.9489 |
|