CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9540 |
0.9479 |
-0.0061 |
-0.6% |
0.9547 |
| High |
0.9540 |
0.9481 |
-0.0059 |
-0.6% |
0.9573 |
| Low |
0.9472 |
0.9435 |
-0.0037 |
-0.4% |
0.9435 |
| Close |
0.9472 |
0.9470 |
-0.0002 |
0.0% |
0.9470 |
| Range |
0.0068 |
0.0046 |
-0.0022 |
-32.4% |
0.0138 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
0.2% |
0.0000 |
| Volume |
333 |
1,542 |
1,209 |
363.1% |
3,050 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9600 |
0.9581 |
0.9495 |
|
| R3 |
0.9554 |
0.9535 |
0.9483 |
|
| R2 |
0.9508 |
0.9508 |
0.9478 |
|
| R1 |
0.9489 |
0.9489 |
0.9474 |
0.9476 |
| PP |
0.9462 |
0.9462 |
0.9462 |
0.9455 |
| S1 |
0.9443 |
0.9443 |
0.9466 |
0.9430 |
| S2 |
0.9416 |
0.9416 |
0.9462 |
|
| S3 |
0.9370 |
0.9397 |
0.9457 |
|
| S4 |
0.9324 |
0.9351 |
0.9445 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9907 |
0.9826 |
0.9546 |
|
| R3 |
0.9769 |
0.9688 |
0.9508 |
|
| R2 |
0.9631 |
0.9631 |
0.9495 |
|
| R1 |
0.9550 |
0.9550 |
0.9483 |
0.9522 |
| PP |
0.9493 |
0.9493 |
0.9493 |
0.9478 |
| S1 |
0.9412 |
0.9412 |
0.9457 |
0.9384 |
| S2 |
0.9355 |
0.9355 |
0.9445 |
|
| S3 |
0.9217 |
0.9274 |
0.9432 |
|
| S4 |
0.9079 |
0.9136 |
0.9394 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9573 |
0.9435 |
0.0138 |
1.5% |
0.0048 |
0.5% |
25% |
False |
True |
610 |
| 10 |
0.9573 |
0.9435 |
0.0138 |
1.5% |
0.0044 |
0.5% |
25% |
False |
True |
474 |
| 20 |
0.9583 |
0.9435 |
0.0148 |
1.6% |
0.0041 |
0.4% |
24% |
False |
True |
383 |
| 40 |
0.9700 |
0.9435 |
0.0265 |
2.8% |
0.0042 |
0.4% |
13% |
False |
True |
315 |
| 60 |
0.9775 |
0.9426 |
0.0349 |
3.7% |
0.0041 |
0.4% |
13% |
False |
False |
254 |
| 80 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0039 |
0.4% |
14% |
False |
False |
209 |
| 100 |
0.9775 |
0.9360 |
0.0415 |
4.4% |
0.0037 |
0.4% |
27% |
False |
False |
174 |
| 120 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0037 |
0.4% |
26% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9677 |
|
2.618 |
0.9601 |
|
1.618 |
0.9555 |
|
1.000 |
0.9527 |
|
0.618 |
0.9509 |
|
HIGH |
0.9481 |
|
0.618 |
0.9463 |
|
0.500 |
0.9458 |
|
0.382 |
0.9453 |
|
LOW |
0.9435 |
|
0.618 |
0.9407 |
|
1.000 |
0.9389 |
|
1.618 |
0.9361 |
|
2.618 |
0.9315 |
|
4.250 |
0.9240 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9466 |
0.9498 |
| PP |
0.9462 |
0.9488 |
| S1 |
0.9458 |
0.9479 |
|