CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 25-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9479 |
0.9475 |
-0.0004 |
0.0% |
0.9547 |
| High |
0.9481 |
0.9475 |
-0.0006 |
-0.1% |
0.9573 |
| Low |
0.9435 |
0.9424 |
-0.0011 |
-0.1% |
0.9435 |
| Close |
0.9470 |
0.9446 |
-0.0024 |
-0.3% |
0.9470 |
| Range |
0.0046 |
0.0051 |
0.0005 |
10.9% |
0.0138 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
0.9% |
0.0000 |
| Volume |
1,542 |
907 |
-635 |
-41.2% |
3,050 |
|
| Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9601 |
0.9575 |
0.9474 |
|
| R3 |
0.9550 |
0.9524 |
0.9460 |
|
| R2 |
0.9499 |
0.9499 |
0.9455 |
|
| R1 |
0.9473 |
0.9473 |
0.9451 |
0.9461 |
| PP |
0.9448 |
0.9448 |
0.9448 |
0.9442 |
| S1 |
0.9422 |
0.9422 |
0.9441 |
0.9410 |
| S2 |
0.9397 |
0.9397 |
0.9437 |
|
| S3 |
0.9346 |
0.9371 |
0.9432 |
|
| S4 |
0.9295 |
0.9320 |
0.9418 |
|
|
| 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 |
0.9571 |
0.9424 |
0.0147 |
1.6% |
0.0053 |
0.6% |
15% |
False |
True |
720 |
| 10 |
0.9573 |
0.9424 |
0.0149 |
1.6% |
0.0048 |
0.5% |
15% |
False |
True |
527 |
| 20 |
0.9583 |
0.9424 |
0.0159 |
1.7% |
0.0043 |
0.5% |
14% |
False |
True |
404 |
| 40 |
0.9700 |
0.9424 |
0.0276 |
2.9% |
0.0042 |
0.4% |
8% |
False |
True |
337 |
| 60 |
0.9775 |
0.9424 |
0.0351 |
3.7% |
0.0042 |
0.4% |
6% |
False |
True |
267 |
| 80 |
0.9775 |
0.9420 |
0.0355 |
3.8% |
0.0039 |
0.4% |
7% |
False |
False |
220 |
| 100 |
0.9775 |
0.9398 |
0.0377 |
4.0% |
0.0037 |
0.4% |
13% |
False |
False |
183 |
| 120 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0036 |
0.4% |
21% |
False |
False |
160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9692 |
|
2.618 |
0.9609 |
|
1.618 |
0.9558 |
|
1.000 |
0.9526 |
|
0.618 |
0.9507 |
|
HIGH |
0.9475 |
|
0.618 |
0.9456 |
|
0.500 |
0.9450 |
|
0.382 |
0.9443 |
|
LOW |
0.9424 |
|
0.618 |
0.9392 |
|
1.000 |
0.9373 |
|
1.618 |
0.9341 |
|
2.618 |
0.9290 |
|
4.250 |
0.9207 |
|
|
| Fisher Pivots for day following 25-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9450 |
0.9482 |
| PP |
0.9448 |
0.9470 |
| S1 |
0.9447 |
0.9458 |
|