CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 26-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9475 |
0.9466 |
-0.0009 |
-0.1% |
0.9547 |
| High |
0.9475 |
0.9478 |
0.0003 |
0.0% |
0.9573 |
| Low |
0.9424 |
0.9435 |
0.0011 |
0.1% |
0.9435 |
| Close |
0.9446 |
0.9456 |
0.0010 |
0.1% |
0.9470 |
| Range |
0.0051 |
0.0043 |
-0.0008 |
-15.7% |
0.0138 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
907 |
1,438 |
531 |
58.5% |
3,050 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9585 |
0.9564 |
0.9480 |
|
| R3 |
0.9542 |
0.9521 |
0.9468 |
|
| R2 |
0.9499 |
0.9499 |
0.9464 |
|
| R1 |
0.9478 |
0.9478 |
0.9460 |
0.9467 |
| PP |
0.9456 |
0.9456 |
0.9456 |
0.9451 |
| S1 |
0.9435 |
0.9435 |
0.9452 |
0.9424 |
| S2 |
0.9413 |
0.9413 |
0.9448 |
|
| S3 |
0.9370 |
0.9392 |
0.9444 |
|
| S4 |
0.9327 |
0.9349 |
0.9432 |
|
|
| 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 |
0.9560 |
0.9424 |
0.0136 |
1.4% |
0.0050 |
0.5% |
24% |
False |
False |
919 |
| 10 |
0.9573 |
0.9424 |
0.0149 |
1.6% |
0.0049 |
0.5% |
21% |
False |
False |
664 |
| 20 |
0.9583 |
0.9424 |
0.0159 |
1.7% |
0.0043 |
0.5% |
20% |
False |
False |
462 |
| 40 |
0.9700 |
0.9424 |
0.0276 |
2.9% |
0.0042 |
0.4% |
12% |
False |
False |
370 |
| 60 |
0.9775 |
0.9424 |
0.0351 |
3.7% |
0.0042 |
0.4% |
9% |
False |
False |
291 |
| 80 |
0.9775 |
0.9420 |
0.0355 |
3.8% |
0.0040 |
0.4% |
10% |
False |
False |
237 |
| 100 |
0.9775 |
0.9420 |
0.0355 |
3.8% |
0.0037 |
0.4% |
10% |
False |
False |
195 |
| 120 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0036 |
0.4% |
23% |
False |
False |
172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9661 |
|
2.618 |
0.9591 |
|
1.618 |
0.9548 |
|
1.000 |
0.9521 |
|
0.618 |
0.9505 |
|
HIGH |
0.9478 |
|
0.618 |
0.9462 |
|
0.500 |
0.9457 |
|
0.382 |
0.9451 |
|
LOW |
0.9435 |
|
0.618 |
0.9408 |
|
1.000 |
0.9392 |
|
1.618 |
0.9365 |
|
2.618 |
0.9322 |
|
4.250 |
0.9252 |
|
|
| Fisher Pivots for day following 26-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9457 |
0.9455 |
| PP |
0.9456 |
0.9454 |
| S1 |
0.9456 |
0.9453 |
|