CME Canadian Dollar Future March 2014
Trading Metrics calculated at close of trading on 27-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
0.9466 |
0.9459 |
-0.0007 |
-0.1% |
0.9547 |
High |
0.9478 |
0.9466 |
-0.0012 |
-0.1% |
0.9573 |
Low |
0.9435 |
0.9407 |
-0.0028 |
-0.3% |
0.9435 |
Close |
0.9456 |
0.9411 |
-0.0045 |
-0.5% |
0.9470 |
Range |
0.0043 |
0.0059 |
0.0016 |
37.2% |
0.0138 |
ATR |
0.0045 |
0.0046 |
0.0001 |
2.2% |
0.0000 |
Volume |
1,438 |
943 |
-495 |
-34.4% |
3,050 |
|
Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9605 |
0.9567 |
0.9443 |
|
R3 |
0.9546 |
0.9508 |
0.9427 |
|
R2 |
0.9487 |
0.9487 |
0.9422 |
|
R1 |
0.9449 |
0.9449 |
0.9416 |
0.9439 |
PP |
0.9428 |
0.9428 |
0.9428 |
0.9423 |
S1 |
0.9390 |
0.9390 |
0.9406 |
0.9380 |
S2 |
0.9369 |
0.9369 |
0.9400 |
|
S3 |
0.9310 |
0.9331 |
0.9395 |
|
S4 |
0.9251 |
0.9272 |
0.9379 |
|
|
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 |
0.9540 |
0.9407 |
0.0133 |
1.4% |
0.0053 |
0.6% |
3% |
False |
True |
1,032 |
10 |
0.9573 |
0.9407 |
0.0166 |
1.8% |
0.0051 |
0.5% |
2% |
False |
True |
724 |
20 |
0.9583 |
0.9407 |
0.0176 |
1.9% |
0.0044 |
0.5% |
2% |
False |
True |
499 |
40 |
0.9700 |
0.9407 |
0.0293 |
3.1% |
0.0043 |
0.5% |
1% |
False |
True |
390 |
60 |
0.9775 |
0.9407 |
0.0368 |
3.9% |
0.0042 |
0.4% |
1% |
False |
True |
306 |
80 |
0.9775 |
0.9407 |
0.0368 |
3.9% |
0.0040 |
0.4% |
1% |
False |
True |
249 |
100 |
0.9775 |
0.9407 |
0.0368 |
3.9% |
0.0038 |
0.4% |
1% |
False |
True |
204 |
120 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0037 |
0.4% |
12% |
False |
False |
180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9717 |
2.618 |
0.9620 |
1.618 |
0.9561 |
1.000 |
0.9525 |
0.618 |
0.9502 |
HIGH |
0.9466 |
0.618 |
0.9443 |
0.500 |
0.9437 |
0.382 |
0.9430 |
LOW |
0.9407 |
0.618 |
0.9371 |
1.000 |
0.9348 |
1.618 |
0.9312 |
2.618 |
0.9253 |
4.250 |
0.9156 |
|
|
Fisher Pivots for day following 27-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9437 |
0.9443 |
PP |
0.9428 |
0.9432 |
S1 |
0.9420 |
0.9422 |
|