CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 29-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9459 |
0.9413 |
-0.0046 |
-0.5% |
0.9475 |
| High |
0.9466 |
0.9444 |
-0.0022 |
-0.2% |
0.9478 |
| Low |
0.9407 |
0.9385 |
-0.0022 |
-0.2% |
0.9385 |
| Close |
0.9411 |
0.9386 |
-0.0025 |
-0.3% |
0.9386 |
| Range |
0.0059 |
0.0059 |
0.0000 |
0.0% |
0.0093 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
2.0% |
0.0000 |
| Volume |
943 |
2,405 |
1,462 |
155.0% |
5,693 |
|
| Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9582 |
0.9543 |
0.9418 |
|
| R3 |
0.9523 |
0.9484 |
0.9402 |
|
| R2 |
0.9464 |
0.9464 |
0.9397 |
|
| R1 |
0.9425 |
0.9425 |
0.9391 |
0.9415 |
| PP |
0.9405 |
0.9405 |
0.9405 |
0.9400 |
| S1 |
0.9366 |
0.9366 |
0.9381 |
0.9356 |
| S2 |
0.9346 |
0.9346 |
0.9375 |
|
| S3 |
0.9287 |
0.9307 |
0.9370 |
|
| S4 |
0.9228 |
0.9248 |
0.9354 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9695 |
0.9634 |
0.9437 |
|
| R3 |
0.9602 |
0.9541 |
0.9412 |
|
| R2 |
0.9509 |
0.9509 |
0.9403 |
|
| R1 |
0.9448 |
0.9448 |
0.9395 |
0.9432 |
| PP |
0.9416 |
0.9416 |
0.9416 |
0.9409 |
| S1 |
0.9355 |
0.9355 |
0.9377 |
0.9339 |
| S2 |
0.9323 |
0.9323 |
0.9369 |
|
| S3 |
0.9230 |
0.9262 |
0.9360 |
|
| S4 |
0.9137 |
0.9169 |
0.9335 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9481 |
0.9385 |
0.0096 |
1.0% |
0.0052 |
0.5% |
1% |
False |
True |
1,447 |
| 10 |
0.9573 |
0.9385 |
0.0188 |
2.0% |
0.0049 |
0.5% |
1% |
False |
True |
936 |
| 20 |
0.9583 |
0.9385 |
0.0198 |
2.1% |
0.0044 |
0.5% |
1% |
False |
True |
603 |
| 40 |
0.9700 |
0.9385 |
0.0315 |
3.4% |
0.0044 |
0.5% |
0% |
False |
True |
446 |
| 60 |
0.9775 |
0.9385 |
0.0390 |
4.2% |
0.0042 |
0.5% |
0% |
False |
True |
346 |
| 80 |
0.9775 |
0.9385 |
0.0390 |
4.2% |
0.0041 |
0.4% |
0% |
False |
True |
279 |
| 100 |
0.9775 |
0.9385 |
0.0390 |
4.2% |
0.0038 |
0.4% |
0% |
False |
True |
228 |
| 120 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0037 |
0.4% |
6% |
False |
False |
200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9695 |
|
2.618 |
0.9598 |
|
1.618 |
0.9539 |
|
1.000 |
0.9503 |
|
0.618 |
0.9480 |
|
HIGH |
0.9444 |
|
0.618 |
0.9421 |
|
0.500 |
0.9415 |
|
0.382 |
0.9408 |
|
LOW |
0.9385 |
|
0.618 |
0.9349 |
|
1.000 |
0.9326 |
|
1.618 |
0.9290 |
|
2.618 |
0.9231 |
|
4.250 |
0.9134 |
|
|
| Fisher Pivots for day following 29-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9415 |
0.9432 |
| PP |
0.9405 |
0.9416 |
| S1 |
0.9396 |
0.9401 |
|