CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 11-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
0.9502 |
0.9490 |
-0.0012 |
-0.1% |
0.9551 |
High |
0.9502 |
0.9490 |
-0.0012 |
-0.1% |
0.9551 |
Low |
0.9469 |
0.9490 |
0.0021 |
0.2% |
0.9469 |
Close |
0.9481 |
0.9490 |
0.0009 |
0.1% |
0.9481 |
Range |
0.0033 |
0.0000 |
-0.0033 |
-100.0% |
0.0082 |
ATR |
0.0033 |
0.0031 |
-0.0002 |
-5.2% |
0.0000 |
Volume |
19 |
38 |
19 |
100.0% |
262 |
|
Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9490 |
0.9490 |
0.9490 |
|
R3 |
0.9490 |
0.9490 |
0.9490 |
|
R2 |
0.9490 |
0.9490 |
0.9490 |
|
R1 |
0.9490 |
0.9490 |
0.9490 |
0.9490 |
PP |
0.9490 |
0.9490 |
0.9490 |
0.9490 |
S1 |
0.9490 |
0.9490 |
0.9490 |
0.9490 |
S2 |
0.9490 |
0.9490 |
0.9490 |
|
S3 |
0.9490 |
0.9490 |
0.9490 |
|
S4 |
0.9490 |
0.9490 |
0.9490 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9746 |
0.9696 |
0.9526 |
|
R3 |
0.9664 |
0.9614 |
0.9504 |
|
R2 |
0.9582 |
0.9582 |
0.9496 |
|
R1 |
0.9532 |
0.9532 |
0.9489 |
0.9516 |
PP |
0.9500 |
0.9500 |
0.9500 |
0.9493 |
S1 |
0.9450 |
0.9450 |
0.9473 |
0.9434 |
S2 |
0.9418 |
0.9418 |
0.9466 |
|
S3 |
0.9336 |
0.9368 |
0.9458 |
|
S4 |
0.9254 |
0.9286 |
0.9436 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9549 |
0.9469 |
0.0080 |
0.8% |
0.0013 |
0.1% |
26% |
False |
False |
48 |
10 |
0.9551 |
0.9469 |
0.0082 |
0.9% |
0.0018 |
0.2% |
26% |
False |
False |
40 |
20 |
0.9678 |
0.9469 |
0.0209 |
2.2% |
0.0014 |
0.1% |
10% |
False |
False |
25 |
40 |
0.9726 |
0.9469 |
0.0257 |
2.7% |
0.0016 |
0.2% |
8% |
False |
False |
23 |
60 |
0.9726 |
0.9400 |
0.0326 |
3.4% |
0.0015 |
0.2% |
28% |
False |
False |
20 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9490 |
2.618 |
0.9490 |
1.618 |
0.9490 |
1.000 |
0.9490 |
0.618 |
0.9490 |
HIGH |
0.9490 |
0.618 |
0.9490 |
0.500 |
0.9490 |
0.382 |
0.9490 |
LOW |
0.9490 |
0.618 |
0.9490 |
1.000 |
0.9490 |
1.618 |
0.9490 |
2.618 |
0.9490 |
4.250 |
0.9490 |
|
|
Fisher Pivots for day following 11-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9490 |
0.9498 |
PP |
0.9490 |
0.9495 |
S1 |
0.9490 |
0.9493 |
|