CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 18-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9516 |
0.9545 |
0.0029 |
0.3% |
0.9490 |
| High |
0.9520 |
0.9545 |
0.0025 |
0.3% |
0.9520 |
| Low |
0.9516 |
0.9533 |
0.0017 |
0.2% |
0.9450 |
| Close |
0.9520 |
0.9537 |
0.0017 |
0.2% |
0.9520 |
| Range |
0.0004 |
0.0012 |
0.0008 |
200.0% |
0.0070 |
| ATR |
0.0031 |
0.0031 |
0.0000 |
-1.4% |
0.0000 |
| Volume |
44 |
9 |
-35 |
-79.5% |
160 |
|
| Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9574 |
0.9568 |
0.9544 |
|
| R3 |
0.9562 |
0.9556 |
0.9540 |
|
| R2 |
0.9550 |
0.9550 |
0.9539 |
|
| R1 |
0.9544 |
0.9544 |
0.9538 |
0.9541 |
| PP |
0.9538 |
0.9538 |
0.9538 |
0.9537 |
| S1 |
0.9532 |
0.9532 |
0.9536 |
0.9529 |
| S2 |
0.9526 |
0.9526 |
0.9535 |
|
| S3 |
0.9514 |
0.9520 |
0.9534 |
|
| S4 |
0.9502 |
0.9508 |
0.9530 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9707 |
0.9683 |
0.9559 |
|
| R3 |
0.9637 |
0.9613 |
0.9539 |
|
| R2 |
0.9567 |
0.9567 |
0.9533 |
|
| R1 |
0.9543 |
0.9543 |
0.9526 |
0.9555 |
| PP |
0.9497 |
0.9497 |
0.9497 |
0.9503 |
| S1 |
0.9473 |
0.9473 |
0.9514 |
0.9485 |
| S2 |
0.9427 |
0.9427 |
0.9507 |
|
| S3 |
0.9357 |
0.9403 |
0.9501 |
|
| S4 |
0.9287 |
0.9333 |
0.9482 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9545 |
0.9450 |
0.0095 |
1.0% |
0.0019 |
0.2% |
92% |
True |
False |
26 |
| 10 |
0.9549 |
0.9450 |
0.0099 |
1.0% |
0.0016 |
0.2% |
88% |
False |
False |
37 |
| 20 |
0.9678 |
0.9450 |
0.0228 |
2.4% |
0.0017 |
0.2% |
38% |
False |
False |
31 |
| 40 |
0.9678 |
0.9450 |
0.0228 |
2.4% |
0.0014 |
0.1% |
38% |
False |
False |
22 |
| 60 |
0.9726 |
0.9413 |
0.0313 |
3.3% |
0.0015 |
0.2% |
40% |
False |
False |
21 |
| 80 |
0.9726 |
0.9400 |
0.0326 |
3.4% |
0.0015 |
0.2% |
42% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9596 |
|
2.618 |
0.9576 |
|
1.618 |
0.9564 |
|
1.000 |
0.9557 |
|
0.618 |
0.9552 |
|
HIGH |
0.9545 |
|
0.618 |
0.9540 |
|
0.500 |
0.9539 |
|
0.382 |
0.9538 |
|
LOW |
0.9533 |
|
0.618 |
0.9526 |
|
1.000 |
0.9521 |
|
1.618 |
0.9514 |
|
2.618 |
0.9502 |
|
4.250 |
0.9482 |
|
|
| Fisher Pivots for day following 18-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9539 |
0.9524 |
| PP |
0.9538 |
0.9511 |
| S1 |
0.9538 |
0.9498 |
|