CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 20-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9530 |
0.9515 |
-0.0015 |
-0.2% |
0.9490 |
| High |
0.9530 |
0.9522 |
-0.0008 |
-0.1% |
0.9520 |
| Low |
0.9495 |
0.9513 |
0.0018 |
0.2% |
0.9450 |
| Close |
0.9495 |
0.9513 |
0.0018 |
0.2% |
0.9520 |
| Range |
0.0035 |
0.0009 |
-0.0026 |
-74.3% |
0.0070 |
| ATR |
0.0032 |
0.0031 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
17 |
19 |
2 |
11.8% |
160 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9543 |
0.9537 |
0.9518 |
|
| R3 |
0.9534 |
0.9528 |
0.9515 |
|
| R2 |
0.9525 |
0.9525 |
0.9515 |
|
| R1 |
0.9519 |
0.9519 |
0.9514 |
0.9518 |
| PP |
0.9516 |
0.9516 |
0.9516 |
0.9515 |
| S1 |
0.9510 |
0.9510 |
0.9512 |
0.9509 |
| S2 |
0.9507 |
0.9507 |
0.9511 |
|
| S3 |
0.9498 |
0.9501 |
0.9511 |
|
| S4 |
0.9489 |
0.9492 |
0.9508 |
|
|
| 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% |
0.0022 |
0.2% |
66% |
False |
False |
19 |
| 10 |
0.9545 |
0.9450 |
0.0095 |
1.0% |
0.0018 |
0.2% |
66% |
False |
False |
27 |
| 20 |
0.9551 |
0.9450 |
0.0101 |
1.1% |
0.0018 |
0.2% |
62% |
False |
False |
32 |
| 40 |
0.9678 |
0.9450 |
0.0228 |
2.4% |
0.0015 |
0.2% |
28% |
False |
False |
23 |
| 60 |
0.9726 |
0.9413 |
0.0313 |
3.3% |
0.0015 |
0.2% |
32% |
False |
False |
21 |
| 80 |
0.9726 |
0.9400 |
0.0326 |
3.4% |
0.0015 |
0.2% |
35% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9560 |
|
2.618 |
0.9546 |
|
1.618 |
0.9537 |
|
1.000 |
0.9531 |
|
0.618 |
0.9528 |
|
HIGH |
0.9522 |
|
0.618 |
0.9519 |
|
0.500 |
0.9518 |
|
0.382 |
0.9516 |
|
LOW |
0.9513 |
|
0.618 |
0.9507 |
|
1.000 |
0.9504 |
|
1.618 |
0.9498 |
|
2.618 |
0.9489 |
|
4.250 |
0.9475 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9518 |
0.9520 |
| PP |
0.9516 |
0.9518 |
| S1 |
0.9515 |
0.9515 |
|