CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9473 |
0.9450 |
-0.0023 |
-0.2% |
0.9545 |
| High |
0.9473 |
0.9450 |
-0.0023 |
-0.2% |
0.9545 |
| Low |
0.9450 |
0.9425 |
-0.0025 |
-0.3% |
0.9425 |
| Close |
0.9450 |
0.9448 |
-0.0002 |
0.0% |
0.9448 |
| Range |
0.0023 |
0.0025 |
0.0002 |
8.7% |
0.0120 |
| ATR |
0.0034 |
0.0033 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
11 |
13 |
2 |
18.2% |
69 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9516 |
0.9507 |
0.9462 |
|
| R3 |
0.9491 |
0.9482 |
0.9455 |
|
| R2 |
0.9466 |
0.9466 |
0.9453 |
|
| R1 |
0.9457 |
0.9457 |
0.9450 |
0.9449 |
| PP |
0.9441 |
0.9441 |
0.9441 |
0.9437 |
| S1 |
0.9432 |
0.9432 |
0.9446 |
0.9424 |
| S2 |
0.9416 |
0.9416 |
0.9443 |
|
| S3 |
0.9391 |
0.9407 |
0.9441 |
|
| S4 |
0.9366 |
0.9382 |
0.9434 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9833 |
0.9760 |
0.9514 |
|
| R3 |
0.9713 |
0.9640 |
0.9481 |
|
| R2 |
0.9593 |
0.9593 |
0.9470 |
|
| R1 |
0.9520 |
0.9520 |
0.9459 |
0.9497 |
| PP |
0.9473 |
0.9473 |
0.9473 |
0.9461 |
| S1 |
0.9400 |
0.9400 |
0.9437 |
0.9377 |
| S2 |
0.9353 |
0.9353 |
0.9426 |
|
| S3 |
0.9233 |
0.9280 |
0.9415 |
|
| S4 |
0.9113 |
0.9160 |
0.9382 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9545 |
0.9425 |
0.0120 |
1.3% |
0.0021 |
0.2% |
19% |
False |
True |
13 |
| 10 |
0.9545 |
0.9425 |
0.0120 |
1.3% |
0.0019 |
0.2% |
19% |
False |
True |
22 |
| 20 |
0.9551 |
0.9425 |
0.0126 |
1.3% |
0.0019 |
0.2% |
18% |
False |
True |
31 |
| 40 |
0.9678 |
0.9425 |
0.0253 |
2.7% |
0.0016 |
0.2% |
9% |
False |
True |
23 |
| 60 |
0.9726 |
0.9413 |
0.0313 |
3.3% |
0.0016 |
0.2% |
11% |
False |
False |
21 |
| 80 |
0.9726 |
0.9400 |
0.0326 |
3.5% |
0.0016 |
0.2% |
15% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9556 |
|
2.618 |
0.9515 |
|
1.618 |
0.9490 |
|
1.000 |
0.9475 |
|
0.618 |
0.9465 |
|
HIGH |
0.9450 |
|
0.618 |
0.9440 |
|
0.500 |
0.9438 |
|
0.382 |
0.9435 |
|
LOW |
0.9425 |
|
0.618 |
0.9410 |
|
1.000 |
0.9400 |
|
1.618 |
0.9385 |
|
2.618 |
0.9360 |
|
4.250 |
0.9319 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9445 |
0.9474 |
| PP |
0.9441 |
0.9465 |
| S1 |
0.9438 |
0.9457 |
|