CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 25-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
0.9450 |
0.9440 |
-0.0010 |
-0.1% |
0.9545 |
High |
0.9450 |
0.9440 |
-0.0010 |
-0.1% |
0.9545 |
Low |
0.9425 |
0.9410 |
-0.0015 |
-0.2% |
0.9425 |
Close |
0.9448 |
0.9425 |
-0.0023 |
-0.2% |
0.9448 |
Range |
0.0025 |
0.0030 |
0.0005 |
20.0% |
0.0120 |
ATR |
0.0033 |
0.0033 |
0.0000 |
1.1% |
0.0000 |
Volume |
13 |
99 |
86 |
661.5% |
69 |
|
Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9515 |
0.9500 |
0.9442 |
|
R3 |
0.9485 |
0.9470 |
0.9433 |
|
R2 |
0.9455 |
0.9455 |
0.9431 |
|
R1 |
0.9440 |
0.9440 |
0.9428 |
0.9433 |
PP |
0.9425 |
0.9425 |
0.9425 |
0.9421 |
S1 |
0.9410 |
0.9410 |
0.9422 |
0.9403 |
S2 |
0.9395 |
0.9395 |
0.9420 |
|
S3 |
0.9365 |
0.9380 |
0.9417 |
|
S4 |
0.9335 |
0.9350 |
0.9409 |
|
|
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 |
0.9530 |
0.9410 |
0.0120 |
1.3% |
0.0024 |
0.3% |
13% |
False |
True |
31 |
10 |
0.9545 |
0.9410 |
0.0135 |
1.4% |
0.0022 |
0.2% |
11% |
False |
True |
29 |
20 |
0.9551 |
0.9410 |
0.0141 |
1.5% |
0.0020 |
0.2% |
11% |
False |
True |
34 |
40 |
0.9678 |
0.9410 |
0.0268 |
2.8% |
0.0017 |
0.2% |
6% |
False |
True |
25 |
60 |
0.9726 |
0.9410 |
0.0316 |
3.4% |
0.0016 |
0.2% |
5% |
False |
True |
23 |
80 |
0.9726 |
0.9400 |
0.0326 |
3.5% |
0.0016 |
0.2% |
8% |
False |
False |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9568 |
2.618 |
0.9519 |
1.618 |
0.9489 |
1.000 |
0.9470 |
0.618 |
0.9459 |
HIGH |
0.9440 |
0.618 |
0.9429 |
0.500 |
0.9425 |
0.382 |
0.9421 |
LOW |
0.9410 |
0.618 |
0.9391 |
1.000 |
0.9380 |
1.618 |
0.9361 |
2.618 |
0.9331 |
4.250 |
0.9283 |
|
|
Fisher Pivots for day following 25-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9425 |
0.9442 |
PP |
0.9425 |
0.9436 |
S1 |
0.9425 |
0.9431 |
|