CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 26-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9440 |
0.9450 |
0.0010 |
0.1% |
0.9545 |
| High |
0.9440 |
0.9450 |
0.0010 |
0.1% |
0.9545 |
| Low |
0.9410 |
0.9427 |
0.0017 |
0.2% |
0.9425 |
| Close |
0.9425 |
0.9435 |
0.0010 |
0.1% |
0.9448 |
| Range |
0.0030 |
0.0023 |
-0.0007 |
-23.3% |
0.0120 |
| ATR |
0.0033 |
0.0033 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
99 |
38 |
-61 |
-61.6% |
69 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9506 |
0.9494 |
0.9448 |
|
| R3 |
0.9483 |
0.9471 |
0.9441 |
|
| R2 |
0.9460 |
0.9460 |
0.9439 |
|
| R1 |
0.9448 |
0.9448 |
0.9437 |
0.9443 |
| PP |
0.9437 |
0.9437 |
0.9437 |
0.9435 |
| S1 |
0.9425 |
0.9425 |
0.9433 |
0.9420 |
| S2 |
0.9414 |
0.9414 |
0.9431 |
|
| S3 |
0.9391 |
0.9402 |
0.9429 |
|
| S4 |
0.9368 |
0.9379 |
0.9422 |
|
|
| 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 |
0.9522 |
0.9410 |
0.0112 |
1.2% |
0.0022 |
0.2% |
22% |
False |
False |
36 |
| 10 |
0.9545 |
0.9410 |
0.0135 |
1.4% |
0.0022 |
0.2% |
19% |
False |
False |
29 |
| 20 |
0.9551 |
0.9410 |
0.0141 |
1.5% |
0.0020 |
0.2% |
18% |
False |
False |
36 |
| 40 |
0.9678 |
0.9410 |
0.0268 |
2.8% |
0.0017 |
0.2% |
9% |
False |
False |
26 |
| 60 |
0.9726 |
0.9410 |
0.0316 |
3.3% |
0.0016 |
0.2% |
8% |
False |
False |
24 |
| 80 |
0.9726 |
0.9400 |
0.0326 |
3.5% |
0.0016 |
0.2% |
11% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9548 |
|
2.618 |
0.9510 |
|
1.618 |
0.9487 |
|
1.000 |
0.9473 |
|
0.618 |
0.9464 |
|
HIGH |
0.9450 |
|
0.618 |
0.9441 |
|
0.500 |
0.9439 |
|
0.382 |
0.9436 |
|
LOW |
0.9427 |
|
0.618 |
0.9413 |
|
1.000 |
0.9404 |
|
1.618 |
0.9390 |
|
2.618 |
0.9367 |
|
4.250 |
0.9329 |
|
|
| Fisher Pivots for day following 26-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9439 |
0.9433 |
| PP |
0.9437 |
0.9432 |
| S1 |
0.9436 |
0.9430 |
|