CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 27-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9450 |
0.9435 |
-0.0015 |
-0.2% |
0.9545 |
| High |
0.9450 |
0.9435 |
-0.0015 |
-0.2% |
0.9545 |
| Low |
0.9427 |
0.9385 |
-0.0042 |
-0.4% |
0.9425 |
| Close |
0.9435 |
0.9389 |
-0.0046 |
-0.5% |
0.9448 |
| Range |
0.0023 |
0.0050 |
0.0027 |
117.4% |
0.0120 |
| ATR |
0.0033 |
0.0034 |
0.0001 |
3.8% |
0.0000 |
| Volume |
38 |
31 |
-7 |
-18.4% |
69 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9553 |
0.9521 |
0.9417 |
|
| R3 |
0.9503 |
0.9471 |
0.9403 |
|
| R2 |
0.9453 |
0.9453 |
0.9398 |
|
| R1 |
0.9421 |
0.9421 |
0.9394 |
0.9412 |
| PP |
0.9403 |
0.9403 |
0.9403 |
0.9399 |
| S1 |
0.9371 |
0.9371 |
0.9384 |
0.9362 |
| S2 |
0.9353 |
0.9353 |
0.9380 |
|
| S3 |
0.9303 |
0.9321 |
0.9375 |
|
| S4 |
0.9253 |
0.9271 |
0.9362 |
|
|
| 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 |
0.9473 |
0.9385 |
0.0088 |
0.9% |
0.0030 |
0.3% |
5% |
False |
True |
38 |
| 10 |
0.9545 |
0.9385 |
0.0160 |
1.7% |
0.0026 |
0.3% |
3% |
False |
True |
29 |
| 20 |
0.9551 |
0.9385 |
0.0166 |
1.8% |
0.0021 |
0.2% |
2% |
False |
True |
35 |
| 40 |
0.9678 |
0.9385 |
0.0293 |
3.1% |
0.0018 |
0.2% |
1% |
False |
True |
24 |
| 60 |
0.9726 |
0.9385 |
0.0341 |
3.6% |
0.0017 |
0.2% |
1% |
False |
True |
24 |
| 80 |
0.9726 |
0.9385 |
0.0341 |
3.6% |
0.0016 |
0.2% |
1% |
False |
True |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9648 |
|
2.618 |
0.9566 |
|
1.618 |
0.9516 |
|
1.000 |
0.9485 |
|
0.618 |
0.9466 |
|
HIGH |
0.9435 |
|
0.618 |
0.9416 |
|
0.500 |
0.9410 |
|
0.382 |
0.9404 |
|
LOW |
0.9385 |
|
0.618 |
0.9354 |
|
1.000 |
0.9335 |
|
1.618 |
0.9304 |
|
2.618 |
0.9254 |
|
4.250 |
0.9173 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9410 |
0.9418 |
| PP |
0.9403 |
0.9408 |
| S1 |
0.9396 |
0.9399 |
|