CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 07-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
0.9525 |
0.9513 |
-0.0012 |
-0.1% |
0.9499 |
High |
0.9527 |
0.9513 |
-0.0014 |
-0.1% |
0.9519 |
Low |
0.9521 |
0.9495 |
-0.0026 |
-0.3% |
0.9468 |
Close |
0.9521 |
0.9498 |
-0.0023 |
-0.2% |
0.9512 |
Range |
0.0006 |
0.0018 |
0.0012 |
200.0% |
0.0051 |
ATR |
|
|
|
|
|
Volume |
2 |
5 |
3 |
150.0% |
31 |
|
Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9556 |
0.9545 |
0.9508 |
|
R3 |
0.9538 |
0.9527 |
0.9503 |
|
R2 |
0.9520 |
0.9520 |
0.9501 |
|
R1 |
0.9509 |
0.9509 |
0.9500 |
0.9506 |
PP |
0.9502 |
0.9502 |
0.9502 |
0.9500 |
S1 |
0.9491 |
0.9491 |
0.9496 |
0.9488 |
S2 |
0.9484 |
0.9484 |
0.9495 |
|
S3 |
0.9466 |
0.9473 |
0.9493 |
|
S4 |
0.9448 |
0.9455 |
0.9488 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9653 |
0.9633 |
0.9540 |
|
R3 |
0.9602 |
0.9582 |
0.9526 |
|
R2 |
0.9551 |
0.9551 |
0.9521 |
|
R1 |
0.9531 |
0.9531 |
0.9517 |
0.9541 |
PP |
0.9500 |
0.9500 |
0.9500 |
0.9505 |
S1 |
0.9480 |
0.9480 |
0.9507 |
0.9490 |
S2 |
0.9449 |
0.9449 |
0.9503 |
|
S3 |
0.9398 |
0.9429 |
0.9498 |
|
S4 |
0.9347 |
0.9378 |
0.9484 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9590 |
2.618 |
0.9560 |
1.618 |
0.9542 |
1.000 |
0.9531 |
0.618 |
0.9524 |
HIGH |
0.9513 |
0.618 |
0.9506 |
0.500 |
0.9504 |
0.382 |
0.9502 |
LOW |
0.9495 |
0.618 |
0.9484 |
1.000 |
0.9477 |
1.618 |
0.9466 |
2.618 |
0.9448 |
4.250 |
0.9419 |
|
|
Fisher Pivots for day following 07-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9504 |
0.9504 |
PP |
0.9502 |
0.9502 |
S1 |
0.9500 |
0.9500 |
|