CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 08-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9513 |
0.9450 |
-0.0063 |
-0.7% |
0.9518 |
| High |
0.9513 |
0.9470 |
-0.0043 |
-0.5% |
0.9527 |
| Low |
0.9495 |
0.9438 |
-0.0057 |
-0.6% |
0.9438 |
| Close |
0.9498 |
0.9459 |
-0.0039 |
-0.4% |
0.9459 |
| Range |
0.0018 |
0.0032 |
0.0014 |
77.8% |
0.0089 |
| ATR |
|
|
|
|
|
| Volume |
5 |
5 |
0 |
0.0% |
14 |
|
| Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9552 |
0.9537 |
0.9477 |
|
| R3 |
0.9520 |
0.9505 |
0.9468 |
|
| R2 |
0.9488 |
0.9488 |
0.9465 |
|
| R1 |
0.9473 |
0.9473 |
0.9462 |
0.9481 |
| PP |
0.9456 |
0.9456 |
0.9456 |
0.9459 |
| S1 |
0.9441 |
0.9441 |
0.9456 |
0.9449 |
| S2 |
0.9424 |
0.9424 |
0.9453 |
|
| S3 |
0.9392 |
0.9409 |
0.9450 |
|
| S4 |
0.9360 |
0.9377 |
0.9441 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9742 |
0.9689 |
0.9508 |
|
| R3 |
0.9653 |
0.9600 |
0.9483 |
|
| R2 |
0.9564 |
0.9564 |
0.9475 |
|
| R1 |
0.9511 |
0.9511 |
0.9467 |
0.9493 |
| PP |
0.9475 |
0.9475 |
0.9475 |
0.9466 |
| S1 |
0.9422 |
0.9422 |
0.9451 |
0.9404 |
| S2 |
0.9386 |
0.9386 |
0.9443 |
|
| S3 |
0.9297 |
0.9333 |
0.9435 |
|
| S4 |
0.9208 |
0.9244 |
0.9410 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9606 |
|
2.618 |
0.9554 |
|
1.618 |
0.9522 |
|
1.000 |
0.9502 |
|
0.618 |
0.9490 |
|
HIGH |
0.9470 |
|
0.618 |
0.9458 |
|
0.500 |
0.9454 |
|
0.382 |
0.9450 |
|
LOW |
0.9438 |
|
0.618 |
0.9418 |
|
1.000 |
0.9406 |
|
1.618 |
0.9386 |
|
2.618 |
0.9354 |
|
4.250 |
0.9302 |
|
|
| Fisher Pivots for day following 08-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9457 |
0.9483 |
| PP |
0.9456 |
0.9475 |
| S1 |
0.9454 |
0.9467 |
|