CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 19-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9512 |
0.9490 |
-0.0022 |
-0.2% |
0.9470 |
| High |
0.9514 |
0.9490 |
-0.0024 |
-0.3% |
0.9497 |
| Low |
0.9512 |
0.9472 |
-0.0040 |
-0.4% |
0.9453 |
| Close |
0.9514 |
0.9472 |
-0.0042 |
-0.4% |
0.9497 |
| Range |
0.0002 |
0.0018 |
0.0016 |
800.0% |
0.0044 |
| ATR |
0.0024 |
0.0026 |
0.0001 |
5.2% |
0.0000 |
| Volume |
18 |
3 |
-15 |
-83.3% |
51 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9532 |
0.9520 |
0.9482 |
|
| R3 |
0.9514 |
0.9502 |
0.9477 |
|
| R2 |
0.9496 |
0.9496 |
0.9475 |
|
| R1 |
0.9484 |
0.9484 |
0.9474 |
0.9481 |
| PP |
0.9478 |
0.9478 |
0.9478 |
0.9477 |
| S1 |
0.9466 |
0.9466 |
0.9470 |
0.9463 |
| S2 |
0.9460 |
0.9460 |
0.9469 |
|
| S3 |
0.9442 |
0.9448 |
0.9467 |
|
| S4 |
0.9424 |
0.9430 |
0.9462 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9614 |
0.9600 |
0.9521 |
|
| R3 |
0.9570 |
0.9556 |
0.9509 |
|
| R2 |
0.9526 |
0.9526 |
0.9505 |
|
| R1 |
0.9512 |
0.9512 |
0.9501 |
0.9519 |
| PP |
0.9482 |
0.9482 |
0.9482 |
0.9486 |
| S1 |
0.9468 |
0.9468 |
0.9493 |
0.9475 |
| S2 |
0.9438 |
0.9438 |
0.9489 |
|
| S3 |
0.9394 |
0.9424 |
0.9485 |
|
| S4 |
0.9350 |
0.9380 |
0.9473 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9567 |
|
2.618 |
0.9537 |
|
1.618 |
0.9519 |
|
1.000 |
0.9508 |
|
0.618 |
0.9501 |
|
HIGH |
0.9490 |
|
0.618 |
0.9483 |
|
0.500 |
0.9481 |
|
0.382 |
0.9479 |
|
LOW |
0.9472 |
|
0.618 |
0.9461 |
|
1.000 |
0.9454 |
|
1.618 |
0.9443 |
|
2.618 |
0.9425 |
|
4.250 |
0.9396 |
|
|
| Fisher Pivots for day following 19-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9481 |
0.9493 |
| PP |
0.9478 |
0.9486 |
| S1 |
0.9475 |
0.9479 |
|