CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 20-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9490 |
0.9499 |
0.0009 |
0.1% |
0.9470 |
| High |
0.9490 |
0.9500 |
0.0010 |
0.1% |
0.9497 |
| Low |
0.9472 |
0.9490 |
0.0018 |
0.2% |
0.9453 |
| Close |
0.9472 |
0.9491 |
0.0019 |
0.2% |
0.9497 |
| Range |
0.0018 |
0.0010 |
-0.0008 |
-44.4% |
0.0044 |
| ATR |
0.0026 |
0.0026 |
0.0000 |
0.7% |
0.0000 |
| Volume |
3 |
4 |
1 |
33.3% |
51 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9524 |
0.9517 |
0.9497 |
|
| R3 |
0.9514 |
0.9507 |
0.9494 |
|
| R2 |
0.9504 |
0.9504 |
0.9493 |
|
| R1 |
0.9497 |
0.9497 |
0.9492 |
0.9496 |
| PP |
0.9494 |
0.9494 |
0.9494 |
0.9493 |
| S1 |
0.9487 |
0.9487 |
0.9490 |
0.9486 |
| S2 |
0.9484 |
0.9484 |
0.9489 |
|
| S3 |
0.9474 |
0.9477 |
0.9488 |
|
| S4 |
0.9464 |
0.9467 |
0.9486 |
|
|
| 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 |
0.9543 |
|
2.618 |
0.9526 |
|
1.618 |
0.9516 |
|
1.000 |
0.9510 |
|
0.618 |
0.9506 |
|
HIGH |
0.9500 |
|
0.618 |
0.9496 |
|
0.500 |
0.9495 |
|
0.382 |
0.9494 |
|
LOW |
0.9490 |
|
0.618 |
0.9484 |
|
1.000 |
0.9480 |
|
1.618 |
0.9474 |
|
2.618 |
0.9464 |
|
4.250 |
0.9448 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9495 |
0.9493 |
| PP |
0.9494 |
0.9492 |
| S1 |
0.9492 |
0.9492 |
|