CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 22-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
0.9450 |
0.9426 |
-0.0024 |
-0.3% |
0.9512 |
High |
0.9450 |
0.9426 |
-0.0024 |
-0.3% |
0.9514 |
Low |
0.9427 |
0.9405 |
-0.0022 |
-0.2% |
0.9405 |
Close |
0.9427 |
0.9425 |
-0.0002 |
0.0% |
0.9425 |
Range |
0.0023 |
0.0021 |
-0.0002 |
-8.7% |
0.0109 |
ATR |
0.0029 |
0.0028 |
0.0000 |
-1.6% |
0.0000 |
Volume |
15 |
11 |
-4 |
-26.7% |
51 |
|
Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9482 |
0.9474 |
0.9437 |
|
R3 |
0.9461 |
0.9453 |
0.9431 |
|
R2 |
0.9440 |
0.9440 |
0.9429 |
|
R1 |
0.9432 |
0.9432 |
0.9427 |
0.9426 |
PP |
0.9419 |
0.9419 |
0.9419 |
0.9415 |
S1 |
0.9411 |
0.9411 |
0.9423 |
0.9405 |
S2 |
0.9398 |
0.9398 |
0.9421 |
|
S3 |
0.9377 |
0.9390 |
0.9419 |
|
S4 |
0.9356 |
0.9369 |
0.9413 |
|
|
Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9775 |
0.9709 |
0.9485 |
|
R3 |
0.9666 |
0.9600 |
0.9455 |
|
R2 |
0.9557 |
0.9557 |
0.9445 |
|
R1 |
0.9491 |
0.9491 |
0.9435 |
0.9470 |
PP |
0.9448 |
0.9448 |
0.9448 |
0.9437 |
S1 |
0.9382 |
0.9382 |
0.9415 |
0.9361 |
S2 |
0.9339 |
0.9339 |
0.9405 |
|
S3 |
0.9230 |
0.9273 |
0.9395 |
|
S4 |
0.9121 |
0.9164 |
0.9365 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9515 |
2.618 |
0.9481 |
1.618 |
0.9460 |
1.000 |
0.9447 |
0.618 |
0.9439 |
HIGH |
0.9426 |
0.618 |
0.9418 |
0.500 |
0.9416 |
0.382 |
0.9413 |
LOW |
0.9405 |
0.618 |
0.9392 |
1.000 |
0.9384 |
1.618 |
0.9371 |
2.618 |
0.9350 |
4.250 |
0.9316 |
|
|
Fisher Pivots for day following 22-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9422 |
0.9453 |
PP |
0.9419 |
0.9443 |
S1 |
0.9416 |
0.9434 |
|