CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 27-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9414 |
0.9414 |
0.0000 |
0.0% |
0.9512 |
| High |
0.9414 |
0.9414 |
0.0000 |
0.0% |
0.9514 |
| Low |
0.9406 |
0.9368 |
-0.0038 |
-0.4% |
0.9405 |
| Close |
0.9413 |
0.9368 |
-0.0045 |
-0.5% |
0.9425 |
| Range |
0.0008 |
0.0046 |
0.0038 |
475.0% |
0.0109 |
| ATR |
0.0028 |
0.0029 |
0.0001 |
4.7% |
0.0000 |
| Volume |
61 |
3 |
-58 |
-95.1% |
51 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9521 |
0.9491 |
0.9393 |
|
| R3 |
0.9475 |
0.9445 |
0.9381 |
|
| R2 |
0.9429 |
0.9429 |
0.9376 |
|
| R1 |
0.9399 |
0.9399 |
0.9372 |
0.9391 |
| PP |
0.9383 |
0.9383 |
0.9383 |
0.9380 |
| S1 |
0.9353 |
0.9353 |
0.9364 |
0.9345 |
| S2 |
0.9337 |
0.9337 |
0.9360 |
|
| S3 |
0.9291 |
0.9307 |
0.9355 |
|
| S4 |
0.9245 |
0.9261 |
0.9343 |
|
|
| 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 |
0.9610 |
|
2.618 |
0.9534 |
|
1.618 |
0.9488 |
|
1.000 |
0.9460 |
|
0.618 |
0.9442 |
|
HIGH |
0.9414 |
|
0.618 |
0.9396 |
|
0.500 |
0.9391 |
|
0.382 |
0.9386 |
|
LOW |
0.9368 |
|
0.618 |
0.9340 |
|
1.000 |
0.9322 |
|
1.618 |
0.9294 |
|
2.618 |
0.9248 |
|
4.250 |
0.9173 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9391 |
0.9395 |
| PP |
0.9383 |
0.9386 |
| S1 |
0.9376 |
0.9377 |
|