CME Canadian Dollar Future September 2014
Trading Metrics calculated at close of trading on 29-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
0.9414 |
0.9385 |
-0.0029 |
-0.3% |
0.9417 |
High |
0.9414 |
0.9385 |
-0.0029 |
-0.3% |
0.9421 |
Low |
0.9368 |
0.9343 |
-0.0025 |
-0.3% |
0.9343 |
Close |
0.9368 |
0.9343 |
-0.0025 |
-0.3% |
0.9343 |
Range |
0.0046 |
0.0042 |
-0.0004 |
-8.7% |
0.0078 |
ATR |
0.0029 |
0.0030 |
0.0001 |
3.2% |
0.0000 |
Volume |
3 |
16 |
13 |
433.3% |
113 |
|
Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9483 |
0.9455 |
0.9366 |
|
R3 |
0.9441 |
0.9413 |
0.9355 |
|
R2 |
0.9399 |
0.9399 |
0.9351 |
|
R1 |
0.9371 |
0.9371 |
0.9347 |
0.9364 |
PP |
0.9357 |
0.9357 |
0.9357 |
0.9354 |
S1 |
0.9329 |
0.9329 |
0.9339 |
0.9322 |
S2 |
0.9315 |
0.9315 |
0.9335 |
|
S3 |
0.9273 |
0.9287 |
0.9331 |
|
S4 |
0.9231 |
0.9245 |
0.9320 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9603 |
0.9551 |
0.9386 |
|
R3 |
0.9525 |
0.9473 |
0.9364 |
|
R2 |
0.9447 |
0.9447 |
0.9357 |
|
R1 |
0.9395 |
0.9395 |
0.9350 |
0.9382 |
PP |
0.9369 |
0.9369 |
0.9369 |
0.9363 |
S1 |
0.9317 |
0.9317 |
0.9336 |
0.9304 |
S2 |
0.9291 |
0.9291 |
0.9329 |
|
S3 |
0.9213 |
0.9239 |
0.9322 |
|
S4 |
0.9135 |
0.9161 |
0.9300 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9564 |
2.618 |
0.9495 |
1.618 |
0.9453 |
1.000 |
0.9427 |
0.618 |
0.9411 |
HIGH |
0.9385 |
0.618 |
0.9369 |
0.500 |
0.9364 |
0.382 |
0.9359 |
LOW |
0.9343 |
0.618 |
0.9317 |
1.000 |
0.9301 |
1.618 |
0.9275 |
2.618 |
0.9233 |
4.250 |
0.9165 |
|
|
Fisher Pivots for day following 29-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9364 |
0.9379 |
PP |
0.9357 |
0.9367 |
S1 |
0.9350 |
0.9355 |
|