CME Canadian Dollar Future December 2013
Trading Metrics calculated at close of trading on 12-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.9428 |
0.9442 |
0.0014 |
0.1% |
0.9411 |
High |
0.9455 |
0.9467 |
0.0012 |
0.1% |
0.9418 |
Low |
0.9415 |
0.9383 |
-0.0032 |
-0.3% |
0.9336 |
Close |
0.9438 |
0.9398 |
-0.0040 |
-0.4% |
0.9377 |
Range |
0.0040 |
0.0084 |
0.0044 |
110.0% |
0.0082 |
ATR |
0.0050 |
0.0052 |
0.0002 |
4.9% |
0.0000 |
Volume |
86,896 |
105,920 |
19,024 |
21.9% |
355,493 |
|
Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9668 |
0.9617 |
0.9444 |
|
R3 |
0.9584 |
0.9533 |
0.9421 |
|
R2 |
0.9500 |
0.9500 |
0.9413 |
|
R1 |
0.9449 |
0.9449 |
0.9406 |
0.9433 |
PP |
0.9416 |
0.9416 |
0.9416 |
0.9408 |
S1 |
0.9365 |
0.9365 |
0.9390 |
0.9349 |
S2 |
0.9332 |
0.9332 |
0.9383 |
|
S3 |
0.9248 |
0.9281 |
0.9375 |
|
S4 |
0.9164 |
0.9197 |
0.9352 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9623 |
0.9582 |
0.9422 |
|
R3 |
0.9541 |
0.9500 |
0.9400 |
|
R2 |
0.9459 |
0.9459 |
0.9392 |
|
R1 |
0.9418 |
0.9418 |
0.9385 |
0.9398 |
PP |
0.9377 |
0.9377 |
0.9377 |
0.9367 |
S1 |
0.9336 |
0.9336 |
0.9369 |
0.9316 |
S2 |
0.9295 |
0.9295 |
0.9362 |
|
S3 |
0.9213 |
0.9254 |
0.9354 |
|
S4 |
0.9131 |
0.9172 |
0.9332 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9467 |
0.9336 |
0.0131 |
1.4% |
0.0056 |
0.6% |
47% |
True |
False |
78,897 |
10 |
0.9467 |
0.9336 |
0.0131 |
1.4% |
0.0054 |
0.6% |
47% |
True |
False |
72,879 |
20 |
0.9596 |
0.9336 |
0.0260 |
2.8% |
0.0054 |
0.6% |
24% |
False |
False |
62,763 |
40 |
0.9728 |
0.9336 |
0.0392 |
4.2% |
0.0049 |
0.5% |
16% |
False |
False |
54,588 |
60 |
0.9799 |
0.9336 |
0.0463 |
4.9% |
0.0048 |
0.5% |
13% |
False |
False |
51,259 |
80 |
0.9799 |
0.9336 |
0.0463 |
4.9% |
0.0050 |
0.5% |
13% |
False |
False |
42,975 |
100 |
0.9799 |
0.9336 |
0.0463 |
4.9% |
0.0050 |
0.5% |
13% |
False |
False |
34,498 |
120 |
0.9799 |
0.9336 |
0.0463 |
4.9% |
0.0051 |
0.5% |
13% |
False |
False |
28,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9824 |
2.618 |
0.9687 |
1.618 |
0.9603 |
1.000 |
0.9551 |
0.618 |
0.9519 |
HIGH |
0.9467 |
0.618 |
0.9435 |
0.500 |
0.9425 |
0.382 |
0.9415 |
LOW |
0.9383 |
0.618 |
0.9331 |
1.000 |
0.9299 |
1.618 |
0.9247 |
2.618 |
0.9163 |
4.250 |
0.9026 |
|
|
Fisher Pivots for day following 12-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9425 |
0.9425 |
PP |
0.9416 |
0.9416 |
S1 |
0.9407 |
0.9407 |
|