CME Canadian Dollar Future March 2014
Trading Metrics calculated at close of trading on 16-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.9371 |
0.9419 |
0.0048 |
0.5% |
0.9371 |
High |
0.9430 |
0.9437 |
0.0007 |
0.1% |
0.9446 |
Low |
0.9351 |
0.9416 |
0.0065 |
0.7% |
0.9349 |
Close |
0.9418 |
0.9425 |
0.0007 |
0.1% |
0.9418 |
Range |
0.0079 |
0.0021 |
-0.0058 |
-73.4% |
0.0097 |
ATR |
0.0052 |
0.0050 |
-0.0002 |
-4.2% |
0.0000 |
Volume |
74,589 |
42,503 |
-32,086 |
-43.0% |
234,437 |
|
Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9489 |
0.9478 |
0.9437 |
|
R3 |
0.9468 |
0.9457 |
0.9431 |
|
R2 |
0.9447 |
0.9447 |
0.9429 |
|
R1 |
0.9436 |
0.9436 |
0.9427 |
0.9442 |
PP |
0.9426 |
0.9426 |
0.9426 |
0.9429 |
S1 |
0.9415 |
0.9415 |
0.9423 |
0.9421 |
S2 |
0.9405 |
0.9405 |
0.9421 |
|
S3 |
0.9384 |
0.9394 |
0.9419 |
|
S4 |
0.9363 |
0.9373 |
0.9413 |
|
|
Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9695 |
0.9654 |
0.9471 |
|
R3 |
0.9598 |
0.9557 |
0.9445 |
|
R2 |
0.9501 |
0.9501 |
0.9436 |
|
R1 |
0.9460 |
0.9460 |
0.9427 |
0.9481 |
PP |
0.9404 |
0.9404 |
0.9404 |
0.9415 |
S1 |
0.9363 |
0.9363 |
0.9409 |
0.9384 |
S2 |
0.9307 |
0.9307 |
0.9400 |
|
S3 |
0.9210 |
0.9266 |
0.9391 |
|
S4 |
0.9113 |
0.9169 |
0.9365 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9446 |
0.9351 |
0.0095 |
1.0% |
0.0052 |
0.5% |
78% |
False |
False |
51,654 |
10 |
0.9446 |
0.9316 |
0.0130 |
1.4% |
0.0053 |
0.6% |
84% |
False |
False |
31,156 |
20 |
0.9573 |
0.9316 |
0.0257 |
2.7% |
0.0051 |
0.5% |
42% |
False |
False |
16,064 |
40 |
0.9700 |
0.9316 |
0.0384 |
4.1% |
0.0046 |
0.5% |
28% |
False |
False |
8,187 |
60 |
0.9700 |
0.9316 |
0.0384 |
4.1% |
0.0043 |
0.5% |
28% |
False |
False |
5,521 |
80 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0043 |
0.5% |
24% |
False |
False |
4,172 |
100 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0040 |
0.4% |
24% |
False |
False |
3,350 |
120 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0039 |
0.4% |
24% |
False |
False |
2,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9526 |
2.618 |
0.9492 |
1.618 |
0.9471 |
1.000 |
0.9458 |
0.618 |
0.9450 |
HIGH |
0.9437 |
0.618 |
0.9429 |
0.500 |
0.9427 |
0.382 |
0.9424 |
LOW |
0.9416 |
0.618 |
0.9403 |
1.000 |
0.9395 |
1.618 |
0.9382 |
2.618 |
0.9361 |
4.250 |
0.9327 |
|
|
Fisher Pivots for day following 16-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9427 |
0.9416 |
PP |
0.9426 |
0.9407 |
S1 |
0.9426 |
0.9399 |
|