CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 04-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2013 |
04-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9661 |
0.9661 |
0.0000 |
0.0% |
0.9676 |
| High |
0.9679 |
0.9701 |
0.0022 |
0.2% |
0.9725 |
| Low |
0.9654 |
0.9653 |
-0.0001 |
0.0% |
0.9637 |
| Close |
0.9670 |
0.9693 |
0.0023 |
0.2% |
0.9693 |
| Range |
0.0025 |
0.0048 |
0.0023 |
92.0% |
0.0088 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
0.1% |
0.0000 |
| Volume |
41,822 |
39,391 |
-2,431 |
-5.8% |
226,943 |
|
| Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9826 |
0.9808 |
0.9719 |
|
| R3 |
0.9778 |
0.9760 |
0.9706 |
|
| R2 |
0.9730 |
0.9730 |
0.9702 |
|
| R1 |
0.9712 |
0.9712 |
0.9697 |
0.9721 |
| PP |
0.9682 |
0.9682 |
0.9682 |
0.9687 |
| S1 |
0.9664 |
0.9664 |
0.9689 |
0.9673 |
| S2 |
0.9634 |
0.9634 |
0.9684 |
|
| S3 |
0.9586 |
0.9616 |
0.9680 |
|
| S4 |
0.9538 |
0.9568 |
0.9667 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9949 |
0.9909 |
0.9741 |
|
| R3 |
0.9861 |
0.9821 |
0.9717 |
|
| R2 |
0.9773 |
0.9773 |
0.9709 |
|
| R1 |
0.9733 |
0.9733 |
0.9701 |
0.9753 |
| PP |
0.9685 |
0.9685 |
0.9685 |
0.9695 |
| S1 |
0.9645 |
0.9645 |
0.9685 |
0.9665 |
| S2 |
0.9597 |
0.9597 |
0.9677 |
|
| S3 |
0.9509 |
0.9557 |
0.9669 |
|
| S4 |
0.9421 |
0.9469 |
0.9645 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9725 |
0.9637 |
0.0088 |
0.9% |
0.0040 |
0.4% |
64% |
False |
False |
45,388 |
| 10 |
0.9725 |
0.9637 |
0.0088 |
0.9% |
0.0038 |
0.4% |
64% |
False |
False |
42,166 |
| 20 |
0.9799 |
0.9577 |
0.0222 |
2.3% |
0.0047 |
0.5% |
52% |
False |
False |
44,047 |
| 40 |
0.9799 |
0.9437 |
0.0362 |
3.7% |
0.0049 |
0.5% |
71% |
False |
False |
22,978 |
| 60 |
0.9799 |
0.9437 |
0.0362 |
3.7% |
0.0050 |
0.5% |
71% |
False |
False |
15,440 |
| 80 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0054 |
0.6% |
70% |
False |
False |
11,674 |
| 100 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0057 |
0.6% |
70% |
False |
False |
9,385 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0053 |
0.6% |
57% |
False |
False |
7,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9905 |
|
2.618 |
0.9827 |
|
1.618 |
0.9779 |
|
1.000 |
0.9749 |
|
0.618 |
0.9731 |
|
HIGH |
0.9701 |
|
0.618 |
0.9683 |
|
0.500 |
0.9677 |
|
0.382 |
0.9671 |
|
LOW |
0.9653 |
|
0.618 |
0.9623 |
|
1.000 |
0.9605 |
|
1.618 |
0.9575 |
|
2.618 |
0.9527 |
|
4.250 |
0.9449 |
|
|
| Fisher Pivots for day following 04-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9688 |
0.9685 |
| PP |
0.9682 |
0.9677 |
| S1 |
0.9677 |
0.9669 |
|