CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 10-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9628 |
0.9604 |
-0.0024 |
-0.2% |
0.9676 |
| High |
0.9642 |
0.9625 |
-0.0017 |
-0.2% |
0.9725 |
| Low |
0.9592 |
0.9581 |
-0.0011 |
-0.1% |
0.9637 |
| Close |
0.9605 |
0.9603 |
-0.0002 |
0.0% |
0.9693 |
| Range |
0.0050 |
0.0044 |
-0.0006 |
-12.0% |
0.0088 |
| ATR |
0.0048 |
0.0047 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
56,676 |
44,405 |
-12,271 |
-21.7% |
226,943 |
|
| Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9735 |
0.9713 |
0.9627 |
|
| R3 |
0.9691 |
0.9669 |
0.9615 |
|
| R2 |
0.9647 |
0.9647 |
0.9611 |
|
| R1 |
0.9625 |
0.9625 |
0.9607 |
0.9614 |
| PP |
0.9603 |
0.9603 |
0.9603 |
0.9598 |
| S1 |
0.9581 |
0.9581 |
0.9599 |
0.9570 |
| S2 |
0.9559 |
0.9559 |
0.9595 |
|
| S3 |
0.9515 |
0.9537 |
0.9591 |
|
| S4 |
0.9471 |
0.9493 |
0.9579 |
|
|
| 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 |
0.9701 |
0.9581 |
0.0120 |
1.2% |
0.0048 |
0.5% |
18% |
False |
True |
45,276 |
| 10 |
0.9725 |
0.9581 |
0.0144 |
1.5% |
0.0043 |
0.4% |
15% |
False |
True |
44,537 |
| 20 |
0.9799 |
0.9581 |
0.0218 |
2.3% |
0.0047 |
0.5% |
10% |
False |
True |
47,408 |
| 40 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0050 |
0.5% |
46% |
False |
False |
27,547 |
| 60 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0050 |
0.5% |
46% |
False |
False |
18,539 |
| 80 |
0.9799 |
0.9390 |
0.0409 |
4.3% |
0.0054 |
0.6% |
52% |
False |
False |
13,998 |
| 100 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0057 |
0.6% |
49% |
False |
False |
11,246 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0054 |
0.6% |
40% |
False |
False |
9,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9812 |
|
2.618 |
0.9740 |
|
1.618 |
0.9696 |
|
1.000 |
0.9669 |
|
0.618 |
0.9652 |
|
HIGH |
0.9625 |
|
0.618 |
0.9608 |
|
0.500 |
0.9603 |
|
0.382 |
0.9598 |
|
LOW |
0.9581 |
|
0.618 |
0.9554 |
|
1.000 |
0.9537 |
|
1.618 |
0.9510 |
|
2.618 |
0.9466 |
|
4.250 |
0.9394 |
|
|
| Fisher Pivots for day following 10-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9603 |
0.9633 |
| PP |
0.9603 |
0.9623 |
| S1 |
0.9603 |
0.9613 |
|