CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 14-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9601 |
0.9635 |
0.0034 |
0.4% |
0.9692 |
| High |
0.9657 |
0.9654 |
-0.0003 |
0.0% |
0.9695 |
| Low |
0.9588 |
0.9628 |
0.0040 |
0.4% |
0.9581 |
| Close |
0.9654 |
0.9645 |
-0.0009 |
-0.1% |
0.9654 |
| Range |
0.0069 |
0.0026 |
-0.0043 |
-62.3% |
0.0114 |
| ATR |
0.0049 |
0.0047 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
51,166 |
25,884 |
-25,282 |
-49.4% |
238,155 |
|
| Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9720 |
0.9709 |
0.9659 |
|
| R3 |
0.9694 |
0.9683 |
0.9652 |
|
| R2 |
0.9668 |
0.9668 |
0.9650 |
|
| R1 |
0.9657 |
0.9657 |
0.9647 |
0.9663 |
| PP |
0.9642 |
0.9642 |
0.9642 |
0.9645 |
| S1 |
0.9631 |
0.9631 |
0.9643 |
0.9637 |
| S2 |
0.9616 |
0.9616 |
0.9640 |
|
| S3 |
0.9590 |
0.9605 |
0.9638 |
|
| S4 |
0.9564 |
0.9579 |
0.9631 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9985 |
0.9934 |
0.9717 |
|
| R3 |
0.9871 |
0.9820 |
0.9685 |
|
| R2 |
0.9757 |
0.9757 |
0.9675 |
|
| R1 |
0.9706 |
0.9706 |
0.9664 |
0.9675 |
| PP |
0.9643 |
0.9643 |
0.9643 |
0.9628 |
| S1 |
0.9592 |
0.9592 |
0.9644 |
0.9561 |
| S2 |
0.9529 |
0.9529 |
0.9633 |
|
| S3 |
0.9415 |
0.9478 |
0.9623 |
|
| S4 |
0.9301 |
0.9364 |
0.9591 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9685 |
0.9581 |
0.0104 |
1.1% |
0.0050 |
0.5% |
62% |
False |
False |
45,282 |
| 10 |
0.9702 |
0.9581 |
0.0121 |
1.3% |
0.0044 |
0.5% |
53% |
False |
False |
44,452 |
| 20 |
0.9799 |
0.9581 |
0.0218 |
2.3% |
0.0048 |
0.5% |
29% |
False |
False |
46,751 |
| 40 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0049 |
0.5% |
57% |
False |
False |
29,445 |
| 60 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0050 |
0.5% |
57% |
False |
False |
19,817 |
| 80 |
0.9799 |
0.9390 |
0.0409 |
4.2% |
0.0053 |
0.5% |
62% |
False |
False |
14,958 |
| 100 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0056 |
0.6% |
59% |
False |
False |
12,015 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0055 |
0.6% |
48% |
False |
False |
10,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9765 |
|
2.618 |
0.9722 |
|
1.618 |
0.9696 |
|
1.000 |
0.9680 |
|
0.618 |
0.9670 |
|
HIGH |
0.9654 |
|
0.618 |
0.9644 |
|
0.500 |
0.9641 |
|
0.382 |
0.9638 |
|
LOW |
0.9628 |
|
0.618 |
0.9612 |
|
1.000 |
0.9602 |
|
1.618 |
0.9586 |
|
2.618 |
0.9560 |
|
4.250 |
0.9518 |
|
|
| Fisher Pivots for day following 14-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9644 |
0.9636 |
| PP |
0.9642 |
0.9628 |
| S1 |
0.9641 |
0.9619 |
|