CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 28-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9582 |
0.9556 |
-0.0026 |
-0.3% |
0.9703 |
| High |
0.9593 |
0.9577 |
-0.0016 |
-0.2% |
0.9728 |
| Low |
0.9546 |
0.9555 |
0.0009 |
0.1% |
0.9546 |
| Close |
0.9555 |
0.9565 |
0.0010 |
0.1% |
0.9555 |
| Range |
0.0047 |
0.0022 |
-0.0025 |
-53.2% |
0.0182 |
| ATR |
0.0050 |
0.0048 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
45,193 |
30,675 |
-14,518 |
-32.1% |
263,914 |
|
| Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9632 |
0.9620 |
0.9577 |
|
| R3 |
0.9610 |
0.9598 |
0.9571 |
|
| R2 |
0.9588 |
0.9588 |
0.9569 |
|
| R1 |
0.9576 |
0.9576 |
0.9567 |
0.9582 |
| PP |
0.9566 |
0.9566 |
0.9566 |
0.9569 |
| S1 |
0.9554 |
0.9554 |
0.9563 |
0.9560 |
| S2 |
0.9544 |
0.9544 |
0.9561 |
|
| S3 |
0.9522 |
0.9532 |
0.9559 |
|
| S4 |
0.9500 |
0.9510 |
0.9553 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0156 |
1.0037 |
0.9655 |
|
| R3 |
0.9974 |
0.9855 |
0.9605 |
|
| R2 |
0.9792 |
0.9792 |
0.9588 |
|
| R1 |
0.9673 |
0.9673 |
0.9572 |
0.9642 |
| PP |
0.9610 |
0.9610 |
0.9610 |
0.9594 |
| S1 |
0.9491 |
0.9491 |
0.9538 |
0.9460 |
| S2 |
0.9428 |
0.9428 |
0.9522 |
|
| S3 |
0.9246 |
0.9309 |
0.9505 |
|
| S4 |
0.9064 |
0.9127 |
0.9455 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9728 |
0.9546 |
0.0182 |
1.9% |
0.0057 |
0.6% |
10% |
False |
False |
54,329 |
| 10 |
0.9728 |
0.9546 |
0.0182 |
1.9% |
0.0049 |
0.5% |
10% |
False |
False |
46,123 |
| 20 |
0.9728 |
0.9546 |
0.0182 |
1.9% |
0.0046 |
0.5% |
10% |
False |
False |
45,288 |
| 40 |
0.9799 |
0.9445 |
0.0354 |
3.7% |
0.0049 |
0.5% |
34% |
False |
False |
40,602 |
| 60 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0050 |
0.5% |
35% |
False |
False |
27,438 |
| 80 |
0.9799 |
0.9414 |
0.0385 |
4.0% |
0.0050 |
0.5% |
39% |
False |
False |
20,663 |
| 100 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0054 |
0.6% |
41% |
False |
False |
16,607 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0056 |
0.6% |
33% |
False |
False |
13,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9671 |
|
2.618 |
0.9635 |
|
1.618 |
0.9613 |
|
1.000 |
0.9599 |
|
0.618 |
0.9591 |
|
HIGH |
0.9577 |
|
0.618 |
0.9569 |
|
0.500 |
0.9566 |
|
0.382 |
0.9563 |
|
LOW |
0.9555 |
|
0.618 |
0.9541 |
|
1.000 |
0.9533 |
|
1.618 |
0.9519 |
|
2.618 |
0.9497 |
|
4.250 |
0.9462 |
|
|
| Fisher Pivots for day following 28-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9566 |
0.9590 |
| PP |
0.9566 |
0.9582 |
| S1 |
0.9565 |
0.9573 |
|