CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 29-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2013 |
29-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9556 |
0.9561 |
0.0005 |
0.1% |
0.9703 |
| High |
0.9577 |
0.9579 |
0.0002 |
0.0% |
0.9728 |
| Low |
0.9555 |
0.9538 |
-0.0017 |
-0.2% |
0.9546 |
| Close |
0.9565 |
0.9548 |
-0.0017 |
-0.2% |
0.9555 |
| Range |
0.0022 |
0.0041 |
0.0019 |
86.4% |
0.0182 |
| ATR |
0.0048 |
0.0048 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
30,675 |
46,172 |
15,497 |
50.5% |
263,914 |
|
| Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9678 |
0.9654 |
0.9571 |
|
| R3 |
0.9637 |
0.9613 |
0.9559 |
|
| R2 |
0.9596 |
0.9596 |
0.9556 |
|
| R1 |
0.9572 |
0.9572 |
0.9552 |
0.9564 |
| PP |
0.9555 |
0.9555 |
0.9555 |
0.9551 |
| S1 |
0.9531 |
0.9531 |
0.9544 |
0.9523 |
| S2 |
0.9514 |
0.9514 |
0.9540 |
|
| S3 |
0.9473 |
0.9490 |
0.9537 |
|
| S4 |
0.9432 |
0.9449 |
0.9525 |
|
|
| 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 |
0.9712 |
0.9538 |
0.0174 |
1.8% |
0.0057 |
0.6% |
6% |
False |
True |
53,999 |
| 10 |
0.9728 |
0.9538 |
0.0190 |
2.0% |
0.0048 |
0.5% |
5% |
False |
True |
47,195 |
| 20 |
0.9728 |
0.9538 |
0.0190 |
2.0% |
0.0046 |
0.5% |
5% |
False |
True |
45,104 |
| 40 |
0.9799 |
0.9461 |
0.0338 |
3.5% |
0.0049 |
0.5% |
26% |
False |
False |
41,714 |
| 60 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0050 |
0.5% |
31% |
False |
False |
28,196 |
| 80 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0050 |
0.5% |
31% |
False |
False |
21,228 |
| 100 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0053 |
0.6% |
37% |
False |
False |
17,063 |
| 120 |
0.9880 |
0.9390 |
0.0490 |
5.1% |
0.0056 |
0.6% |
32% |
False |
False |
14,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9753 |
|
2.618 |
0.9686 |
|
1.618 |
0.9645 |
|
1.000 |
0.9620 |
|
0.618 |
0.9604 |
|
HIGH |
0.9579 |
|
0.618 |
0.9563 |
|
0.500 |
0.9559 |
|
0.382 |
0.9554 |
|
LOW |
0.9538 |
|
0.618 |
0.9513 |
|
1.000 |
0.9497 |
|
1.618 |
0.9472 |
|
2.618 |
0.9431 |
|
4.250 |
0.9364 |
|
|
| Fisher Pivots for day following 29-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9559 |
0.9566 |
| PP |
0.9555 |
0.9560 |
| S1 |
0.9552 |
0.9554 |
|