CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 30-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9561 |
0.9541 |
-0.0020 |
-0.2% |
0.9703 |
| High |
0.9579 |
0.9565 |
-0.0014 |
-0.1% |
0.9728 |
| Low |
0.9538 |
0.9514 |
-0.0024 |
-0.3% |
0.9546 |
| Close |
0.9548 |
0.9532 |
-0.0016 |
-0.2% |
0.9555 |
| Range |
0.0041 |
0.0051 |
0.0010 |
24.4% |
0.0182 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
0.5% |
0.0000 |
| Volume |
46,172 |
51,395 |
5,223 |
11.3% |
263,914 |
|
| Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9690 |
0.9662 |
0.9560 |
|
| R3 |
0.9639 |
0.9611 |
0.9546 |
|
| R2 |
0.9588 |
0.9588 |
0.9541 |
|
| R1 |
0.9560 |
0.9560 |
0.9537 |
0.9549 |
| PP |
0.9537 |
0.9537 |
0.9537 |
0.9531 |
| S1 |
0.9509 |
0.9509 |
0.9527 |
0.9498 |
| S2 |
0.9486 |
0.9486 |
0.9523 |
|
| S3 |
0.9435 |
0.9458 |
0.9518 |
|
| S4 |
0.9384 |
0.9407 |
0.9504 |
|
|
| 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 |
0.9634 |
0.9514 |
0.0120 |
1.3% |
0.0046 |
0.5% |
15% |
False |
True |
46,040 |
| 10 |
0.9728 |
0.9514 |
0.0214 |
2.2% |
0.0047 |
0.5% |
8% |
False |
True |
48,094 |
| 20 |
0.9728 |
0.9514 |
0.0214 |
2.2% |
0.0047 |
0.5% |
8% |
False |
True |
45,202 |
| 40 |
0.9799 |
0.9487 |
0.0312 |
3.3% |
0.0049 |
0.5% |
14% |
False |
False |
42,948 |
| 60 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0050 |
0.5% |
26% |
False |
False |
29,052 |
| 80 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0051 |
0.5% |
26% |
False |
False |
21,868 |
| 100 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0053 |
0.6% |
33% |
False |
False |
17,573 |
| 120 |
0.9865 |
0.9390 |
0.0475 |
5.0% |
0.0056 |
0.6% |
30% |
False |
False |
14,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9782 |
|
2.618 |
0.9699 |
|
1.618 |
0.9648 |
|
1.000 |
0.9616 |
|
0.618 |
0.9597 |
|
HIGH |
0.9565 |
|
0.618 |
0.9546 |
|
0.500 |
0.9540 |
|
0.382 |
0.9533 |
|
LOW |
0.9514 |
|
0.618 |
0.9482 |
|
1.000 |
0.9463 |
|
1.618 |
0.9431 |
|
2.618 |
0.9380 |
|
4.250 |
0.9297 |
|
|
| Fisher Pivots for day following 30-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9540 |
0.9547 |
| PP |
0.9537 |
0.9542 |
| S1 |
0.9535 |
0.9537 |
|