CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 31-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9541 |
0.9533 |
-0.0008 |
-0.1% |
0.9703 |
| High |
0.9565 |
0.9592 |
0.0027 |
0.3% |
0.9728 |
| Low |
0.9514 |
0.9521 |
0.0007 |
0.1% |
0.9546 |
| Close |
0.9532 |
0.9585 |
0.0053 |
0.6% |
0.9555 |
| Range |
0.0051 |
0.0071 |
0.0020 |
39.2% |
0.0182 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
3.5% |
0.0000 |
| Volume |
51,395 |
66,589 |
15,194 |
29.6% |
263,914 |
|
| Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9779 |
0.9753 |
0.9624 |
|
| R3 |
0.9708 |
0.9682 |
0.9605 |
|
| R2 |
0.9637 |
0.9637 |
0.9598 |
|
| R1 |
0.9611 |
0.9611 |
0.9592 |
0.9624 |
| PP |
0.9566 |
0.9566 |
0.9566 |
0.9573 |
| S1 |
0.9540 |
0.9540 |
0.9578 |
0.9553 |
| S2 |
0.9495 |
0.9495 |
0.9572 |
|
| S3 |
0.9424 |
0.9469 |
0.9565 |
|
| S4 |
0.9353 |
0.9398 |
0.9546 |
|
|
| 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 |
0.9593 |
0.9514 |
0.0079 |
0.8% |
0.0046 |
0.5% |
90% |
False |
False |
48,004 |
| 10 |
0.9728 |
0.9514 |
0.0214 |
2.2% |
0.0049 |
0.5% |
33% |
False |
False |
49,071 |
| 20 |
0.9728 |
0.9514 |
0.0214 |
2.2% |
0.0049 |
0.5% |
33% |
False |
False |
46,441 |
| 40 |
0.9799 |
0.9494 |
0.0305 |
3.2% |
0.0050 |
0.5% |
30% |
False |
False |
44,457 |
| 60 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0050 |
0.5% |
41% |
False |
False |
30,154 |
| 80 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0051 |
0.5% |
41% |
False |
False |
22,700 |
| 100 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0053 |
0.6% |
45% |
False |
False |
18,236 |
| 120 |
0.9844 |
0.9390 |
0.0454 |
4.7% |
0.0056 |
0.6% |
43% |
False |
False |
15,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9894 |
|
2.618 |
0.9778 |
|
1.618 |
0.9707 |
|
1.000 |
0.9663 |
|
0.618 |
0.9636 |
|
HIGH |
0.9592 |
|
0.618 |
0.9565 |
|
0.500 |
0.9557 |
|
0.382 |
0.9548 |
|
LOW |
0.9521 |
|
0.618 |
0.9477 |
|
1.000 |
0.9450 |
|
1.618 |
0.9406 |
|
2.618 |
0.9335 |
|
4.250 |
0.9219 |
|
|
| Fisher Pivots for day following 31-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9576 |
0.9574 |
| PP |
0.9566 |
0.9564 |
| S1 |
0.9557 |
0.9553 |
|