CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 04-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9574 |
0.9585 |
0.0011 |
0.1% |
0.9556 |
| High |
0.9594 |
0.9607 |
0.0013 |
0.1% |
0.9594 |
| Low |
0.9554 |
0.9578 |
0.0024 |
0.3% |
0.9514 |
| Close |
0.9578 |
0.9585 |
0.0007 |
0.1% |
0.9578 |
| Range |
0.0040 |
0.0029 |
-0.0011 |
-27.5% |
0.0080 |
| ATR |
0.0049 |
0.0047 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
56,944 |
31,097 |
-25,847 |
-45.4% |
251,775 |
|
| Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9677 |
0.9660 |
0.9601 |
|
| R3 |
0.9648 |
0.9631 |
0.9593 |
|
| R2 |
0.9619 |
0.9619 |
0.9590 |
|
| R1 |
0.9602 |
0.9602 |
0.9588 |
0.9600 |
| PP |
0.9590 |
0.9590 |
0.9590 |
0.9589 |
| S1 |
0.9573 |
0.9573 |
0.9582 |
0.9571 |
| S2 |
0.9561 |
0.9561 |
0.9580 |
|
| S3 |
0.9532 |
0.9544 |
0.9577 |
|
| S4 |
0.9503 |
0.9515 |
0.9569 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9802 |
0.9770 |
0.9622 |
|
| R3 |
0.9722 |
0.9690 |
0.9600 |
|
| R2 |
0.9642 |
0.9642 |
0.9593 |
|
| R1 |
0.9610 |
0.9610 |
0.9585 |
0.9626 |
| PP |
0.9562 |
0.9562 |
0.9562 |
0.9570 |
| S1 |
0.9530 |
0.9530 |
0.9571 |
0.9546 |
| S2 |
0.9482 |
0.9482 |
0.9563 |
|
| S3 |
0.9402 |
0.9450 |
0.9556 |
|
| S4 |
0.9322 |
0.9370 |
0.9534 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9607 |
0.9514 |
0.0093 |
1.0% |
0.0046 |
0.5% |
76% |
True |
False |
50,439 |
| 10 |
0.9728 |
0.9514 |
0.0214 |
2.2% |
0.0052 |
0.5% |
33% |
False |
False |
52,384 |
| 20 |
0.9728 |
0.9514 |
0.0214 |
2.2% |
0.0049 |
0.5% |
33% |
False |
False |
46,992 |
| 40 |
0.9799 |
0.9514 |
0.0285 |
3.0% |
0.0047 |
0.5% |
25% |
False |
False |
46,061 |
| 60 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0048 |
0.5% |
41% |
False |
False |
31,560 |
| 80 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0050 |
0.5% |
41% |
False |
False |
23,790 |
| 100 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0053 |
0.5% |
45% |
False |
False |
19,112 |
| 120 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0056 |
0.6% |
45% |
False |
False |
15,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9730 |
|
2.618 |
0.9683 |
|
1.618 |
0.9654 |
|
1.000 |
0.9636 |
|
0.618 |
0.9625 |
|
HIGH |
0.9607 |
|
0.618 |
0.9596 |
|
0.500 |
0.9593 |
|
0.382 |
0.9589 |
|
LOW |
0.9578 |
|
0.618 |
0.9560 |
|
1.000 |
0.9549 |
|
1.618 |
0.9531 |
|
2.618 |
0.9502 |
|
4.250 |
0.9455 |
|
|
| Fisher Pivots for day following 04-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9593 |
0.9578 |
| PP |
0.9590 |
0.9571 |
| S1 |
0.9588 |
0.9564 |
|