CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 13-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9542 |
0.9523 |
-0.0019 |
-0.2% |
0.9585 |
| High |
0.9548 |
0.9560 |
0.0012 |
0.1% |
0.9607 |
| Low |
0.9508 |
0.9519 |
0.0011 |
0.1% |
0.9510 |
| Close |
0.9524 |
0.9547 |
0.0023 |
0.2% |
0.9525 |
| Range |
0.0040 |
0.0041 |
0.0001 |
2.5% |
0.0097 |
| ATR |
0.0046 |
0.0045 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
45,022 |
38,023 |
-6,999 |
-15.5% |
213,889 |
|
| Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9665 |
0.9647 |
0.9570 |
|
| R3 |
0.9624 |
0.9606 |
0.9558 |
|
| R2 |
0.9583 |
0.9583 |
0.9555 |
|
| R1 |
0.9565 |
0.9565 |
0.9551 |
0.9574 |
| PP |
0.9542 |
0.9542 |
0.9542 |
0.9547 |
| S1 |
0.9524 |
0.9524 |
0.9543 |
0.9533 |
| S2 |
0.9501 |
0.9501 |
0.9539 |
|
| S3 |
0.9460 |
0.9483 |
0.9536 |
|
| S4 |
0.9419 |
0.9442 |
0.9524 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9838 |
0.9779 |
0.9578 |
|
| R3 |
0.9741 |
0.9682 |
0.9552 |
|
| R2 |
0.9644 |
0.9644 |
0.9543 |
|
| R1 |
0.9585 |
0.9585 |
0.9534 |
0.9566 |
| PP |
0.9547 |
0.9547 |
0.9547 |
0.9538 |
| S1 |
0.9488 |
0.9488 |
0.9516 |
0.9469 |
| S2 |
0.9450 |
0.9450 |
0.9507 |
|
| S3 |
0.9353 |
0.9391 |
0.9498 |
|
| S4 |
0.9256 |
0.9294 |
0.9472 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9600 |
0.9508 |
0.0092 |
1.0% |
0.0042 |
0.4% |
42% |
False |
False |
43,121 |
| 10 |
0.9607 |
0.9508 |
0.0099 |
1.0% |
0.0044 |
0.5% |
39% |
False |
False |
44,733 |
| 20 |
0.9728 |
0.9508 |
0.0220 |
2.3% |
0.0045 |
0.5% |
18% |
False |
False |
46,414 |
| 40 |
0.9799 |
0.9508 |
0.0291 |
3.0% |
0.0045 |
0.5% |
13% |
False |
False |
45,508 |
| 60 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0048 |
0.5% |
30% |
False |
False |
36,379 |
| 80 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0049 |
0.5% |
30% |
False |
False |
27,431 |
| 100 |
0.9799 |
0.9390 |
0.0409 |
4.3% |
0.0051 |
0.5% |
38% |
False |
False |
22,008 |
| 120 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0054 |
0.6% |
36% |
False |
False |
18,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9734 |
|
2.618 |
0.9667 |
|
1.618 |
0.9626 |
|
1.000 |
0.9601 |
|
0.618 |
0.9585 |
|
HIGH |
0.9560 |
|
0.618 |
0.9544 |
|
0.500 |
0.9540 |
|
0.382 |
0.9535 |
|
LOW |
0.9519 |
|
0.618 |
0.9494 |
|
1.000 |
0.9478 |
|
1.618 |
0.9453 |
|
2.618 |
0.9412 |
|
4.250 |
0.9345 |
|
|
| Fisher Pivots for day following 13-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9545 |
0.9543 |
| PP |
0.9542 |
0.9538 |
| S1 |
0.9540 |
0.9534 |
|