CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 14-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9523 |
0.9557 |
0.0034 |
0.4% |
0.9585 |
| High |
0.9560 |
0.9570 |
0.0010 |
0.1% |
0.9607 |
| Low |
0.9519 |
0.9491 |
-0.0028 |
-0.3% |
0.9510 |
| Close |
0.9547 |
0.9531 |
-0.0016 |
-0.2% |
0.9525 |
| Range |
0.0041 |
0.0079 |
0.0038 |
92.7% |
0.0097 |
| ATR |
0.0045 |
0.0048 |
0.0002 |
5.3% |
0.0000 |
| Volume |
38,023 |
62,977 |
24,954 |
65.6% |
213,889 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9768 |
0.9728 |
0.9574 |
|
| R3 |
0.9689 |
0.9649 |
0.9553 |
|
| R2 |
0.9610 |
0.9610 |
0.9545 |
|
| R1 |
0.9570 |
0.9570 |
0.9538 |
0.9551 |
| PP |
0.9531 |
0.9531 |
0.9531 |
0.9521 |
| S1 |
0.9491 |
0.9491 |
0.9524 |
0.9472 |
| S2 |
0.9452 |
0.9452 |
0.9517 |
|
| S3 |
0.9373 |
0.9412 |
0.9509 |
|
| S4 |
0.9294 |
0.9333 |
0.9488 |
|
|
| 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 |
0.9570 |
0.9491 |
0.0079 |
0.8% |
0.0047 |
0.5% |
51% |
True |
True |
45,959 |
| 10 |
0.9607 |
0.9491 |
0.0116 |
1.2% |
0.0044 |
0.5% |
34% |
False |
True |
44,372 |
| 20 |
0.9728 |
0.9491 |
0.0237 |
2.5% |
0.0047 |
0.5% |
17% |
False |
True |
46,722 |
| 40 |
0.9728 |
0.9491 |
0.0237 |
2.5% |
0.0045 |
0.5% |
17% |
False |
True |
45,130 |
| 60 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0048 |
0.5% |
26% |
False |
False |
37,414 |
| 80 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0049 |
0.5% |
26% |
False |
False |
28,208 |
| 100 |
0.9799 |
0.9390 |
0.0409 |
4.3% |
0.0051 |
0.5% |
34% |
False |
False |
22,629 |
| 120 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0054 |
0.6% |
33% |
False |
False |
18,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9906 |
|
2.618 |
0.9777 |
|
1.618 |
0.9698 |
|
1.000 |
0.9649 |
|
0.618 |
0.9619 |
|
HIGH |
0.9570 |
|
0.618 |
0.9540 |
|
0.500 |
0.9531 |
|
0.382 |
0.9521 |
|
LOW |
0.9491 |
|
0.618 |
0.9442 |
|
1.000 |
0.9412 |
|
1.618 |
0.9363 |
|
2.618 |
0.9284 |
|
4.250 |
0.9155 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9531 |
0.9531 |
| PP |
0.9531 |
0.9531 |
| S1 |
0.9531 |
0.9531 |
|