CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 15-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9557 |
0.9550 |
-0.0007 |
-0.1% |
0.9530 |
| High |
0.9570 |
0.9575 |
0.0005 |
0.1% |
0.9575 |
| Low |
0.9491 |
0.9530 |
0.0039 |
0.4% |
0.9491 |
| Close |
0.9531 |
0.9564 |
0.0033 |
0.3% |
0.9564 |
| Range |
0.0079 |
0.0045 |
-0.0034 |
-43.0% |
0.0084 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
62,977 |
39,044 |
-23,933 |
-38.0% |
211,936 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9691 |
0.9673 |
0.9589 |
|
| R3 |
0.9646 |
0.9628 |
0.9576 |
|
| R2 |
0.9601 |
0.9601 |
0.9572 |
|
| R1 |
0.9583 |
0.9583 |
0.9568 |
0.9592 |
| PP |
0.9556 |
0.9556 |
0.9556 |
0.9561 |
| S1 |
0.9538 |
0.9538 |
0.9560 |
0.9547 |
| S2 |
0.9511 |
0.9511 |
0.9556 |
|
| S3 |
0.9466 |
0.9493 |
0.9552 |
|
| S4 |
0.9421 |
0.9448 |
0.9539 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9795 |
0.9764 |
0.9610 |
|
| R3 |
0.9711 |
0.9680 |
0.9587 |
|
| R2 |
0.9627 |
0.9627 |
0.9579 |
|
| R1 |
0.9596 |
0.9596 |
0.9572 |
0.9612 |
| PP |
0.9543 |
0.9543 |
0.9543 |
0.9551 |
| S1 |
0.9512 |
0.9512 |
0.9556 |
0.9528 |
| S2 |
0.9459 |
0.9459 |
0.9549 |
|
| S3 |
0.9375 |
0.9428 |
0.9541 |
|
| S4 |
0.9291 |
0.9344 |
0.9518 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9575 |
0.9491 |
0.0084 |
0.9% |
0.0045 |
0.5% |
87% |
True |
False |
42,387 |
| 10 |
0.9607 |
0.9491 |
0.0116 |
1.2% |
0.0045 |
0.5% |
63% |
False |
False |
42,582 |
| 20 |
0.9728 |
0.9491 |
0.0237 |
2.5% |
0.0048 |
0.5% |
31% |
False |
False |
47,075 |
| 40 |
0.9728 |
0.9491 |
0.0237 |
2.5% |
0.0045 |
0.5% |
31% |
False |
False |
44,846 |
| 60 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0048 |
0.5% |
35% |
False |
False |
38,029 |
| 80 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0049 |
0.5% |
35% |
False |
False |
28,692 |
| 100 |
0.9799 |
0.9390 |
0.0409 |
4.3% |
0.0051 |
0.5% |
43% |
False |
False |
23,017 |
| 120 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0054 |
0.6% |
40% |
False |
False |
19,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9766 |
|
2.618 |
0.9693 |
|
1.618 |
0.9648 |
|
1.000 |
0.9620 |
|
0.618 |
0.9603 |
|
HIGH |
0.9575 |
|
0.618 |
0.9558 |
|
0.500 |
0.9553 |
|
0.382 |
0.9547 |
|
LOW |
0.9530 |
|
0.618 |
0.9502 |
|
1.000 |
0.9485 |
|
1.618 |
0.9457 |
|
2.618 |
0.9412 |
|
4.250 |
0.9339 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9560 |
0.9554 |
| PP |
0.9556 |
0.9543 |
| S1 |
0.9553 |
0.9533 |
|