CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 02-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9443 |
0.9411 |
-0.0032 |
-0.3% |
0.9497 |
| High |
0.9467 |
0.9418 |
-0.0049 |
-0.5% |
0.9501 |
| Low |
0.9404 |
0.9382 |
-0.0022 |
-0.2% |
0.9404 |
| Close |
0.9407 |
0.9400 |
-0.0007 |
-0.1% |
0.9407 |
| Range |
0.0063 |
0.0036 |
-0.0027 |
-42.9% |
0.0097 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
65,000 |
58,575 |
-6,425 |
-9.9% |
220,922 |
|
| Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9508 |
0.9490 |
0.9420 |
|
| R3 |
0.9472 |
0.9454 |
0.9410 |
|
| R2 |
0.9436 |
0.9436 |
0.9407 |
|
| R1 |
0.9418 |
0.9418 |
0.9403 |
0.9409 |
| PP |
0.9400 |
0.9400 |
0.9400 |
0.9396 |
| S1 |
0.9382 |
0.9382 |
0.9397 |
0.9373 |
| S2 |
0.9364 |
0.9364 |
0.9393 |
|
| S3 |
0.9328 |
0.9346 |
0.9390 |
|
| S4 |
0.9292 |
0.9310 |
0.9380 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9728 |
0.9665 |
0.9460 |
|
| R3 |
0.9631 |
0.9568 |
0.9434 |
|
| R2 |
0.9534 |
0.9534 |
0.9425 |
|
| R1 |
0.9471 |
0.9471 |
0.9416 |
0.9454 |
| PP |
0.9437 |
0.9437 |
0.9437 |
0.9429 |
| S1 |
0.9374 |
0.9374 |
0.9398 |
0.9357 |
| S2 |
0.9340 |
0.9340 |
0.9389 |
|
| S3 |
0.9243 |
0.9277 |
0.9380 |
|
| S4 |
0.9146 |
0.9180 |
0.9354 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9501 |
0.9382 |
0.0119 |
1.3% |
0.0050 |
0.5% |
15% |
False |
True |
55,899 |
| 10 |
0.9596 |
0.9382 |
0.0214 |
2.3% |
0.0051 |
0.5% |
8% |
False |
True |
54,802 |
| 20 |
0.9607 |
0.9382 |
0.0225 |
2.4% |
0.0048 |
0.5% |
8% |
False |
True |
48,692 |
| 40 |
0.9728 |
0.9382 |
0.0346 |
3.7% |
0.0048 |
0.5% |
5% |
False |
True |
48,005 |
| 60 |
0.9799 |
0.9382 |
0.0417 |
4.4% |
0.0048 |
0.5% |
4% |
False |
True |
46,686 |
| 80 |
0.9799 |
0.9382 |
0.0417 |
4.4% |
0.0049 |
0.5% |
4% |
False |
True |
35,492 |
| 100 |
0.9799 |
0.9382 |
0.0417 |
4.4% |
0.0049 |
0.5% |
4% |
False |
True |
28,466 |
| 120 |
0.9822 |
0.9382 |
0.0440 |
4.7% |
0.0052 |
0.6% |
4% |
False |
True |
23,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9571 |
|
2.618 |
0.9512 |
|
1.618 |
0.9476 |
|
1.000 |
0.9454 |
|
0.618 |
0.9440 |
|
HIGH |
0.9418 |
|
0.618 |
0.9404 |
|
0.500 |
0.9400 |
|
0.382 |
0.9396 |
|
LOW |
0.9382 |
|
0.618 |
0.9360 |
|
1.000 |
0.9346 |
|
1.618 |
0.9324 |
|
2.618 |
0.9288 |
|
4.250 |
0.9229 |
|
|
| Fisher Pivots for day following 02-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9400 |
0.9436 |
| PP |
0.9400 |
0.9424 |
| S1 |
0.9400 |
0.9412 |
|