CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 06-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9362 |
0.9383 |
0.0021 |
0.2% |
0.9411 |
| High |
0.9409 |
0.9413 |
0.0004 |
0.0% |
0.9418 |
| Low |
0.9343 |
0.9336 |
-0.0007 |
-0.1% |
0.9336 |
| Close |
0.9389 |
0.9377 |
-0.0012 |
-0.1% |
0.9377 |
| Range |
0.0066 |
0.0077 |
0.0011 |
16.7% |
0.0082 |
| ATR |
0.0050 |
0.0052 |
0.0002 |
3.8% |
0.0000 |
| Volume |
75,718 |
86,183 |
10,465 |
13.8% |
355,493 |
|
| Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9606 |
0.9569 |
0.9419 |
|
| R3 |
0.9529 |
0.9492 |
0.9398 |
|
| R2 |
0.9452 |
0.9452 |
0.9391 |
|
| R1 |
0.9415 |
0.9415 |
0.9384 |
0.9395 |
| PP |
0.9375 |
0.9375 |
0.9375 |
0.9366 |
| S1 |
0.9338 |
0.9338 |
0.9370 |
0.9318 |
| S2 |
0.9298 |
0.9298 |
0.9363 |
|
| S3 |
0.9221 |
0.9261 |
0.9356 |
|
| S4 |
0.9144 |
0.9184 |
0.9335 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9623 |
0.9582 |
0.9422 |
|
| R3 |
0.9541 |
0.9500 |
0.9400 |
|
| R2 |
0.9459 |
0.9459 |
0.9392 |
|
| R1 |
0.9418 |
0.9418 |
0.9385 |
0.9398 |
| PP |
0.9377 |
0.9377 |
0.9377 |
0.9367 |
| S1 |
0.9336 |
0.9336 |
0.9369 |
0.9316 |
| S2 |
0.9295 |
0.9295 |
0.9362 |
|
| S3 |
0.9213 |
0.9254 |
0.9354 |
|
| S4 |
0.9131 |
0.9172 |
0.9332 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9418 |
0.9336 |
0.0082 |
0.9% |
0.0055 |
0.6% |
50% |
False |
True |
71,098 |
| 10 |
0.9504 |
0.9336 |
0.0168 |
1.8% |
0.0055 |
0.6% |
24% |
False |
True |
63,879 |
| 20 |
0.9596 |
0.9336 |
0.0260 |
2.8% |
0.0051 |
0.5% |
16% |
False |
True |
55,689 |
| 40 |
0.9728 |
0.9336 |
0.0392 |
4.2% |
0.0050 |
0.5% |
10% |
False |
True |
50,753 |
| 60 |
0.9799 |
0.9336 |
0.0463 |
4.9% |
0.0049 |
0.5% |
9% |
False |
True |
49,638 |
| 80 |
0.9799 |
0.9336 |
0.0463 |
4.9% |
0.0050 |
0.5% |
9% |
False |
True |
39,150 |
| 100 |
0.9799 |
0.9336 |
0.0463 |
4.9% |
0.0050 |
0.5% |
9% |
False |
True |
31,425 |
| 120 |
0.9799 |
0.9336 |
0.0463 |
4.9% |
0.0053 |
0.6% |
9% |
False |
True |
26,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9740 |
|
2.618 |
0.9615 |
|
1.618 |
0.9538 |
|
1.000 |
0.9490 |
|
0.618 |
0.9461 |
|
HIGH |
0.9413 |
|
0.618 |
0.9384 |
|
0.500 |
0.9375 |
|
0.382 |
0.9365 |
|
LOW |
0.9336 |
|
0.618 |
0.9288 |
|
1.000 |
0.9259 |
|
1.618 |
0.9211 |
|
2.618 |
0.9134 |
|
4.250 |
0.9009 |
|
|
| Fisher Pivots for day following 06-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9376 |
0.9376 |
| PP |
0.9375 |
0.9375 |
| S1 |
0.9375 |
0.9375 |
|