CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 10-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9390 |
0.9402 |
0.0012 |
0.1% |
0.9411 |
| High |
0.9408 |
0.9432 |
0.0024 |
0.3% |
0.9418 |
| Low |
0.9371 |
0.9391 |
0.0020 |
0.2% |
0.9336 |
| Close |
0.9397 |
0.9422 |
0.0025 |
0.3% |
0.9377 |
| Range |
0.0037 |
0.0041 |
0.0004 |
10.8% |
0.0082 |
| ATR |
0.0051 |
0.0051 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
57,824 |
57,666 |
-158 |
-0.3% |
355,493 |
|
| Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9538 |
0.9521 |
0.9445 |
|
| R3 |
0.9497 |
0.9480 |
0.9433 |
|
| R2 |
0.9456 |
0.9456 |
0.9430 |
|
| R1 |
0.9439 |
0.9439 |
0.9426 |
0.9448 |
| PP |
0.9415 |
0.9415 |
0.9415 |
0.9419 |
| S1 |
0.9398 |
0.9398 |
0.9418 |
0.9407 |
| S2 |
0.9374 |
0.9374 |
0.9414 |
|
| S3 |
0.9333 |
0.9357 |
0.9411 |
|
| S4 |
0.9292 |
0.9316 |
0.9399 |
|
|
| 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 |
0.9432 |
0.9336 |
0.0096 |
1.0% |
0.0056 |
0.6% |
90% |
True |
False |
71,705 |
| 10 |
0.9501 |
0.9336 |
0.0165 |
1.8% |
0.0052 |
0.5% |
52% |
False |
False |
64,287 |
| 20 |
0.9596 |
0.9336 |
0.0260 |
2.8% |
0.0052 |
0.5% |
33% |
False |
False |
57,275 |
| 40 |
0.9728 |
0.9336 |
0.0392 |
4.2% |
0.0049 |
0.5% |
22% |
False |
False |
51,714 |
| 60 |
0.9799 |
0.9336 |
0.0463 |
4.9% |
0.0049 |
0.5% |
19% |
False |
False |
50,060 |
| 80 |
0.9799 |
0.9336 |
0.0463 |
4.9% |
0.0049 |
0.5% |
19% |
False |
False |
40,580 |
| 100 |
0.9799 |
0.9336 |
0.0463 |
4.9% |
0.0050 |
0.5% |
19% |
False |
False |
32,576 |
| 120 |
0.9799 |
0.9336 |
0.0463 |
4.9% |
0.0052 |
0.5% |
19% |
False |
False |
27,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9606 |
|
2.618 |
0.9539 |
|
1.618 |
0.9498 |
|
1.000 |
0.9473 |
|
0.618 |
0.9457 |
|
HIGH |
0.9432 |
|
0.618 |
0.9416 |
|
0.500 |
0.9412 |
|
0.382 |
0.9407 |
|
LOW |
0.9391 |
|
0.618 |
0.9366 |
|
1.000 |
0.9350 |
|
1.618 |
0.9325 |
|
2.618 |
0.9284 |
|
4.250 |
0.9217 |
|
|
| Fisher Pivots for day following 10-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9419 |
0.9409 |
| PP |
0.9415 |
0.9397 |
| S1 |
0.9412 |
0.9384 |
|