CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 07-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9644 |
0.9672 |
0.0028 |
0.3% |
0.9657 |
| High |
0.9675 |
0.9674 |
-0.0001 |
0.0% |
0.9700 |
| Low |
0.9635 |
0.9642 |
0.0007 |
0.1% |
0.9619 |
| Close |
0.9671 |
0.9662 |
-0.0009 |
-0.1% |
0.9671 |
| Range |
0.0040 |
0.0032 |
-0.0008 |
-20.0% |
0.0081 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
126 |
305 |
179 |
142.1% |
606 |
|
| Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9755 |
0.9741 |
0.9680 |
|
| R3 |
0.9723 |
0.9709 |
0.9671 |
|
| R2 |
0.9691 |
0.9691 |
0.9668 |
|
| R1 |
0.9677 |
0.9677 |
0.9665 |
0.9668 |
| PP |
0.9659 |
0.9659 |
0.9659 |
0.9655 |
| S1 |
0.9645 |
0.9645 |
0.9659 |
0.9636 |
| S2 |
0.9627 |
0.9627 |
0.9656 |
|
| S3 |
0.9595 |
0.9613 |
0.9653 |
|
| S4 |
0.9563 |
0.9581 |
0.9644 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9906 |
0.9870 |
0.9716 |
|
| R3 |
0.9825 |
0.9789 |
0.9693 |
|
| R2 |
0.9744 |
0.9744 |
0.9686 |
|
| R1 |
0.9708 |
0.9708 |
0.9678 |
0.9726 |
| PP |
0.9663 |
0.9663 |
0.9663 |
0.9673 |
| S1 |
0.9627 |
0.9627 |
0.9664 |
0.9645 |
| S2 |
0.9582 |
0.9582 |
0.9656 |
|
| S3 |
0.9501 |
0.9546 |
0.9649 |
|
| S4 |
0.9420 |
0.9465 |
0.9626 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9675 |
0.9619 |
0.0056 |
0.6% |
0.0031 |
0.3% |
77% |
False |
False |
173 |
| 10 |
0.9700 |
0.9619 |
0.0081 |
0.8% |
0.0031 |
0.3% |
53% |
False |
False |
128 |
| 20 |
0.9775 |
0.9593 |
0.0182 |
1.9% |
0.0036 |
0.4% |
38% |
False |
False |
157 |
| 40 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0036 |
0.4% |
68% |
False |
False |
106 |
| 60 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0033 |
0.3% |
68% |
False |
False |
88 |
| 80 |
0.9777 |
0.9360 |
0.0417 |
4.3% |
0.0035 |
0.4% |
72% |
False |
False |
82 |
| 100 |
0.9777 |
0.9360 |
0.0417 |
4.3% |
0.0033 |
0.3% |
72% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9810 |
|
2.618 |
0.9758 |
|
1.618 |
0.9726 |
|
1.000 |
0.9706 |
|
0.618 |
0.9694 |
|
HIGH |
0.9674 |
|
0.618 |
0.9662 |
|
0.500 |
0.9658 |
|
0.382 |
0.9654 |
|
LOW |
0.9642 |
|
0.618 |
0.9622 |
|
1.000 |
0.9610 |
|
1.618 |
0.9590 |
|
2.618 |
0.9558 |
|
4.250 |
0.9506 |
|
|
| Fisher Pivots for day following 07-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9661 |
0.9660 |
| PP |
0.9659 |
0.9657 |
| S1 |
0.9658 |
0.9655 |
|