CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 05-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9369 |
0.9342 |
-0.0027 |
-0.3% |
0.9475 |
| High |
0.9375 |
0.9387 |
0.0012 |
0.1% |
0.9478 |
| Low |
0.9316 |
0.9323 |
0.0007 |
0.1% |
0.9385 |
| Close |
0.9336 |
0.9368 |
0.0032 |
0.3% |
0.9386 |
| Range |
0.0059 |
0.0064 |
0.0005 |
8.5% |
0.0093 |
| ATR |
0.0046 |
0.0048 |
0.0001 |
2.7% |
0.0000 |
| Volume |
6,906 |
8,616 |
1,710 |
24.8% |
5,693 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9551 |
0.9524 |
0.9403 |
|
| R3 |
0.9487 |
0.9460 |
0.9386 |
|
| R2 |
0.9423 |
0.9423 |
0.9380 |
|
| R1 |
0.9396 |
0.9396 |
0.9374 |
0.9410 |
| PP |
0.9359 |
0.9359 |
0.9359 |
0.9366 |
| S1 |
0.9332 |
0.9332 |
0.9362 |
0.9346 |
| S2 |
0.9295 |
0.9295 |
0.9356 |
|
| S3 |
0.9231 |
0.9268 |
0.9350 |
|
| S4 |
0.9167 |
0.9204 |
0.9333 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9695 |
0.9634 |
0.9437 |
|
| R3 |
0.9602 |
0.9541 |
0.9412 |
|
| R2 |
0.9509 |
0.9509 |
0.9403 |
|
| R1 |
0.9448 |
0.9448 |
0.9395 |
0.9432 |
| PP |
0.9416 |
0.9416 |
0.9416 |
0.9409 |
| S1 |
0.9355 |
0.9355 |
0.9377 |
0.9339 |
| S2 |
0.9323 |
0.9323 |
0.9369 |
|
| S3 |
0.9230 |
0.9262 |
0.9360 |
|
| S4 |
0.9137 |
0.9169 |
0.9335 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9444 |
0.9316 |
0.0128 |
1.4% |
0.0050 |
0.5% |
41% |
False |
False |
4,495 |
| 10 |
0.9540 |
0.9316 |
0.0224 |
2.4% |
0.0052 |
0.6% |
23% |
False |
False |
2,763 |
| 20 |
0.9576 |
0.9316 |
0.0260 |
2.8% |
0.0047 |
0.5% |
20% |
False |
False |
1,558 |
| 40 |
0.9700 |
0.9316 |
0.0384 |
4.1% |
0.0044 |
0.5% |
14% |
False |
False |
925 |
| 60 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0042 |
0.4% |
11% |
False |
False |
667 |
| 80 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0041 |
0.4% |
11% |
False |
False |
518 |
| 100 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0038 |
0.4% |
11% |
False |
False |
427 |
| 120 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0038 |
0.4% |
11% |
False |
False |
367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9659 |
|
2.618 |
0.9555 |
|
1.618 |
0.9491 |
|
1.000 |
0.9451 |
|
0.618 |
0.9427 |
|
HIGH |
0.9387 |
|
0.618 |
0.9363 |
|
0.500 |
0.9355 |
|
0.382 |
0.9347 |
|
LOW |
0.9323 |
|
0.618 |
0.9283 |
|
1.000 |
0.9259 |
|
1.618 |
0.9219 |
|
2.618 |
0.9155 |
|
4.250 |
0.9051 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9364 |
0.9363 |
| PP |
0.9359 |
0.9357 |
| S1 |
0.9355 |
0.9352 |
|