CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9377 |
0.9405 |
0.0028 |
0.3% |
0.9388 |
| High |
0.9411 |
0.9426 |
0.0015 |
0.2% |
0.9396 |
| Low |
0.9371 |
0.9393 |
0.0022 |
0.2% |
0.9316 |
| Close |
0.9401 |
0.9417 |
0.0016 |
0.2% |
0.9356 |
| Range |
0.0040 |
0.0033 |
-0.0007 |
-17.5% |
0.0080 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
15,762 |
49,792 |
34,030 |
215.9% |
35,599 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9511 |
0.9497 |
0.9435 |
|
| R3 |
0.9478 |
0.9464 |
0.9426 |
|
| R2 |
0.9445 |
0.9445 |
0.9423 |
|
| R1 |
0.9431 |
0.9431 |
0.9420 |
0.9438 |
| PP |
0.9412 |
0.9412 |
0.9412 |
0.9416 |
| S1 |
0.9398 |
0.9398 |
0.9414 |
0.9405 |
| S2 |
0.9379 |
0.9379 |
0.9411 |
|
| S3 |
0.9346 |
0.9365 |
0.9408 |
|
| S4 |
0.9313 |
0.9332 |
0.9399 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9596 |
0.9556 |
0.9400 |
|
| R3 |
0.9516 |
0.9476 |
0.9378 |
|
| R2 |
0.9436 |
0.9436 |
0.9371 |
|
| R1 |
0.9396 |
0.9396 |
0.9363 |
0.9376 |
| PP |
0.9356 |
0.9356 |
0.9356 |
0.9346 |
| S1 |
0.9316 |
0.9316 |
0.9349 |
0.9296 |
| S2 |
0.9276 |
0.9276 |
0.9341 |
|
| S3 |
0.9196 |
0.9236 |
0.9334 |
|
| S4 |
0.9116 |
0.9156 |
0.9312 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9426 |
0.9316 |
0.0110 |
1.2% |
0.0050 |
0.5% |
92% |
True |
False |
21,673 |
| 10 |
0.9466 |
0.9316 |
0.0150 |
1.6% |
0.0050 |
0.5% |
67% |
False |
False |
12,317 |
| 20 |
0.9573 |
0.9316 |
0.0257 |
2.7% |
0.0049 |
0.5% |
39% |
False |
False |
6,490 |
| 40 |
0.9700 |
0.9316 |
0.0384 |
4.1% |
0.0044 |
0.5% |
26% |
False |
False |
3,395 |
| 60 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0043 |
0.5% |
22% |
False |
False |
2,319 |
| 80 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0042 |
0.4% |
22% |
False |
False |
1,764 |
| 100 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0039 |
0.4% |
22% |
False |
False |
1,423 |
| 120 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0038 |
0.4% |
22% |
False |
False |
1,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9566 |
|
2.618 |
0.9512 |
|
1.618 |
0.9479 |
|
1.000 |
0.9459 |
|
0.618 |
0.9446 |
|
HIGH |
0.9426 |
|
0.618 |
0.9413 |
|
0.500 |
0.9410 |
|
0.382 |
0.9406 |
|
LOW |
0.9393 |
|
0.618 |
0.9373 |
|
1.000 |
0.9360 |
|
1.618 |
0.9340 |
|
2.618 |
0.9307 |
|
4.250 |
0.9253 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9415 |
0.9407 |
| PP |
0.9412 |
0.9397 |
| S1 |
0.9410 |
0.9388 |
|