CME Canadian Dollar Future December 2013
Trading Metrics calculated at close of trading on 03-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
0.9661 |
0.9661 |
0.0000 |
0.0% |
0.9685 |
High |
0.9668 |
0.9679 |
0.0011 |
0.1% |
0.9723 |
Low |
0.9637 |
0.9654 |
0.0017 |
0.2% |
0.9651 |
Close |
0.9661 |
0.9670 |
0.0009 |
0.1% |
0.9689 |
Range |
0.0031 |
0.0025 |
-0.0006 |
-19.4% |
0.0072 |
ATR |
0.0049 |
0.0047 |
-0.0002 |
-3.5% |
0.0000 |
Volume |
49,425 |
41,822 |
-7,603 |
-15.4% |
194,724 |
|
Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9743 |
0.9731 |
0.9684 |
|
R3 |
0.9718 |
0.9706 |
0.9677 |
|
R2 |
0.9693 |
0.9693 |
0.9675 |
|
R1 |
0.9681 |
0.9681 |
0.9672 |
0.9687 |
PP |
0.9668 |
0.9668 |
0.9668 |
0.9671 |
S1 |
0.9656 |
0.9656 |
0.9668 |
0.9662 |
S2 |
0.9643 |
0.9643 |
0.9665 |
|
S3 |
0.9618 |
0.9631 |
0.9663 |
|
S4 |
0.9593 |
0.9606 |
0.9656 |
|
|
Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9904 |
0.9868 |
0.9729 |
|
R3 |
0.9832 |
0.9796 |
0.9709 |
|
R2 |
0.9760 |
0.9760 |
0.9702 |
|
R1 |
0.9724 |
0.9724 |
0.9696 |
0.9742 |
PP |
0.9688 |
0.9688 |
0.9688 |
0.9697 |
S1 |
0.9652 |
0.9652 |
0.9682 |
0.9670 |
S2 |
0.9616 |
0.9616 |
0.9676 |
|
S3 |
0.9544 |
0.9580 |
0.9669 |
|
S4 |
0.9472 |
0.9508 |
0.9649 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9725 |
0.9637 |
0.0088 |
0.9% |
0.0037 |
0.4% |
38% |
False |
False |
43,799 |
10 |
0.9725 |
0.9637 |
0.0088 |
0.9% |
0.0038 |
0.4% |
38% |
False |
False |
43,266 |
20 |
0.9799 |
0.9494 |
0.0305 |
3.2% |
0.0050 |
0.5% |
58% |
False |
False |
42,474 |
40 |
0.9799 |
0.9437 |
0.0362 |
3.7% |
0.0051 |
0.5% |
64% |
False |
False |
22,010 |
60 |
0.9799 |
0.9437 |
0.0362 |
3.7% |
0.0051 |
0.5% |
64% |
False |
False |
14,786 |
80 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0054 |
0.6% |
65% |
False |
False |
11,184 |
100 |
0.9844 |
0.9390 |
0.0454 |
4.7% |
0.0057 |
0.6% |
62% |
False |
False |
8,992 |
120 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0053 |
0.6% |
52% |
False |
False |
7,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9785 |
2.618 |
0.9744 |
1.618 |
0.9719 |
1.000 |
0.9704 |
0.618 |
0.9694 |
HIGH |
0.9679 |
0.618 |
0.9669 |
0.500 |
0.9667 |
0.382 |
0.9664 |
LOW |
0.9654 |
0.618 |
0.9639 |
1.000 |
0.9629 |
1.618 |
0.9614 |
2.618 |
0.9589 |
4.250 |
0.9548 |
|
|
Fisher Pivots for day following 03-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9669 |
0.9670 |
PP |
0.9668 |
0.9670 |
S1 |
0.9667 |
0.9670 |
|