CME Canadian Dollar Future December 2013
| 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 |
0.9661 |
0.9692 |
0.0031 |
0.3% |
0.9676 |
| High |
0.9701 |
0.9695 |
-0.0006 |
-0.1% |
0.9725 |
| Low |
0.9653 |
0.9659 |
0.0006 |
0.1% |
0.9637 |
| Close |
0.9693 |
0.9683 |
-0.0010 |
-0.1% |
0.9693 |
| Range |
0.0048 |
0.0036 |
-0.0012 |
-25.0% |
0.0088 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
39,391 |
37,625 |
-1,766 |
-4.5% |
226,943 |
|
| Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9787 |
0.9771 |
0.9703 |
|
| R3 |
0.9751 |
0.9735 |
0.9693 |
|
| R2 |
0.9715 |
0.9715 |
0.9690 |
|
| R1 |
0.9699 |
0.9699 |
0.9686 |
0.9689 |
| PP |
0.9679 |
0.9679 |
0.9679 |
0.9674 |
| S1 |
0.9663 |
0.9663 |
0.9680 |
0.9653 |
| S2 |
0.9643 |
0.9643 |
0.9676 |
|
| S3 |
0.9607 |
0.9627 |
0.9673 |
|
| S4 |
0.9571 |
0.9591 |
0.9663 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9949 |
0.9909 |
0.9741 |
|
| R3 |
0.9861 |
0.9821 |
0.9717 |
|
| R2 |
0.9773 |
0.9773 |
0.9709 |
|
| R1 |
0.9733 |
0.9733 |
0.9701 |
0.9753 |
| PP |
0.9685 |
0.9685 |
0.9685 |
0.9695 |
| S1 |
0.9645 |
0.9645 |
0.9685 |
0.9665 |
| S2 |
0.9597 |
0.9597 |
0.9677 |
|
| S3 |
0.9509 |
0.9557 |
0.9669 |
|
| S4 |
0.9421 |
0.9469 |
0.9645 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9702 |
0.9637 |
0.0065 |
0.7% |
0.0037 |
0.4% |
71% |
False |
False |
43,622 |
| 10 |
0.9725 |
0.9637 |
0.0088 |
0.9% |
0.0038 |
0.4% |
52% |
False |
False |
41,399 |
| 20 |
0.9799 |
0.9609 |
0.0190 |
2.0% |
0.0046 |
0.5% |
39% |
False |
False |
45,131 |
| 40 |
0.9799 |
0.9437 |
0.0362 |
3.7% |
0.0048 |
0.5% |
68% |
False |
False |
23,844 |
| 60 |
0.9799 |
0.9437 |
0.0362 |
3.7% |
0.0050 |
0.5% |
68% |
False |
False |
16,056 |
| 80 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0053 |
0.6% |
68% |
False |
False |
12,142 |
| 100 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0057 |
0.6% |
68% |
False |
False |
9,758 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0053 |
0.6% |
55% |
False |
False |
8,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9848 |
|
2.618 |
0.9789 |
|
1.618 |
0.9753 |
|
1.000 |
0.9731 |
|
0.618 |
0.9717 |
|
HIGH |
0.9695 |
|
0.618 |
0.9681 |
|
0.500 |
0.9677 |
|
0.382 |
0.9673 |
|
LOW |
0.9659 |
|
0.618 |
0.9637 |
|
1.000 |
0.9623 |
|
1.618 |
0.9601 |
|
2.618 |
0.9565 |
|
4.250 |
0.9506 |
|
|
| Fisher Pivots for day following 07-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9681 |
0.9681 |
| PP |
0.9679 |
0.9679 |
| S1 |
0.9677 |
0.9677 |
|