CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 08-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9692 |
0.9679 |
-0.0013 |
-0.1% |
0.9676 |
| High |
0.9695 |
0.9685 |
-0.0010 |
-0.1% |
0.9725 |
| Low |
0.9659 |
0.9622 |
-0.0037 |
-0.4% |
0.9637 |
| Close |
0.9683 |
0.9623 |
-0.0060 |
-0.6% |
0.9693 |
| Range |
0.0036 |
0.0063 |
0.0027 |
75.0% |
0.0088 |
| ATR |
0.0046 |
0.0048 |
0.0001 |
2.6% |
0.0000 |
| Volume |
37,625 |
48,283 |
10,658 |
28.3% |
226,943 |
|
| Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9832 |
0.9791 |
0.9658 |
|
| R3 |
0.9769 |
0.9728 |
0.9640 |
|
| R2 |
0.9706 |
0.9706 |
0.9635 |
|
| R1 |
0.9665 |
0.9665 |
0.9629 |
0.9654 |
| PP |
0.9643 |
0.9643 |
0.9643 |
0.9638 |
| S1 |
0.9602 |
0.9602 |
0.9617 |
0.9591 |
| S2 |
0.9580 |
0.9580 |
0.9611 |
|
| S3 |
0.9517 |
0.9539 |
0.9606 |
|
| S4 |
0.9454 |
0.9476 |
0.9588 |
|
|
| 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 |
0.9701 |
0.9622 |
0.0079 |
0.8% |
0.0041 |
0.4% |
1% |
False |
True |
43,309 |
| 10 |
0.9725 |
0.9622 |
0.0103 |
1.1% |
0.0040 |
0.4% |
1% |
False |
True |
42,506 |
| 20 |
0.9799 |
0.9622 |
0.0177 |
1.8% |
0.0047 |
0.5% |
1% |
False |
True |
46,178 |
| 40 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0049 |
0.5% |
51% |
False |
False |
25,037 |
| 60 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0051 |
0.5% |
51% |
False |
False |
16,859 |
| 80 |
0.9801 |
0.9390 |
0.0411 |
4.3% |
0.0054 |
0.6% |
57% |
False |
False |
12,741 |
| 100 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0057 |
0.6% |
54% |
False |
False |
10,240 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0054 |
0.6% |
44% |
False |
False |
8,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9953 |
|
2.618 |
0.9850 |
|
1.618 |
0.9787 |
|
1.000 |
0.9748 |
|
0.618 |
0.9724 |
|
HIGH |
0.9685 |
|
0.618 |
0.9661 |
|
0.500 |
0.9654 |
|
0.382 |
0.9646 |
|
LOW |
0.9622 |
|
0.618 |
0.9583 |
|
1.000 |
0.9559 |
|
1.618 |
0.9520 |
|
2.618 |
0.9457 |
|
4.250 |
0.9354 |
|
|
| Fisher Pivots for day following 08-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9654 |
0.9662 |
| PP |
0.9643 |
0.9649 |
| S1 |
0.9633 |
0.9636 |
|