CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 09-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9679 |
0.9628 |
-0.0051 |
-0.5% |
0.9676 |
| High |
0.9685 |
0.9642 |
-0.0043 |
-0.4% |
0.9725 |
| Low |
0.9622 |
0.9592 |
-0.0030 |
-0.3% |
0.9637 |
| Close |
0.9623 |
0.9605 |
-0.0018 |
-0.2% |
0.9693 |
| Range |
0.0063 |
0.0050 |
-0.0013 |
-20.6% |
0.0088 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
0.4% |
0.0000 |
| Volume |
48,283 |
56,676 |
8,393 |
17.4% |
226,943 |
|
| Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9763 |
0.9734 |
0.9633 |
|
| R3 |
0.9713 |
0.9684 |
0.9619 |
|
| R2 |
0.9663 |
0.9663 |
0.9614 |
|
| R1 |
0.9634 |
0.9634 |
0.9610 |
0.9624 |
| PP |
0.9613 |
0.9613 |
0.9613 |
0.9608 |
| S1 |
0.9584 |
0.9584 |
0.9600 |
0.9574 |
| S2 |
0.9563 |
0.9563 |
0.9596 |
|
| S3 |
0.9513 |
0.9534 |
0.9591 |
|
| S4 |
0.9463 |
0.9484 |
0.9578 |
|
|
| 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 |
0.9592 |
0.0109 |
1.1% |
0.0044 |
0.5% |
12% |
False |
True |
44,759 |
| 10 |
0.9725 |
0.9592 |
0.0133 |
1.4% |
0.0042 |
0.4% |
10% |
False |
True |
43,930 |
| 20 |
0.9799 |
0.9592 |
0.0207 |
2.2% |
0.0047 |
0.5% |
6% |
False |
True |
47,044 |
| 40 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0050 |
0.5% |
46% |
False |
False |
26,447 |
| 60 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0050 |
0.5% |
46% |
False |
False |
17,801 |
| 80 |
0.9799 |
0.9390 |
0.0409 |
4.3% |
0.0054 |
0.6% |
53% |
False |
False |
13,448 |
| 100 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0057 |
0.6% |
50% |
False |
False |
10,806 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0054 |
0.6% |
40% |
False |
False |
9,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9855 |
|
2.618 |
0.9773 |
|
1.618 |
0.9723 |
|
1.000 |
0.9692 |
|
0.618 |
0.9673 |
|
HIGH |
0.9642 |
|
0.618 |
0.9623 |
|
0.500 |
0.9617 |
|
0.382 |
0.9611 |
|
LOW |
0.9592 |
|
0.618 |
0.9561 |
|
1.000 |
0.9542 |
|
1.618 |
0.9511 |
|
2.618 |
0.9461 |
|
4.250 |
0.9380 |
|
|
| Fisher Pivots for day following 09-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9617 |
0.9644 |
| PP |
0.9613 |
0.9631 |
| S1 |
0.9609 |
0.9618 |
|