CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 11-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9604 |
0.9601 |
-0.0003 |
0.0% |
0.9692 |
| High |
0.9625 |
0.9657 |
0.0032 |
0.3% |
0.9695 |
| Low |
0.9581 |
0.9588 |
0.0007 |
0.1% |
0.9581 |
| Close |
0.9603 |
0.9654 |
0.0051 |
0.5% |
0.9654 |
| Range |
0.0044 |
0.0069 |
0.0025 |
56.8% |
0.0114 |
| ATR |
0.0047 |
0.0049 |
0.0002 |
3.2% |
0.0000 |
| Volume |
44,405 |
51,166 |
6,761 |
15.2% |
238,155 |
|
| Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9840 |
0.9816 |
0.9692 |
|
| R3 |
0.9771 |
0.9747 |
0.9673 |
|
| R2 |
0.9702 |
0.9702 |
0.9667 |
|
| R1 |
0.9678 |
0.9678 |
0.9660 |
0.9690 |
| PP |
0.9633 |
0.9633 |
0.9633 |
0.9639 |
| S1 |
0.9609 |
0.9609 |
0.9648 |
0.9621 |
| S2 |
0.9564 |
0.9564 |
0.9641 |
|
| S3 |
0.9495 |
0.9540 |
0.9635 |
|
| S4 |
0.9426 |
0.9471 |
0.9616 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9985 |
0.9934 |
0.9717 |
|
| R3 |
0.9871 |
0.9820 |
0.9685 |
|
| R2 |
0.9757 |
0.9757 |
0.9675 |
|
| R1 |
0.9706 |
0.9706 |
0.9664 |
0.9675 |
| PP |
0.9643 |
0.9643 |
0.9643 |
0.9628 |
| S1 |
0.9592 |
0.9592 |
0.9644 |
0.9561 |
| S2 |
0.9529 |
0.9529 |
0.9633 |
|
| S3 |
0.9415 |
0.9478 |
0.9623 |
|
| S4 |
0.9301 |
0.9364 |
0.9591 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9695 |
0.9581 |
0.0114 |
1.2% |
0.0052 |
0.5% |
64% |
False |
False |
47,631 |
| 10 |
0.9725 |
0.9581 |
0.0144 |
1.5% |
0.0046 |
0.5% |
51% |
False |
False |
46,509 |
| 20 |
0.9799 |
0.9581 |
0.0218 |
2.3% |
0.0049 |
0.5% |
33% |
False |
False |
48,088 |
| 40 |
0.9799 |
0.9437 |
0.0362 |
3.7% |
0.0050 |
0.5% |
60% |
False |
False |
28,812 |
| 60 |
0.9799 |
0.9437 |
0.0362 |
3.7% |
0.0050 |
0.5% |
60% |
False |
False |
19,390 |
| 80 |
0.9799 |
0.9390 |
0.0409 |
4.2% |
0.0054 |
0.6% |
65% |
False |
False |
14,637 |
| 100 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0057 |
0.6% |
61% |
False |
False |
11,758 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0055 |
0.6% |
49% |
False |
False |
9,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9950 |
|
2.618 |
0.9838 |
|
1.618 |
0.9769 |
|
1.000 |
0.9726 |
|
0.618 |
0.9700 |
|
HIGH |
0.9657 |
|
0.618 |
0.9631 |
|
0.500 |
0.9623 |
|
0.382 |
0.9614 |
|
LOW |
0.9588 |
|
0.618 |
0.9545 |
|
1.000 |
0.9519 |
|
1.618 |
0.9476 |
|
2.618 |
0.9407 |
|
4.250 |
0.9295 |
|
|
| Fisher Pivots for day following 11-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9644 |
0.9642 |
| PP |
0.9633 |
0.9631 |
| S1 |
0.9623 |
0.9619 |
|