CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 15-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9635 |
0.9646 |
0.0011 |
0.1% |
0.9692 |
| High |
0.9654 |
0.9664 |
0.0010 |
0.1% |
0.9695 |
| Low |
0.9628 |
0.9609 |
-0.0019 |
-0.2% |
0.9581 |
| Close |
0.9645 |
0.9620 |
-0.0025 |
-0.3% |
0.9654 |
| Range |
0.0026 |
0.0055 |
0.0029 |
111.5% |
0.0114 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
1.1% |
0.0000 |
| Volume |
25,884 |
35,452 |
9,568 |
37.0% |
238,155 |
|
| Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9796 |
0.9763 |
0.9650 |
|
| R3 |
0.9741 |
0.9708 |
0.9635 |
|
| R2 |
0.9686 |
0.9686 |
0.9630 |
|
| R1 |
0.9653 |
0.9653 |
0.9625 |
0.9642 |
| PP |
0.9631 |
0.9631 |
0.9631 |
0.9626 |
| S1 |
0.9598 |
0.9598 |
0.9615 |
0.9587 |
| S2 |
0.9576 |
0.9576 |
0.9610 |
|
| S3 |
0.9521 |
0.9543 |
0.9605 |
|
| S4 |
0.9466 |
0.9488 |
0.9590 |
|
|
| 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 |
0.9664 |
0.9581 |
0.0083 |
0.9% |
0.0049 |
0.5% |
47% |
True |
False |
42,716 |
| 10 |
0.9701 |
0.9581 |
0.0120 |
1.2% |
0.0045 |
0.5% |
33% |
False |
False |
43,012 |
| 20 |
0.9799 |
0.9581 |
0.0218 |
2.3% |
0.0048 |
0.5% |
18% |
False |
False |
45,958 |
| 40 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0050 |
0.5% |
51% |
False |
False |
30,310 |
| 60 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0050 |
0.5% |
51% |
False |
False |
20,401 |
| 80 |
0.9799 |
0.9390 |
0.0409 |
4.3% |
0.0052 |
0.5% |
56% |
False |
False |
15,391 |
| 100 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0056 |
0.6% |
53% |
False |
False |
12,367 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0055 |
0.6% |
43% |
False |
False |
10,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9898 |
|
2.618 |
0.9808 |
|
1.618 |
0.9753 |
|
1.000 |
0.9719 |
|
0.618 |
0.9698 |
|
HIGH |
0.9664 |
|
0.618 |
0.9643 |
|
0.500 |
0.9637 |
|
0.382 |
0.9630 |
|
LOW |
0.9609 |
|
0.618 |
0.9575 |
|
1.000 |
0.9554 |
|
1.618 |
0.9520 |
|
2.618 |
0.9465 |
|
4.250 |
0.9375 |
|
|
| Fisher Pivots for day following 15-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9637 |
0.9626 |
| PP |
0.9631 |
0.9624 |
| S1 |
0.9626 |
0.9622 |
|