CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 16-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9646 |
0.9621 |
-0.0025 |
-0.3% |
0.9692 |
| High |
0.9664 |
0.9670 |
0.0006 |
0.1% |
0.9695 |
| Low |
0.9609 |
0.9614 |
0.0005 |
0.1% |
0.9581 |
| Close |
0.9620 |
0.9668 |
0.0048 |
0.5% |
0.9654 |
| Range |
0.0055 |
0.0056 |
0.0001 |
1.8% |
0.0114 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
1.2% |
0.0000 |
| Volume |
35,452 |
42,404 |
6,952 |
19.6% |
238,155 |
|
| Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9819 |
0.9799 |
0.9699 |
|
| R3 |
0.9763 |
0.9743 |
0.9683 |
|
| R2 |
0.9707 |
0.9707 |
0.9678 |
|
| R1 |
0.9687 |
0.9687 |
0.9673 |
0.9697 |
| PP |
0.9651 |
0.9651 |
0.9651 |
0.9656 |
| S1 |
0.9631 |
0.9631 |
0.9663 |
0.9641 |
| S2 |
0.9595 |
0.9595 |
0.9658 |
|
| S3 |
0.9539 |
0.9575 |
0.9653 |
|
| S4 |
0.9483 |
0.9519 |
0.9637 |
|
|
| 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 |
0.9670 |
0.9581 |
0.0089 |
0.9% |
0.0050 |
0.5% |
98% |
True |
False |
39,862 |
| 10 |
0.9701 |
0.9581 |
0.0120 |
1.2% |
0.0047 |
0.5% |
73% |
False |
False |
42,310 |
| 20 |
0.9799 |
0.9581 |
0.0218 |
2.3% |
0.0045 |
0.5% |
40% |
False |
False |
44,601 |
| 40 |
0.9799 |
0.9437 |
0.0362 |
3.7% |
0.0050 |
0.5% |
64% |
False |
False |
31,362 |
| 60 |
0.9799 |
0.9437 |
0.0362 |
3.7% |
0.0050 |
0.5% |
64% |
False |
False |
21,104 |
| 80 |
0.9799 |
0.9390 |
0.0409 |
4.2% |
0.0052 |
0.5% |
68% |
False |
False |
15,906 |
| 100 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0056 |
0.6% |
64% |
False |
False |
12,789 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0055 |
0.6% |
52% |
False |
False |
10,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9908 |
|
2.618 |
0.9817 |
|
1.618 |
0.9761 |
|
1.000 |
0.9726 |
|
0.618 |
0.9705 |
|
HIGH |
0.9670 |
|
0.618 |
0.9649 |
|
0.500 |
0.9642 |
|
0.382 |
0.9635 |
|
LOW |
0.9614 |
|
0.618 |
0.9579 |
|
1.000 |
0.9558 |
|
1.618 |
0.9523 |
|
2.618 |
0.9467 |
|
4.250 |
0.9376 |
|
|
| Fisher Pivots for day following 16-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9659 |
0.9659 |
| PP |
0.9651 |
0.9649 |
| S1 |
0.9642 |
0.9640 |
|