CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9621 |
0.9669 |
0.0048 |
0.5% |
0.9692 |
| High |
0.9670 |
0.9713 |
0.0043 |
0.4% |
0.9695 |
| Low |
0.9614 |
0.9664 |
0.0050 |
0.5% |
0.9581 |
| Close |
0.9668 |
0.9706 |
0.0038 |
0.4% |
0.9654 |
| Range |
0.0056 |
0.0049 |
-0.0007 |
-12.5% |
0.0114 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.1% |
0.0000 |
| Volume |
42,404 |
56,820 |
14,416 |
34.0% |
238,155 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9841 |
0.9823 |
0.9733 |
|
| R3 |
0.9792 |
0.9774 |
0.9719 |
|
| R2 |
0.9743 |
0.9743 |
0.9715 |
|
| R1 |
0.9725 |
0.9725 |
0.9710 |
0.9734 |
| PP |
0.9694 |
0.9694 |
0.9694 |
0.9699 |
| S1 |
0.9676 |
0.9676 |
0.9702 |
0.9685 |
| S2 |
0.9645 |
0.9645 |
0.9697 |
|
| S3 |
0.9596 |
0.9627 |
0.9693 |
|
| S4 |
0.9547 |
0.9578 |
0.9679 |
|
|
| 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 |
0.9713 |
0.9588 |
0.0125 |
1.3% |
0.0051 |
0.5% |
94% |
True |
False |
42,345 |
| 10 |
0.9713 |
0.9581 |
0.0132 |
1.4% |
0.0050 |
0.5% |
95% |
True |
False |
43,810 |
| 20 |
0.9725 |
0.9581 |
0.0144 |
1.5% |
0.0044 |
0.4% |
87% |
False |
False |
43,538 |
| 40 |
0.9799 |
0.9437 |
0.0362 |
3.7% |
0.0049 |
0.5% |
74% |
False |
False |
32,760 |
| 60 |
0.9799 |
0.9437 |
0.0362 |
3.7% |
0.0050 |
0.5% |
74% |
False |
False |
22,037 |
| 80 |
0.9799 |
0.9390 |
0.0409 |
4.2% |
0.0052 |
0.5% |
77% |
False |
False |
16,606 |
| 100 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0056 |
0.6% |
73% |
False |
False |
13,356 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0055 |
0.6% |
59% |
False |
False |
11,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9921 |
|
2.618 |
0.9841 |
|
1.618 |
0.9792 |
|
1.000 |
0.9762 |
|
0.618 |
0.9743 |
|
HIGH |
0.9713 |
|
0.618 |
0.9694 |
|
0.500 |
0.9689 |
|
0.382 |
0.9683 |
|
LOW |
0.9664 |
|
0.618 |
0.9634 |
|
1.000 |
0.9615 |
|
1.618 |
0.9585 |
|
2.618 |
0.9536 |
|
4.250 |
0.9456 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9700 |
0.9691 |
| PP |
0.9694 |
0.9676 |
| S1 |
0.9689 |
0.9661 |
|