CME Canadian Dollar Future December 2013
Trading Metrics calculated at close of trading on 18-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
0.9669 |
0.9700 |
0.0031 |
0.3% |
0.9635 |
High |
0.9713 |
0.9718 |
0.0005 |
0.1% |
0.9718 |
Low |
0.9664 |
0.9690 |
0.0026 |
0.3% |
0.9609 |
Close |
0.9706 |
0.9700 |
-0.0006 |
-0.1% |
0.9700 |
Range |
0.0049 |
0.0028 |
-0.0021 |
-42.9% |
0.0109 |
ATR |
0.0049 |
0.0047 |
-0.0001 |
-3.0% |
0.0000 |
Volume |
56,820 |
31,970 |
-24,850 |
-43.7% |
192,530 |
|
Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9787 |
0.9771 |
0.9715 |
|
R3 |
0.9759 |
0.9743 |
0.9708 |
|
R2 |
0.9731 |
0.9731 |
0.9705 |
|
R1 |
0.9715 |
0.9715 |
0.9703 |
0.9714 |
PP |
0.9703 |
0.9703 |
0.9703 |
0.9702 |
S1 |
0.9687 |
0.9687 |
0.9697 |
0.9686 |
S2 |
0.9675 |
0.9675 |
0.9695 |
|
S3 |
0.9647 |
0.9659 |
0.9692 |
|
S4 |
0.9619 |
0.9631 |
0.9685 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0003 |
0.9960 |
0.9760 |
|
R3 |
0.9894 |
0.9851 |
0.9730 |
|
R2 |
0.9785 |
0.9785 |
0.9720 |
|
R1 |
0.9742 |
0.9742 |
0.9710 |
0.9764 |
PP |
0.9676 |
0.9676 |
0.9676 |
0.9686 |
S1 |
0.9633 |
0.9633 |
0.9690 |
0.9655 |
S2 |
0.9567 |
0.9567 |
0.9680 |
|
S3 |
0.9458 |
0.9524 |
0.9670 |
|
S4 |
0.9349 |
0.9415 |
0.9640 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9718 |
0.9609 |
0.0109 |
1.1% |
0.0043 |
0.4% |
83% |
True |
False |
38,506 |
10 |
0.9718 |
0.9581 |
0.0137 |
1.4% |
0.0048 |
0.5% |
87% |
True |
False |
43,068 |
20 |
0.9725 |
0.9581 |
0.0144 |
1.5% |
0.0043 |
0.4% |
83% |
False |
False |
42,617 |
40 |
0.9799 |
0.9437 |
0.0362 |
3.7% |
0.0049 |
0.5% |
73% |
False |
False |
33,506 |
60 |
0.9799 |
0.9437 |
0.0362 |
3.7% |
0.0050 |
0.5% |
73% |
False |
False |
22,564 |
80 |
0.9799 |
0.9390 |
0.0409 |
4.2% |
0.0051 |
0.5% |
76% |
False |
False |
17,002 |
100 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0055 |
0.6% |
72% |
False |
False |
13,671 |
120 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0055 |
0.6% |
58% |
False |
False |
11,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9837 |
2.618 |
0.9791 |
1.618 |
0.9763 |
1.000 |
0.9746 |
0.618 |
0.9735 |
HIGH |
0.9718 |
0.618 |
0.9707 |
0.500 |
0.9704 |
0.382 |
0.9701 |
LOW |
0.9690 |
0.618 |
0.9673 |
1.000 |
0.9662 |
1.618 |
0.9645 |
2.618 |
0.9617 |
4.250 |
0.9571 |
|
|
Fisher Pivots for day following 18-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9704 |
0.9689 |
PP |
0.9703 |
0.9677 |
S1 |
0.9701 |
0.9666 |
|