CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 21-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9700 |
0.9703 |
0.0003 |
0.0% |
0.9635 |
| High |
0.9718 |
0.9705 |
-0.0013 |
-0.1% |
0.9718 |
| Low |
0.9690 |
0.9690 |
0.0000 |
0.0% |
0.9609 |
| Close |
0.9700 |
0.9697 |
-0.0003 |
0.0% |
0.9700 |
| Range |
0.0028 |
0.0015 |
-0.0013 |
-46.4% |
0.0109 |
| ATR |
0.0047 |
0.0045 |
-0.0002 |
-4.9% |
0.0000 |
| Volume |
31,970 |
22,942 |
-9,028 |
-28.2% |
192,530 |
|
| Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9742 |
0.9735 |
0.9705 |
|
| R3 |
0.9727 |
0.9720 |
0.9701 |
|
| R2 |
0.9712 |
0.9712 |
0.9700 |
|
| R1 |
0.9705 |
0.9705 |
0.9698 |
0.9701 |
| PP |
0.9697 |
0.9697 |
0.9697 |
0.9696 |
| S1 |
0.9690 |
0.9690 |
0.9696 |
0.9686 |
| S2 |
0.9682 |
0.9682 |
0.9694 |
|
| S3 |
0.9667 |
0.9675 |
0.9693 |
|
| S4 |
0.9652 |
0.9660 |
0.9689 |
|
|
| 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% |
0.0041 |
0.4% |
81% |
False |
False |
37,917 |
| 10 |
0.9718 |
0.9581 |
0.0137 |
1.4% |
0.0046 |
0.5% |
85% |
False |
False |
41,600 |
| 20 |
0.9725 |
0.9581 |
0.0144 |
1.5% |
0.0042 |
0.4% |
81% |
False |
False |
41,499 |
| 40 |
0.9799 |
0.9445 |
0.0354 |
3.7% |
0.0047 |
0.5% |
71% |
False |
False |
34,020 |
| 60 |
0.9799 |
0.9437 |
0.0362 |
3.7% |
0.0049 |
0.5% |
72% |
False |
False |
22,939 |
| 80 |
0.9799 |
0.9390 |
0.0409 |
4.2% |
0.0051 |
0.5% |
75% |
False |
False |
17,283 |
| 100 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0055 |
0.6% |
71% |
False |
False |
13,896 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0055 |
0.6% |
57% |
False |
False |
11,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9769 |
|
2.618 |
0.9744 |
|
1.618 |
0.9729 |
|
1.000 |
0.9720 |
|
0.618 |
0.9714 |
|
HIGH |
0.9705 |
|
0.618 |
0.9699 |
|
0.500 |
0.9698 |
|
0.382 |
0.9696 |
|
LOW |
0.9690 |
|
0.618 |
0.9681 |
|
1.000 |
0.9675 |
|
1.618 |
0.9666 |
|
2.618 |
0.9651 |
|
4.250 |
0.9626 |
|
|
| Fisher Pivots for day following 21-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9698 |
0.9695 |
| PP |
0.9697 |
0.9693 |
| S1 |
0.9697 |
0.9691 |
|