CME Canadian Dollar Future December 2013
Trading Metrics calculated at close of trading on 22-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
0.9703 |
0.9691 |
-0.0012 |
-0.1% |
0.9635 |
High |
0.9705 |
0.9728 |
0.0023 |
0.2% |
0.9718 |
Low |
0.9690 |
0.9686 |
-0.0004 |
0.0% |
0.9609 |
Close |
0.9697 |
0.9707 |
0.0010 |
0.1% |
0.9700 |
Range |
0.0015 |
0.0042 |
0.0027 |
180.0% |
0.0109 |
ATR |
0.0045 |
0.0045 |
0.0000 |
-0.4% |
0.0000 |
Volume |
22,942 |
47,821 |
24,879 |
108.4% |
192,530 |
|
Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9833 |
0.9812 |
0.9730 |
|
R3 |
0.9791 |
0.9770 |
0.9719 |
|
R2 |
0.9749 |
0.9749 |
0.9715 |
|
R1 |
0.9728 |
0.9728 |
0.9711 |
0.9739 |
PP |
0.9707 |
0.9707 |
0.9707 |
0.9712 |
S1 |
0.9686 |
0.9686 |
0.9703 |
0.9697 |
S2 |
0.9665 |
0.9665 |
0.9699 |
|
S3 |
0.9623 |
0.9644 |
0.9695 |
|
S4 |
0.9581 |
0.9602 |
0.9684 |
|
|
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 |
0.9728 |
0.9614 |
0.0114 |
1.2% |
0.0038 |
0.4% |
82% |
True |
False |
40,391 |
10 |
0.9728 |
0.9581 |
0.0147 |
1.5% |
0.0043 |
0.4% |
86% |
True |
False |
41,554 |
20 |
0.9728 |
0.9581 |
0.0147 |
1.5% |
0.0042 |
0.4% |
86% |
True |
False |
42,030 |
40 |
0.9799 |
0.9445 |
0.0354 |
3.6% |
0.0048 |
0.5% |
74% |
False |
False |
35,178 |
60 |
0.9799 |
0.9437 |
0.0362 |
3.7% |
0.0050 |
0.5% |
75% |
False |
False |
23,730 |
80 |
0.9799 |
0.9390 |
0.0409 |
4.2% |
0.0050 |
0.5% |
78% |
False |
False |
17,877 |
100 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0055 |
0.6% |
73% |
False |
False |
14,373 |
120 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0055 |
0.6% |
59% |
False |
False |
12,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9907 |
2.618 |
0.9838 |
1.618 |
0.9796 |
1.000 |
0.9770 |
0.618 |
0.9754 |
HIGH |
0.9728 |
0.618 |
0.9712 |
0.500 |
0.9707 |
0.382 |
0.9702 |
LOW |
0.9686 |
0.618 |
0.9660 |
1.000 |
0.9644 |
1.618 |
0.9618 |
2.618 |
0.9576 |
4.250 |
0.9508 |
|
|
Fisher Pivots for day following 22-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9707 |
0.9707 |
PP |
0.9707 |
0.9707 |
S1 |
0.9707 |
0.9707 |
|