CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 23-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9691 |
0.9706 |
0.0015 |
0.2% |
0.9635 |
| High |
0.9728 |
0.9712 |
-0.0016 |
-0.2% |
0.9718 |
| Low |
0.9686 |
0.9605 |
-0.0081 |
-0.8% |
0.9609 |
| Close |
0.9707 |
0.9609 |
-0.0098 |
-1.0% |
0.9700 |
| Range |
0.0042 |
0.0107 |
0.0065 |
154.8% |
0.0109 |
| ATR |
0.0045 |
0.0049 |
0.0004 |
10.0% |
0.0000 |
| Volume |
47,821 |
91,189 |
43,368 |
90.7% |
192,530 |
|
| Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9963 |
0.9893 |
0.9668 |
|
| R3 |
0.9856 |
0.9786 |
0.9638 |
|
| R2 |
0.9749 |
0.9749 |
0.9629 |
|
| R1 |
0.9679 |
0.9679 |
0.9619 |
0.9661 |
| PP |
0.9642 |
0.9642 |
0.9642 |
0.9633 |
| S1 |
0.9572 |
0.9572 |
0.9599 |
0.9554 |
| S2 |
0.9535 |
0.9535 |
0.9589 |
|
| S3 |
0.9428 |
0.9465 |
0.9580 |
|
| S4 |
0.9321 |
0.9358 |
0.9550 |
|
|
| 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 |
0.9605 |
0.0123 |
1.3% |
0.0048 |
0.5% |
3% |
False |
True |
50,148 |
| 10 |
0.9728 |
0.9581 |
0.0147 |
1.5% |
0.0049 |
0.5% |
19% |
False |
False |
45,005 |
| 20 |
0.9728 |
0.9581 |
0.0147 |
1.5% |
0.0046 |
0.5% |
19% |
False |
False |
44,467 |
| 40 |
0.9799 |
0.9445 |
0.0354 |
3.7% |
0.0049 |
0.5% |
46% |
False |
False |
37,408 |
| 60 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0051 |
0.5% |
48% |
False |
False |
25,244 |
| 80 |
0.9799 |
0.9390 |
0.0409 |
4.3% |
0.0051 |
0.5% |
54% |
False |
False |
19,013 |
| 100 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0055 |
0.6% |
51% |
False |
False |
15,284 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0055 |
0.6% |
41% |
False |
False |
12,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0167 |
|
2.618 |
0.9992 |
|
1.618 |
0.9885 |
|
1.000 |
0.9819 |
|
0.618 |
0.9778 |
|
HIGH |
0.9712 |
|
0.618 |
0.9671 |
|
0.500 |
0.9659 |
|
0.382 |
0.9646 |
|
LOW |
0.9605 |
|
0.618 |
0.9539 |
|
1.000 |
0.9498 |
|
1.618 |
0.9432 |
|
2.618 |
0.9325 |
|
4.250 |
0.9150 |
|
|
| Fisher Pivots for day following 23-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9659 |
0.9667 |
| PP |
0.9642 |
0.9647 |
| S1 |
0.9626 |
0.9628 |
|