CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9706 |
0.9616 |
-0.0090 |
-0.9% |
0.9635 |
| High |
0.9712 |
0.9634 |
-0.0078 |
-0.8% |
0.9718 |
| Low |
0.9605 |
0.9566 |
-0.0039 |
-0.4% |
0.9609 |
| Close |
0.9609 |
0.9580 |
-0.0029 |
-0.3% |
0.9700 |
| Range |
0.0107 |
0.0068 |
-0.0039 |
-36.4% |
0.0109 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
2.8% |
0.0000 |
| Volume |
91,189 |
56,769 |
-34,420 |
-37.7% |
192,530 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9797 |
0.9757 |
0.9617 |
|
| R3 |
0.9729 |
0.9689 |
0.9599 |
|
| R2 |
0.9661 |
0.9661 |
0.9592 |
|
| R1 |
0.9621 |
0.9621 |
0.9586 |
0.9607 |
| PP |
0.9593 |
0.9593 |
0.9593 |
0.9587 |
| S1 |
0.9553 |
0.9553 |
0.9574 |
0.9539 |
| S2 |
0.9525 |
0.9525 |
0.9568 |
|
| S3 |
0.9457 |
0.9485 |
0.9561 |
|
| S4 |
0.9389 |
0.9417 |
0.9543 |
|
|
| 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 |
0.9566 |
0.0162 |
1.7% |
0.0052 |
0.5% |
9% |
False |
True |
50,138 |
| 10 |
0.9728 |
0.9566 |
0.0162 |
1.7% |
0.0052 |
0.5% |
9% |
False |
True |
46,241 |
| 20 |
0.9728 |
0.9566 |
0.0162 |
1.7% |
0.0047 |
0.5% |
9% |
False |
True |
45,389 |
| 40 |
0.9799 |
0.9445 |
0.0354 |
3.7% |
0.0050 |
0.5% |
38% |
False |
False |
38,798 |
| 60 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0050 |
0.5% |
40% |
False |
False |
26,185 |
| 80 |
0.9799 |
0.9390 |
0.0409 |
4.3% |
0.0051 |
0.5% |
46% |
False |
False |
19,722 |
| 100 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0055 |
0.6% |
44% |
False |
False |
15,850 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0056 |
0.6% |
36% |
False |
False |
13,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9923 |
|
2.618 |
0.9812 |
|
1.618 |
0.9744 |
|
1.000 |
0.9702 |
|
0.618 |
0.9676 |
|
HIGH |
0.9634 |
|
0.618 |
0.9608 |
|
0.500 |
0.9600 |
|
0.382 |
0.9592 |
|
LOW |
0.9566 |
|
0.618 |
0.9524 |
|
1.000 |
0.9498 |
|
1.618 |
0.9456 |
|
2.618 |
0.9388 |
|
4.250 |
0.9277 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9600 |
0.9647 |
| PP |
0.9593 |
0.9625 |
| S1 |
0.9587 |
0.9602 |
|