CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 25-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9616 |
0.9582 |
-0.0034 |
-0.4% |
0.9703 |
| High |
0.9634 |
0.9593 |
-0.0041 |
-0.4% |
0.9728 |
| Low |
0.9566 |
0.9546 |
-0.0020 |
-0.2% |
0.9546 |
| Close |
0.9580 |
0.9555 |
-0.0025 |
-0.3% |
0.9555 |
| Range |
0.0068 |
0.0047 |
-0.0021 |
-30.9% |
0.0182 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
56,769 |
45,193 |
-11,576 |
-20.4% |
263,914 |
|
| Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9706 |
0.9677 |
0.9581 |
|
| R3 |
0.9659 |
0.9630 |
0.9568 |
|
| R2 |
0.9612 |
0.9612 |
0.9564 |
|
| R1 |
0.9583 |
0.9583 |
0.9559 |
0.9574 |
| PP |
0.9565 |
0.9565 |
0.9565 |
0.9560 |
| S1 |
0.9536 |
0.9536 |
0.9551 |
0.9527 |
| S2 |
0.9518 |
0.9518 |
0.9546 |
|
| S3 |
0.9471 |
0.9489 |
0.9542 |
|
| S4 |
0.9424 |
0.9442 |
0.9529 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0156 |
1.0037 |
0.9655 |
|
| R3 |
0.9974 |
0.9855 |
0.9605 |
|
| R2 |
0.9792 |
0.9792 |
0.9588 |
|
| R1 |
0.9673 |
0.9673 |
0.9572 |
0.9642 |
| PP |
0.9610 |
0.9610 |
0.9610 |
0.9594 |
| S1 |
0.9491 |
0.9491 |
0.9538 |
0.9460 |
| S2 |
0.9428 |
0.9428 |
0.9522 |
|
| S3 |
0.9246 |
0.9309 |
0.9505 |
|
| S4 |
0.9064 |
0.9127 |
0.9455 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9728 |
0.9546 |
0.0182 |
1.9% |
0.0056 |
0.6% |
5% |
False |
True |
52,782 |
| 10 |
0.9728 |
0.9546 |
0.0182 |
1.9% |
0.0049 |
0.5% |
5% |
False |
True |
45,644 |
| 20 |
0.9728 |
0.9546 |
0.0182 |
1.9% |
0.0048 |
0.5% |
5% |
False |
True |
46,077 |
| 40 |
0.9799 |
0.9445 |
0.0354 |
3.7% |
0.0050 |
0.5% |
31% |
False |
False |
39,905 |
| 60 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0050 |
0.5% |
33% |
False |
False |
26,932 |
| 80 |
0.9799 |
0.9390 |
0.0409 |
4.3% |
0.0051 |
0.5% |
40% |
False |
False |
20,284 |
| 100 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0055 |
0.6% |
38% |
False |
False |
16,301 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0056 |
0.6% |
31% |
False |
False |
13,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9793 |
|
2.618 |
0.9716 |
|
1.618 |
0.9669 |
|
1.000 |
0.9640 |
|
0.618 |
0.9622 |
|
HIGH |
0.9593 |
|
0.618 |
0.9575 |
|
0.500 |
0.9570 |
|
0.382 |
0.9564 |
|
LOW |
0.9546 |
|
0.618 |
0.9517 |
|
1.000 |
0.9499 |
|
1.618 |
0.9470 |
|
2.618 |
0.9423 |
|
4.250 |
0.9346 |
|
|
| Fisher Pivots for day following 25-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9570 |
0.9629 |
| PP |
0.9565 |
0.9604 |
| S1 |
0.9560 |
0.9580 |
|