CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 01-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9533 |
0.9574 |
0.0041 |
0.4% |
0.9556 |
| High |
0.9592 |
0.9594 |
0.0002 |
0.0% |
0.9594 |
| Low |
0.9521 |
0.9554 |
0.0033 |
0.3% |
0.9514 |
| Close |
0.9585 |
0.9578 |
-0.0007 |
-0.1% |
0.9578 |
| Range |
0.0071 |
0.0040 |
-0.0031 |
-43.7% |
0.0080 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
66,589 |
56,944 |
-9,645 |
-14.5% |
251,775 |
|
| Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9695 |
0.9677 |
0.9600 |
|
| R3 |
0.9655 |
0.9637 |
0.9589 |
|
| R2 |
0.9615 |
0.9615 |
0.9585 |
|
| R1 |
0.9597 |
0.9597 |
0.9582 |
0.9606 |
| PP |
0.9575 |
0.9575 |
0.9575 |
0.9580 |
| S1 |
0.9557 |
0.9557 |
0.9574 |
0.9566 |
| S2 |
0.9535 |
0.9535 |
0.9571 |
|
| S3 |
0.9495 |
0.9517 |
0.9567 |
|
| S4 |
0.9455 |
0.9477 |
0.9556 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9802 |
0.9770 |
0.9622 |
|
| R3 |
0.9722 |
0.9690 |
0.9600 |
|
| R2 |
0.9642 |
0.9642 |
0.9593 |
|
| R1 |
0.9610 |
0.9610 |
0.9585 |
0.9626 |
| PP |
0.9562 |
0.9562 |
0.9562 |
0.9570 |
| S1 |
0.9530 |
0.9530 |
0.9571 |
0.9546 |
| S2 |
0.9482 |
0.9482 |
0.9563 |
|
| S3 |
0.9402 |
0.9450 |
0.9556 |
|
| S4 |
0.9322 |
0.9370 |
0.9534 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9594 |
0.9514 |
0.0080 |
0.8% |
0.0045 |
0.5% |
80% |
True |
False |
50,355 |
| 10 |
0.9728 |
0.9514 |
0.0214 |
2.2% |
0.0050 |
0.5% |
30% |
False |
False |
51,568 |
| 20 |
0.9728 |
0.9514 |
0.0214 |
2.2% |
0.0049 |
0.5% |
30% |
False |
False |
47,318 |
| 40 |
0.9799 |
0.9514 |
0.0285 |
3.0% |
0.0048 |
0.5% |
22% |
False |
False |
45,682 |
| 60 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0049 |
0.5% |
39% |
False |
False |
31,092 |
| 80 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0050 |
0.5% |
39% |
False |
False |
23,410 |
| 100 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0053 |
0.6% |
44% |
False |
False |
18,803 |
| 120 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0056 |
0.6% |
44% |
False |
False |
15,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9764 |
|
2.618 |
0.9699 |
|
1.618 |
0.9659 |
|
1.000 |
0.9634 |
|
0.618 |
0.9619 |
|
HIGH |
0.9594 |
|
0.618 |
0.9579 |
|
0.500 |
0.9574 |
|
0.382 |
0.9569 |
|
LOW |
0.9554 |
|
0.618 |
0.9529 |
|
1.000 |
0.9514 |
|
1.618 |
0.9489 |
|
2.618 |
0.9449 |
|
4.250 |
0.9384 |
|
|
| Fisher Pivots for day following 01-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9577 |
0.9570 |
| PP |
0.9575 |
0.9562 |
| S1 |
0.9574 |
0.9554 |
|