CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 05-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9585 |
0.9583 |
-0.0002 |
0.0% |
0.9556 |
| High |
0.9607 |
0.9589 |
-0.0018 |
-0.2% |
0.9594 |
| Low |
0.9578 |
0.9546 |
-0.0032 |
-0.3% |
0.9514 |
| Close |
0.9585 |
0.9548 |
-0.0037 |
-0.4% |
0.9578 |
| Range |
0.0029 |
0.0043 |
0.0014 |
48.3% |
0.0080 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
31,097 |
39,186 |
8,089 |
26.0% |
251,775 |
|
| Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9690 |
0.9662 |
0.9572 |
|
| R3 |
0.9647 |
0.9619 |
0.9560 |
|
| R2 |
0.9604 |
0.9604 |
0.9556 |
|
| R1 |
0.9576 |
0.9576 |
0.9552 |
0.9569 |
| PP |
0.9561 |
0.9561 |
0.9561 |
0.9557 |
| S1 |
0.9533 |
0.9533 |
0.9544 |
0.9526 |
| S2 |
0.9518 |
0.9518 |
0.9540 |
|
| S3 |
0.9475 |
0.9490 |
0.9536 |
|
| S4 |
0.9432 |
0.9447 |
0.9524 |
|
|
| 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 |
0.9607 |
0.9514 |
0.0093 |
1.0% |
0.0047 |
0.5% |
37% |
False |
False |
49,042 |
| 10 |
0.9712 |
0.9514 |
0.0198 |
2.1% |
0.0052 |
0.5% |
17% |
False |
False |
51,520 |
| 20 |
0.9728 |
0.9514 |
0.0214 |
2.2% |
0.0048 |
0.5% |
16% |
False |
False |
46,537 |
| 40 |
0.9799 |
0.9514 |
0.0285 |
3.0% |
0.0047 |
0.5% |
12% |
False |
False |
46,358 |
| 60 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0049 |
0.5% |
31% |
False |
False |
32,204 |
| 80 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0050 |
0.5% |
31% |
False |
False |
24,279 |
| 100 |
0.9801 |
0.9390 |
0.0411 |
4.3% |
0.0053 |
0.6% |
38% |
False |
False |
19,500 |
| 120 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0056 |
0.6% |
37% |
False |
False |
16,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9772 |
|
2.618 |
0.9702 |
|
1.618 |
0.9659 |
|
1.000 |
0.9632 |
|
0.618 |
0.9616 |
|
HIGH |
0.9589 |
|
0.618 |
0.9573 |
|
0.500 |
0.9568 |
|
0.382 |
0.9562 |
|
LOW |
0.9546 |
|
0.618 |
0.9519 |
|
1.000 |
0.9503 |
|
1.618 |
0.9476 |
|
2.618 |
0.9433 |
|
4.250 |
0.9363 |
|
|
| Fisher Pivots for day following 05-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9568 |
0.9577 |
| PP |
0.9561 |
0.9567 |
| S1 |
0.9555 |
0.9558 |
|