CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 08-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9584 |
0.9555 |
-0.0029 |
-0.3% |
0.9585 |
| High |
0.9600 |
0.9564 |
-0.0036 |
-0.4% |
0.9607 |
| Low |
0.9547 |
0.9510 |
-0.0037 |
-0.4% |
0.9510 |
| Close |
0.9564 |
0.9525 |
-0.0039 |
-0.4% |
0.9525 |
| Range |
0.0053 |
0.0054 |
0.0001 |
1.9% |
0.0097 |
| ATR |
0.0047 |
0.0048 |
0.0000 |
1.0% |
0.0000 |
| Volume |
48,787 |
56,905 |
8,118 |
16.6% |
213,889 |
|
| Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9695 |
0.9664 |
0.9555 |
|
| R3 |
0.9641 |
0.9610 |
0.9540 |
|
| R2 |
0.9587 |
0.9587 |
0.9535 |
|
| R1 |
0.9556 |
0.9556 |
0.9530 |
0.9545 |
| PP |
0.9533 |
0.9533 |
0.9533 |
0.9527 |
| S1 |
0.9502 |
0.9502 |
0.9520 |
0.9491 |
| S2 |
0.9479 |
0.9479 |
0.9515 |
|
| S3 |
0.9425 |
0.9448 |
0.9510 |
|
| S4 |
0.9371 |
0.9394 |
0.9495 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9838 |
0.9779 |
0.9578 |
|
| R3 |
0.9741 |
0.9682 |
0.9552 |
|
| R2 |
0.9644 |
0.9644 |
0.9543 |
|
| R1 |
0.9585 |
0.9585 |
0.9534 |
0.9566 |
| PP |
0.9547 |
0.9547 |
0.9547 |
0.9538 |
| S1 |
0.9488 |
0.9488 |
0.9516 |
0.9469 |
| S2 |
0.9450 |
0.9450 |
0.9507 |
|
| S3 |
0.9353 |
0.9391 |
0.9498 |
|
| S4 |
0.9256 |
0.9294 |
0.9472 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9607 |
0.9510 |
0.0097 |
1.0% |
0.0045 |
0.5% |
15% |
False |
True |
42,777 |
| 10 |
0.9607 |
0.9510 |
0.0097 |
1.0% |
0.0045 |
0.5% |
15% |
False |
True |
46,566 |
| 20 |
0.9728 |
0.9510 |
0.0218 |
2.3% |
0.0047 |
0.5% |
7% |
False |
True |
46,105 |
| 40 |
0.9799 |
0.9510 |
0.0289 |
3.0% |
0.0048 |
0.5% |
5% |
False |
True |
47,097 |
| 60 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0049 |
0.5% |
24% |
False |
False |
34,576 |
| 80 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0049 |
0.5% |
24% |
False |
False |
26,069 |
| 100 |
0.9799 |
0.9390 |
0.0409 |
4.3% |
0.0052 |
0.5% |
33% |
False |
False |
20,931 |
| 120 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0055 |
0.6% |
31% |
False |
False |
17,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9794 |
|
2.618 |
0.9705 |
|
1.618 |
0.9651 |
|
1.000 |
0.9618 |
|
0.618 |
0.9597 |
|
HIGH |
0.9564 |
|
0.618 |
0.9543 |
|
0.500 |
0.9537 |
|
0.382 |
0.9531 |
|
LOW |
0.9510 |
|
0.618 |
0.9477 |
|
1.000 |
0.9456 |
|
1.618 |
0.9423 |
|
2.618 |
0.9369 |
|
4.250 |
0.9281 |
|
|
| Fisher Pivots for day following 08-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9537 |
0.9555 |
| PP |
0.9533 |
0.9545 |
| S1 |
0.9529 |
0.9535 |
|