CME Canadian Dollar Future December 2013
Trading Metrics calculated at close of trading on 11-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
0.9555 |
0.9530 |
-0.0025 |
-0.3% |
0.9585 |
High |
0.9564 |
0.9547 |
-0.0017 |
-0.2% |
0.9607 |
Low |
0.9510 |
0.9527 |
0.0017 |
0.2% |
0.9510 |
Close |
0.9525 |
0.9534 |
0.0009 |
0.1% |
0.9525 |
Range |
0.0054 |
0.0020 |
-0.0034 |
-63.0% |
0.0097 |
ATR |
0.0048 |
0.0046 |
-0.0002 |
-3.9% |
0.0000 |
Volume |
56,905 |
26,870 |
-30,035 |
-52.8% |
213,889 |
|
Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9596 |
0.9585 |
0.9545 |
|
R3 |
0.9576 |
0.9565 |
0.9540 |
|
R2 |
0.9556 |
0.9556 |
0.9538 |
|
R1 |
0.9545 |
0.9545 |
0.9536 |
0.9551 |
PP |
0.9536 |
0.9536 |
0.9536 |
0.9539 |
S1 |
0.9525 |
0.9525 |
0.9532 |
0.9531 |
S2 |
0.9516 |
0.9516 |
0.9530 |
|
S3 |
0.9496 |
0.9505 |
0.9529 |
|
S4 |
0.9476 |
0.9485 |
0.9523 |
|
|
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 |
0.9600 |
0.9510 |
0.0090 |
0.9% |
0.0043 |
0.4% |
27% |
False |
False |
41,932 |
10 |
0.9607 |
0.9510 |
0.0097 |
1.0% |
0.0045 |
0.5% |
25% |
False |
False |
46,185 |
20 |
0.9728 |
0.9510 |
0.0218 |
2.3% |
0.0047 |
0.5% |
11% |
False |
False |
46,154 |
40 |
0.9799 |
0.9510 |
0.0289 |
3.0% |
0.0047 |
0.5% |
8% |
False |
False |
46,453 |
60 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0048 |
0.5% |
27% |
False |
False |
35,015 |
80 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0049 |
0.5% |
27% |
False |
False |
26,402 |
100 |
0.9799 |
0.9390 |
0.0409 |
4.3% |
0.0052 |
0.5% |
35% |
False |
False |
21,197 |
120 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0054 |
0.6% |
33% |
False |
False |
17,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9632 |
2.618 |
0.9599 |
1.618 |
0.9579 |
1.000 |
0.9567 |
0.618 |
0.9559 |
HIGH |
0.9547 |
0.618 |
0.9539 |
0.500 |
0.9537 |
0.382 |
0.9535 |
LOW |
0.9527 |
0.618 |
0.9515 |
1.000 |
0.9507 |
1.618 |
0.9495 |
2.618 |
0.9475 |
4.250 |
0.9442 |
|
|
Fisher Pivots for day following 11-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9537 |
0.9555 |
PP |
0.9536 |
0.9548 |
S1 |
0.9535 |
0.9541 |
|