CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 12-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9530 |
0.9542 |
0.0012 |
0.1% |
0.9585 |
| High |
0.9547 |
0.9548 |
0.0001 |
0.0% |
0.9607 |
| Low |
0.9527 |
0.9508 |
-0.0019 |
-0.2% |
0.9510 |
| Close |
0.9534 |
0.9524 |
-0.0010 |
-0.1% |
0.9525 |
| Range |
0.0020 |
0.0040 |
0.0020 |
100.0% |
0.0097 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
26,870 |
45,022 |
18,152 |
67.6% |
213,889 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9647 |
0.9625 |
0.9546 |
|
| R3 |
0.9607 |
0.9585 |
0.9535 |
|
| R2 |
0.9567 |
0.9567 |
0.9531 |
|
| R1 |
0.9545 |
0.9545 |
0.9528 |
0.9536 |
| PP |
0.9527 |
0.9527 |
0.9527 |
0.9522 |
| S1 |
0.9505 |
0.9505 |
0.9520 |
0.9496 |
| S2 |
0.9487 |
0.9487 |
0.9517 |
|
| S3 |
0.9447 |
0.9465 |
0.9513 |
|
| S4 |
0.9407 |
0.9425 |
0.9502 |
|
|
| 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 |
0.9508 |
0.0092 |
1.0% |
0.0042 |
0.4% |
17% |
False |
True |
43,099 |
| 10 |
0.9607 |
0.9508 |
0.0099 |
1.0% |
0.0045 |
0.5% |
16% |
False |
True |
46,070 |
| 20 |
0.9728 |
0.9508 |
0.0220 |
2.3% |
0.0046 |
0.5% |
7% |
False |
True |
46,633 |
| 40 |
0.9799 |
0.9508 |
0.0291 |
3.1% |
0.0047 |
0.5% |
5% |
False |
True |
46,295 |
| 60 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0048 |
0.5% |
24% |
False |
False |
35,751 |
| 80 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0049 |
0.5% |
24% |
False |
False |
26,959 |
| 100 |
0.9799 |
0.9390 |
0.0409 |
4.3% |
0.0051 |
0.5% |
33% |
False |
False |
21,639 |
| 120 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0054 |
0.6% |
31% |
False |
False |
18,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9718 |
|
2.618 |
0.9653 |
|
1.618 |
0.9613 |
|
1.000 |
0.9588 |
|
0.618 |
0.9573 |
|
HIGH |
0.9548 |
|
0.618 |
0.9533 |
|
0.500 |
0.9528 |
|
0.382 |
0.9523 |
|
LOW |
0.9508 |
|
0.618 |
0.9483 |
|
1.000 |
0.9468 |
|
1.618 |
0.9443 |
|
2.618 |
0.9403 |
|
4.250 |
0.9338 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9528 |
0.9536 |
| PP |
0.9527 |
0.9532 |
| S1 |
0.9525 |
0.9528 |
|