CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 19-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9576 |
0.9580 |
0.0004 |
0.0% |
0.9530 |
| High |
0.9596 |
0.9594 |
-0.0002 |
0.0% |
0.9575 |
| Low |
0.9564 |
0.9530 |
-0.0034 |
-0.4% |
0.9491 |
| Close |
0.9581 |
0.9539 |
-0.0042 |
-0.4% |
0.9564 |
| Range |
0.0032 |
0.0064 |
0.0032 |
100.0% |
0.0084 |
| ATR |
0.0046 |
0.0048 |
0.0001 |
2.7% |
0.0000 |
| Volume |
41,874 |
44,679 |
2,805 |
6.7% |
211,936 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9746 |
0.9707 |
0.9574 |
|
| R3 |
0.9682 |
0.9643 |
0.9557 |
|
| R2 |
0.9618 |
0.9618 |
0.9551 |
|
| R1 |
0.9579 |
0.9579 |
0.9545 |
0.9567 |
| PP |
0.9554 |
0.9554 |
0.9554 |
0.9548 |
| S1 |
0.9515 |
0.9515 |
0.9533 |
0.9503 |
| S2 |
0.9490 |
0.9490 |
0.9527 |
|
| S3 |
0.9426 |
0.9451 |
0.9521 |
|
| S4 |
0.9362 |
0.9387 |
0.9504 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9795 |
0.9764 |
0.9610 |
|
| R3 |
0.9711 |
0.9680 |
0.9587 |
|
| R2 |
0.9627 |
0.9627 |
0.9579 |
|
| R1 |
0.9596 |
0.9596 |
0.9572 |
0.9612 |
| PP |
0.9543 |
0.9543 |
0.9543 |
0.9551 |
| S1 |
0.9512 |
0.9512 |
0.9556 |
0.9528 |
| S2 |
0.9459 |
0.9459 |
0.9549 |
|
| S3 |
0.9375 |
0.9428 |
0.9541 |
|
| S4 |
0.9291 |
0.9344 |
0.9518 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9596 |
0.9491 |
0.0105 |
1.1% |
0.0052 |
0.5% |
46% |
False |
False |
45,319 |
| 10 |
0.9600 |
0.9491 |
0.0109 |
1.1% |
0.0047 |
0.5% |
44% |
False |
False |
44,209 |
| 20 |
0.9712 |
0.9491 |
0.0221 |
2.3% |
0.0050 |
0.5% |
22% |
False |
False |
47,865 |
| 40 |
0.9728 |
0.9491 |
0.0237 |
2.5% |
0.0046 |
0.5% |
20% |
False |
False |
44,947 |
| 60 |
0.9799 |
0.9445 |
0.0354 |
3.7% |
0.0048 |
0.5% |
27% |
False |
False |
39,407 |
| 80 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0050 |
0.5% |
28% |
False |
False |
29,763 |
| 100 |
0.9799 |
0.9390 |
0.0409 |
4.3% |
0.0050 |
0.5% |
36% |
False |
False |
23,874 |
| 120 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0054 |
0.6% |
34% |
False |
False |
19,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9866 |
|
2.618 |
0.9762 |
|
1.618 |
0.9698 |
|
1.000 |
0.9658 |
|
0.618 |
0.9634 |
|
HIGH |
0.9594 |
|
0.618 |
0.9570 |
|
0.500 |
0.9562 |
|
0.382 |
0.9554 |
|
LOW |
0.9530 |
|
0.618 |
0.9490 |
|
1.000 |
0.9466 |
|
1.618 |
0.9426 |
|
2.618 |
0.9362 |
|
4.250 |
0.9258 |
|
|
| Fisher Pivots for day following 19-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9562 |
0.9563 |
| PP |
0.9554 |
0.9555 |
| S1 |
0.9547 |
0.9547 |
|