CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 21-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9548 |
0.9561 |
0.0013 |
0.1% |
0.9530 |
| High |
0.9577 |
0.9562 |
-0.0015 |
-0.2% |
0.9575 |
| Low |
0.9539 |
0.9493 |
-0.0046 |
-0.5% |
0.9491 |
| Close |
0.9558 |
0.9494 |
-0.0064 |
-0.7% |
0.9564 |
| Range |
0.0038 |
0.0069 |
0.0031 |
81.6% |
0.0084 |
| ATR |
0.0047 |
0.0049 |
0.0002 |
3.3% |
0.0000 |
| Volume |
52,553 |
67,045 |
14,492 |
27.6% |
211,936 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9723 |
0.9678 |
0.9532 |
|
| R3 |
0.9654 |
0.9609 |
0.9513 |
|
| R2 |
0.9585 |
0.9585 |
0.9507 |
|
| R1 |
0.9540 |
0.9540 |
0.9500 |
0.9528 |
| PP |
0.9516 |
0.9516 |
0.9516 |
0.9511 |
| S1 |
0.9471 |
0.9471 |
0.9488 |
0.9459 |
| S2 |
0.9447 |
0.9447 |
0.9481 |
|
| S3 |
0.9378 |
0.9402 |
0.9475 |
|
| S4 |
0.9309 |
0.9333 |
0.9456 |
|
|
| 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 |
0.9493 |
0.0103 |
1.1% |
0.0050 |
0.5% |
1% |
False |
True |
49,039 |
| 10 |
0.9596 |
0.9491 |
0.0105 |
1.1% |
0.0048 |
0.5% |
3% |
False |
False |
47,499 |
| 20 |
0.9607 |
0.9491 |
0.0116 |
1.2% |
0.0046 |
0.5% |
3% |
False |
False |
46,447 |
| 40 |
0.9728 |
0.9491 |
0.0237 |
2.5% |
0.0047 |
0.5% |
1% |
False |
False |
45,918 |
| 60 |
0.9799 |
0.9445 |
0.0354 |
3.7% |
0.0049 |
0.5% |
14% |
False |
False |
41,347 |
| 80 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0049 |
0.5% |
16% |
False |
False |
31,251 |
| 100 |
0.9799 |
0.9390 |
0.0409 |
4.3% |
0.0050 |
0.5% |
25% |
False |
False |
25,067 |
| 120 |
0.9822 |
0.9390 |
0.0432 |
4.6% |
0.0053 |
0.6% |
24% |
False |
False |
20,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9855 |
|
2.618 |
0.9743 |
|
1.618 |
0.9674 |
|
1.000 |
0.9631 |
|
0.618 |
0.9605 |
|
HIGH |
0.9562 |
|
0.618 |
0.9536 |
|
0.500 |
0.9528 |
|
0.382 |
0.9519 |
|
LOW |
0.9493 |
|
0.618 |
0.9450 |
|
1.000 |
0.9424 |
|
1.618 |
0.9381 |
|
2.618 |
0.9312 |
|
4.250 |
0.9200 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9528 |
0.9544 |
| PP |
0.9516 |
0.9527 |
| S1 |
0.9505 |
0.9511 |
|