CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9561 |
0.9501 |
-0.0060 |
-0.6% |
0.9576 |
| High |
0.9562 |
0.9504 |
-0.0058 |
-0.6% |
0.9596 |
| Low |
0.9493 |
0.9452 |
-0.0041 |
-0.4% |
0.9452 |
| Close |
0.9494 |
0.9491 |
-0.0003 |
0.0% |
0.9491 |
| Range |
0.0069 |
0.0052 |
-0.0017 |
-24.6% |
0.0144 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.5% |
0.0000 |
| Volume |
67,045 |
62,381 |
-4,664 |
-7.0% |
268,532 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9638 |
0.9617 |
0.9520 |
|
| R3 |
0.9586 |
0.9565 |
0.9505 |
|
| R2 |
0.9534 |
0.9534 |
0.9501 |
|
| R1 |
0.9513 |
0.9513 |
0.9496 |
0.9498 |
| PP |
0.9482 |
0.9482 |
0.9482 |
0.9475 |
| S1 |
0.9461 |
0.9461 |
0.9486 |
0.9446 |
| S2 |
0.9430 |
0.9430 |
0.9481 |
|
| S3 |
0.9378 |
0.9409 |
0.9477 |
|
| S4 |
0.9326 |
0.9357 |
0.9462 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9945 |
0.9862 |
0.9570 |
|
| R3 |
0.9801 |
0.9718 |
0.9531 |
|
| R2 |
0.9657 |
0.9657 |
0.9517 |
|
| R1 |
0.9574 |
0.9574 |
0.9504 |
0.9544 |
| PP |
0.9513 |
0.9513 |
0.9513 |
0.9498 |
| S1 |
0.9430 |
0.9430 |
0.9478 |
0.9400 |
| S2 |
0.9369 |
0.9369 |
0.9465 |
|
| S3 |
0.9225 |
0.9286 |
0.9451 |
|
| S4 |
0.9081 |
0.9142 |
0.9412 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9596 |
0.9452 |
0.0144 |
1.5% |
0.0051 |
0.5% |
27% |
False |
True |
53,706 |
| 10 |
0.9596 |
0.9452 |
0.0144 |
1.5% |
0.0048 |
0.5% |
27% |
False |
True |
48,046 |
| 20 |
0.9607 |
0.9452 |
0.0155 |
1.6% |
0.0046 |
0.5% |
25% |
False |
True |
47,306 |
| 40 |
0.9728 |
0.9452 |
0.0276 |
2.9% |
0.0047 |
0.5% |
14% |
False |
True |
46,691 |
| 60 |
0.9799 |
0.9445 |
0.0354 |
3.7% |
0.0049 |
0.5% |
13% |
False |
False |
42,372 |
| 80 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0049 |
0.5% |
15% |
False |
False |
32,025 |
| 100 |
0.9799 |
0.9390 |
0.0409 |
4.3% |
0.0050 |
0.5% |
25% |
False |
False |
25,688 |
| 120 |
0.9822 |
0.9390 |
0.0432 |
4.6% |
0.0053 |
0.6% |
23% |
False |
False |
21,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9725 |
|
2.618 |
0.9640 |
|
1.618 |
0.9588 |
|
1.000 |
0.9556 |
|
0.618 |
0.9536 |
|
HIGH |
0.9504 |
|
0.618 |
0.9484 |
|
0.500 |
0.9478 |
|
0.382 |
0.9472 |
|
LOW |
0.9452 |
|
0.618 |
0.9420 |
|
1.000 |
0.9400 |
|
1.618 |
0.9368 |
|
2.618 |
0.9316 |
|
4.250 |
0.9231 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9487 |
0.9515 |
| PP |
0.9482 |
0.9507 |
| S1 |
0.9478 |
0.9499 |
|