CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 25-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9501 |
0.9497 |
-0.0004 |
0.0% |
0.9576 |
| High |
0.9504 |
0.9497 |
-0.0007 |
-0.1% |
0.9596 |
| Low |
0.9452 |
0.9443 |
-0.0009 |
-0.1% |
0.9452 |
| Close |
0.9491 |
0.9468 |
-0.0023 |
-0.2% |
0.9491 |
| Range |
0.0052 |
0.0054 |
0.0002 |
3.8% |
0.0144 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.8% |
0.0000 |
| Volume |
62,381 |
49,035 |
-13,346 |
-21.4% |
268,532 |
|
| Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9631 |
0.9604 |
0.9498 |
|
| R3 |
0.9577 |
0.9550 |
0.9483 |
|
| R2 |
0.9523 |
0.9523 |
0.9478 |
|
| R1 |
0.9496 |
0.9496 |
0.9473 |
0.9483 |
| PP |
0.9469 |
0.9469 |
0.9469 |
0.9463 |
| S1 |
0.9442 |
0.9442 |
0.9463 |
0.9429 |
| S2 |
0.9415 |
0.9415 |
0.9458 |
|
| S3 |
0.9361 |
0.9388 |
0.9453 |
|
| S4 |
0.9307 |
0.9334 |
0.9438 |
|
|
| 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 |
0.9594 |
0.9443 |
0.0151 |
1.6% |
0.0055 |
0.6% |
17% |
False |
True |
55,138 |
| 10 |
0.9596 |
0.9443 |
0.0153 |
1.6% |
0.0051 |
0.5% |
16% |
False |
True |
50,263 |
| 20 |
0.9607 |
0.9443 |
0.0164 |
1.7% |
0.0048 |
0.5% |
15% |
False |
True |
48,224 |
| 40 |
0.9728 |
0.9443 |
0.0285 |
3.0% |
0.0047 |
0.5% |
9% |
False |
True |
46,756 |
| 60 |
0.9799 |
0.9443 |
0.0356 |
3.8% |
0.0049 |
0.5% |
7% |
False |
True |
43,142 |
| 80 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0049 |
0.5% |
9% |
False |
False |
32,635 |
| 100 |
0.9799 |
0.9414 |
0.0385 |
4.1% |
0.0050 |
0.5% |
14% |
False |
False |
26,175 |
| 120 |
0.9822 |
0.9390 |
0.0432 |
4.6% |
0.0053 |
0.6% |
18% |
False |
False |
21,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9727 |
|
2.618 |
0.9638 |
|
1.618 |
0.9584 |
|
1.000 |
0.9551 |
|
0.618 |
0.9530 |
|
HIGH |
0.9497 |
|
0.618 |
0.9476 |
|
0.500 |
0.9470 |
|
0.382 |
0.9464 |
|
LOW |
0.9443 |
|
0.618 |
0.9410 |
|
1.000 |
0.9389 |
|
1.618 |
0.9356 |
|
2.618 |
0.9302 |
|
4.250 |
0.9214 |
|
|
| Fisher Pivots for day following 25-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9470 |
0.9503 |
| PP |
0.9469 |
0.9491 |
| S1 |
0.9469 |
0.9480 |
|