CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 26-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9497 |
0.9486 |
-0.0011 |
-0.1% |
0.9576 |
| High |
0.9497 |
0.9501 |
0.0004 |
0.0% |
0.9596 |
| Low |
0.9443 |
0.9465 |
0.0022 |
0.2% |
0.9452 |
| Close |
0.9468 |
0.9478 |
0.0010 |
0.1% |
0.9491 |
| Range |
0.0054 |
0.0036 |
-0.0018 |
-33.3% |
0.0144 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
49,035 |
49,546 |
511 |
1.0% |
268,532 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9589 |
0.9570 |
0.9498 |
|
| R3 |
0.9553 |
0.9534 |
0.9488 |
|
| R2 |
0.9517 |
0.9517 |
0.9485 |
|
| R1 |
0.9498 |
0.9498 |
0.9481 |
0.9490 |
| PP |
0.9481 |
0.9481 |
0.9481 |
0.9477 |
| S1 |
0.9462 |
0.9462 |
0.9475 |
0.9454 |
| S2 |
0.9445 |
0.9445 |
0.9471 |
|
| S3 |
0.9409 |
0.9426 |
0.9468 |
|
| S4 |
0.9373 |
0.9390 |
0.9458 |
|
|
| 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 |
0.9577 |
0.9443 |
0.0134 |
1.4% |
0.0050 |
0.5% |
26% |
False |
False |
56,112 |
| 10 |
0.9596 |
0.9443 |
0.0153 |
1.6% |
0.0051 |
0.5% |
23% |
False |
False |
50,715 |
| 20 |
0.9607 |
0.9443 |
0.0164 |
1.7% |
0.0048 |
0.5% |
21% |
False |
False |
48,393 |
| 40 |
0.9728 |
0.9443 |
0.0285 |
3.0% |
0.0047 |
0.5% |
12% |
False |
False |
46,748 |
| 60 |
0.9799 |
0.9443 |
0.0356 |
3.8% |
0.0049 |
0.5% |
10% |
False |
False |
43,941 |
| 80 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0049 |
0.5% |
11% |
False |
False |
33,245 |
| 100 |
0.9799 |
0.9437 |
0.0362 |
3.8% |
0.0050 |
0.5% |
11% |
False |
False |
26,661 |
| 120 |
0.9822 |
0.9390 |
0.0432 |
4.6% |
0.0052 |
0.5% |
20% |
False |
False |
22,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9654 |
|
2.618 |
0.9595 |
|
1.618 |
0.9559 |
|
1.000 |
0.9537 |
|
0.618 |
0.9523 |
|
HIGH |
0.9501 |
|
0.618 |
0.9487 |
|
0.500 |
0.9483 |
|
0.382 |
0.9479 |
|
LOW |
0.9465 |
|
0.618 |
0.9443 |
|
1.000 |
0.9429 |
|
1.618 |
0.9407 |
|
2.618 |
0.9371 |
|
4.250 |
0.9312 |
|
|
| Fisher Pivots for day following 26-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9483 |
0.9477 |
| PP |
0.9481 |
0.9475 |
| S1 |
0.9480 |
0.9474 |
|