CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 27-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9486 |
0.9480 |
-0.0006 |
-0.1% |
0.9576 |
| High |
0.9501 |
0.9490 |
-0.0011 |
-0.1% |
0.9596 |
| Low |
0.9465 |
0.9427 |
-0.0038 |
-0.4% |
0.9452 |
| Close |
0.9478 |
0.9432 |
-0.0046 |
-0.5% |
0.9491 |
| Range |
0.0036 |
0.0063 |
0.0027 |
75.0% |
0.0144 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
2.2% |
0.0000 |
| Volume |
49,546 |
57,341 |
7,795 |
15.7% |
268,532 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9639 |
0.9598 |
0.9467 |
|
| R3 |
0.9576 |
0.9535 |
0.9449 |
|
| R2 |
0.9513 |
0.9513 |
0.9444 |
|
| R1 |
0.9472 |
0.9472 |
0.9438 |
0.9461 |
| PP |
0.9450 |
0.9450 |
0.9450 |
0.9444 |
| S1 |
0.9409 |
0.9409 |
0.9426 |
0.9398 |
| S2 |
0.9387 |
0.9387 |
0.9420 |
|
| S3 |
0.9324 |
0.9346 |
0.9415 |
|
| S4 |
0.9261 |
0.9283 |
0.9397 |
|
|
| 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 |
0.9562 |
0.9427 |
0.0135 |
1.4% |
0.0055 |
0.6% |
4% |
False |
True |
57,069 |
| 10 |
0.9596 |
0.9427 |
0.0169 |
1.8% |
0.0053 |
0.6% |
3% |
False |
True |
52,647 |
| 20 |
0.9607 |
0.9427 |
0.0180 |
1.9% |
0.0048 |
0.5% |
3% |
False |
True |
48,690 |
| 40 |
0.9728 |
0.9427 |
0.0301 |
3.2% |
0.0048 |
0.5% |
2% |
False |
True |
46,946 |
| 60 |
0.9799 |
0.9427 |
0.0372 |
3.9% |
0.0049 |
0.5% |
1% |
False |
True |
44,862 |
| 80 |
0.9799 |
0.9427 |
0.0372 |
3.9% |
0.0050 |
0.5% |
1% |
False |
True |
33,962 |
| 100 |
0.9799 |
0.9427 |
0.0372 |
3.9% |
0.0050 |
0.5% |
1% |
False |
True |
27,233 |
| 120 |
0.9822 |
0.9390 |
0.0432 |
4.6% |
0.0052 |
0.6% |
10% |
False |
False |
22,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9758 |
|
2.618 |
0.9655 |
|
1.618 |
0.9592 |
|
1.000 |
0.9553 |
|
0.618 |
0.9529 |
|
HIGH |
0.9490 |
|
0.618 |
0.9466 |
|
0.500 |
0.9459 |
|
0.382 |
0.9451 |
|
LOW |
0.9427 |
|
0.618 |
0.9388 |
|
1.000 |
0.9364 |
|
1.618 |
0.9325 |
|
2.618 |
0.9262 |
|
4.250 |
0.9159 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9459 |
0.9464 |
| PP |
0.9450 |
0.9453 |
| S1 |
0.9441 |
0.9443 |
|