CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 29-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9480 |
0.9443 |
-0.0037 |
-0.4% |
0.9497 |
| High |
0.9490 |
0.9467 |
-0.0023 |
-0.2% |
0.9501 |
| Low |
0.9427 |
0.9404 |
-0.0023 |
-0.2% |
0.9404 |
| Close |
0.9432 |
0.9407 |
-0.0025 |
-0.3% |
0.9407 |
| Range |
0.0063 |
0.0063 |
0.0000 |
0.0% |
0.0097 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
2.0% |
0.0000 |
| Volume |
57,341 |
65,000 |
7,659 |
13.4% |
220,922 |
|
| Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9615 |
0.9574 |
0.9442 |
|
| R3 |
0.9552 |
0.9511 |
0.9424 |
|
| R2 |
0.9489 |
0.9489 |
0.9419 |
|
| R1 |
0.9448 |
0.9448 |
0.9413 |
0.9437 |
| PP |
0.9426 |
0.9426 |
0.9426 |
0.9421 |
| S1 |
0.9385 |
0.9385 |
0.9401 |
0.9374 |
| S2 |
0.9363 |
0.9363 |
0.9395 |
|
| S3 |
0.9300 |
0.9322 |
0.9390 |
|
| S4 |
0.9237 |
0.9259 |
0.9372 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9728 |
0.9665 |
0.9460 |
|
| R3 |
0.9631 |
0.9568 |
0.9434 |
|
| R2 |
0.9534 |
0.9534 |
0.9425 |
|
| R1 |
0.9471 |
0.9471 |
0.9416 |
0.9454 |
| PP |
0.9437 |
0.9437 |
0.9437 |
0.9429 |
| S1 |
0.9374 |
0.9374 |
0.9398 |
0.9357 |
| S2 |
0.9340 |
0.9340 |
0.9389 |
|
| S3 |
0.9243 |
0.9277 |
0.9380 |
|
| S4 |
0.9146 |
0.9180 |
0.9354 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9504 |
0.9404 |
0.0100 |
1.1% |
0.0054 |
0.6% |
3% |
False |
True |
56,660 |
| 10 |
0.9596 |
0.9404 |
0.0192 |
2.0% |
0.0052 |
0.5% |
2% |
False |
True |
52,849 |
| 20 |
0.9607 |
0.9404 |
0.0203 |
2.2% |
0.0048 |
0.5% |
1% |
False |
True |
48,611 |
| 40 |
0.9728 |
0.9404 |
0.0324 |
3.4% |
0.0049 |
0.5% |
1% |
False |
True |
47,526 |
| 60 |
0.9799 |
0.9404 |
0.0395 |
4.2% |
0.0049 |
0.5% |
1% |
False |
True |
45,842 |
| 80 |
0.9799 |
0.9404 |
0.0395 |
4.2% |
0.0050 |
0.5% |
1% |
False |
True |
34,768 |
| 100 |
0.9799 |
0.9404 |
0.0395 |
4.2% |
0.0050 |
0.5% |
1% |
False |
True |
27,882 |
| 120 |
0.9822 |
0.9390 |
0.0432 |
4.6% |
0.0052 |
0.6% |
4% |
False |
False |
23,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9735 |
|
2.618 |
0.9632 |
|
1.618 |
0.9569 |
|
1.000 |
0.9530 |
|
0.618 |
0.9506 |
|
HIGH |
0.9467 |
|
0.618 |
0.9443 |
|
0.500 |
0.9436 |
|
0.382 |
0.9428 |
|
LOW |
0.9404 |
|
0.618 |
0.9365 |
|
1.000 |
0.9341 |
|
1.618 |
0.9302 |
|
2.618 |
0.9239 |
|
4.250 |
0.9136 |
|
|
| Fisher Pivots for day following 29-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9436 |
0.9453 |
| PP |
0.9426 |
0.9437 |
| S1 |
0.9417 |
0.9422 |
|