CME Canadian Dollar Future December 2013
Trading Metrics calculated at close of trading on 03-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.9411 |
0.9393 |
-0.0018 |
-0.2% |
0.9497 |
High |
0.9418 |
0.9403 |
-0.0015 |
-0.2% |
0.9501 |
Low |
0.9382 |
0.9366 |
-0.0016 |
-0.2% |
0.9404 |
Close |
0.9400 |
0.9386 |
-0.0014 |
-0.1% |
0.9407 |
Range |
0.0036 |
0.0037 |
0.0001 |
2.8% |
0.0097 |
ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
58,575 |
53,882 |
-4,693 |
-8.0% |
220,922 |
|
Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9496 |
0.9478 |
0.9406 |
|
R3 |
0.9459 |
0.9441 |
0.9396 |
|
R2 |
0.9422 |
0.9422 |
0.9393 |
|
R1 |
0.9404 |
0.9404 |
0.9389 |
0.9395 |
PP |
0.9385 |
0.9385 |
0.9385 |
0.9380 |
S1 |
0.9367 |
0.9367 |
0.9383 |
0.9358 |
S2 |
0.9348 |
0.9348 |
0.9379 |
|
S3 |
0.9311 |
0.9330 |
0.9376 |
|
S4 |
0.9274 |
0.9293 |
0.9366 |
|
|
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 |
0.9501 |
0.9366 |
0.0135 |
1.4% |
0.0047 |
0.5% |
15% |
False |
True |
56,868 |
10 |
0.9594 |
0.9366 |
0.0228 |
2.4% |
0.0051 |
0.5% |
9% |
False |
True |
56,003 |
20 |
0.9600 |
0.9366 |
0.0234 |
2.5% |
0.0048 |
0.5% |
9% |
False |
True |
49,831 |
40 |
0.9728 |
0.9366 |
0.0362 |
3.9% |
0.0048 |
0.5% |
6% |
False |
True |
48,412 |
60 |
0.9799 |
0.9366 |
0.0433 |
4.6% |
0.0048 |
0.5% |
5% |
False |
True |
47,318 |
80 |
0.9799 |
0.9366 |
0.0433 |
4.6% |
0.0048 |
0.5% |
5% |
False |
True |
36,128 |
100 |
0.9799 |
0.9366 |
0.0433 |
4.6% |
0.0049 |
0.5% |
5% |
False |
True |
28,998 |
120 |
0.9822 |
0.9366 |
0.0456 |
4.9% |
0.0052 |
0.6% |
4% |
False |
True |
24,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9560 |
2.618 |
0.9500 |
1.618 |
0.9463 |
1.000 |
0.9440 |
0.618 |
0.9426 |
HIGH |
0.9403 |
0.618 |
0.9389 |
0.500 |
0.9385 |
0.382 |
0.9380 |
LOW |
0.9366 |
0.618 |
0.9343 |
1.000 |
0.9329 |
1.618 |
0.9306 |
2.618 |
0.9269 |
4.250 |
0.9209 |
|
|
Fisher Pivots for day following 03-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9386 |
0.9417 |
PP |
0.9385 |
0.9406 |
S1 |
0.9385 |
0.9396 |
|