CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 05-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9388 |
0.9362 |
-0.0026 |
-0.3% |
0.9497 |
| High |
0.9397 |
0.9409 |
0.0012 |
0.1% |
0.9501 |
| Low |
0.9336 |
0.9343 |
0.0007 |
0.1% |
0.9404 |
| Close |
0.9357 |
0.9389 |
0.0032 |
0.3% |
0.9407 |
| Range |
0.0061 |
0.0066 |
0.0005 |
8.2% |
0.0097 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
2.4% |
0.0000 |
| Volume |
81,135 |
75,718 |
-5,417 |
-6.7% |
220,922 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9578 |
0.9550 |
0.9425 |
|
| R3 |
0.9512 |
0.9484 |
0.9407 |
|
| R2 |
0.9446 |
0.9446 |
0.9401 |
|
| R1 |
0.9418 |
0.9418 |
0.9395 |
0.9432 |
| PP |
0.9380 |
0.9380 |
0.9380 |
0.9388 |
| S1 |
0.9352 |
0.9352 |
0.9383 |
0.9366 |
| S2 |
0.9314 |
0.9314 |
0.9377 |
|
| S3 |
0.9248 |
0.9286 |
0.9371 |
|
| S4 |
0.9182 |
0.9220 |
0.9353 |
|
|
| 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 |
0.9467 |
0.9336 |
0.0131 |
1.4% |
0.0053 |
0.6% |
40% |
False |
False |
66,862 |
| 10 |
0.9562 |
0.9336 |
0.0226 |
2.4% |
0.0054 |
0.6% |
23% |
False |
False |
61,965 |
| 20 |
0.9600 |
0.9336 |
0.0264 |
2.8% |
0.0050 |
0.5% |
20% |
False |
False |
53,819 |
| 40 |
0.9728 |
0.9336 |
0.0392 |
4.2% |
0.0049 |
0.5% |
14% |
False |
False |
49,709 |
| 60 |
0.9799 |
0.9336 |
0.0463 |
4.9% |
0.0048 |
0.5% |
11% |
False |
False |
48,821 |
| 80 |
0.9799 |
0.9336 |
0.0463 |
4.9% |
0.0049 |
0.5% |
11% |
False |
False |
38,078 |
| 100 |
0.9799 |
0.9336 |
0.0463 |
4.9% |
0.0050 |
0.5% |
11% |
False |
False |
30,564 |
| 120 |
0.9799 |
0.9336 |
0.0463 |
4.9% |
0.0052 |
0.6% |
11% |
False |
False |
25,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9690 |
|
2.618 |
0.9582 |
|
1.618 |
0.9516 |
|
1.000 |
0.9475 |
|
0.618 |
0.9450 |
|
HIGH |
0.9409 |
|
0.618 |
0.9384 |
|
0.500 |
0.9376 |
|
0.382 |
0.9368 |
|
LOW |
0.9343 |
|
0.618 |
0.9302 |
|
1.000 |
0.9277 |
|
1.618 |
0.9236 |
|
2.618 |
0.9170 |
|
4.250 |
0.9063 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9385 |
0.9384 |
| PP |
0.9380 |
0.9378 |
| S1 |
0.9376 |
0.9373 |
|