CME Canadian Dollar Future December 2013
Trading Metrics calculated at close of trading on 09-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.9383 |
0.9390 |
0.0007 |
0.1% |
0.9411 |
High |
0.9413 |
0.9408 |
-0.0005 |
-0.1% |
0.9418 |
Low |
0.9336 |
0.9371 |
0.0035 |
0.4% |
0.9336 |
Close |
0.9377 |
0.9397 |
0.0020 |
0.2% |
0.9377 |
Range |
0.0077 |
0.0037 |
-0.0040 |
-51.9% |
0.0082 |
ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
86,183 |
57,824 |
-28,359 |
-32.9% |
355,493 |
|
Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9503 |
0.9487 |
0.9417 |
|
R3 |
0.9466 |
0.9450 |
0.9407 |
|
R2 |
0.9429 |
0.9429 |
0.9404 |
|
R1 |
0.9413 |
0.9413 |
0.9400 |
0.9421 |
PP |
0.9392 |
0.9392 |
0.9392 |
0.9396 |
S1 |
0.9376 |
0.9376 |
0.9394 |
0.9384 |
S2 |
0.9355 |
0.9355 |
0.9390 |
|
S3 |
0.9318 |
0.9339 |
0.9387 |
|
S4 |
0.9281 |
0.9302 |
0.9377 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9623 |
0.9582 |
0.9422 |
|
R3 |
0.9541 |
0.9500 |
0.9400 |
|
R2 |
0.9459 |
0.9459 |
0.9392 |
|
R1 |
0.9418 |
0.9418 |
0.9385 |
0.9398 |
PP |
0.9377 |
0.9377 |
0.9377 |
0.9367 |
S1 |
0.9336 |
0.9336 |
0.9369 |
0.9316 |
S2 |
0.9295 |
0.9295 |
0.9362 |
|
S3 |
0.9213 |
0.9254 |
0.9354 |
|
S4 |
0.9131 |
0.9172 |
0.9332 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9413 |
0.9336 |
0.0077 |
0.8% |
0.0056 |
0.6% |
79% |
False |
False |
70,948 |
10 |
0.9501 |
0.9336 |
0.0165 |
1.8% |
0.0053 |
0.6% |
37% |
False |
False |
63,423 |
20 |
0.9596 |
0.9336 |
0.0260 |
2.8% |
0.0051 |
0.5% |
23% |
False |
False |
55,735 |
40 |
0.9728 |
0.9336 |
0.0392 |
4.2% |
0.0049 |
0.5% |
16% |
False |
False |
50,920 |
60 |
0.9799 |
0.9336 |
0.0463 |
4.9% |
0.0049 |
0.5% |
13% |
False |
False |
49,976 |
80 |
0.9799 |
0.9336 |
0.0463 |
4.9% |
0.0049 |
0.5% |
13% |
False |
False |
39,866 |
100 |
0.9799 |
0.9336 |
0.0463 |
4.9% |
0.0050 |
0.5% |
13% |
False |
False |
32,002 |
120 |
0.9799 |
0.9336 |
0.0463 |
4.9% |
0.0052 |
0.6% |
13% |
False |
False |
26,731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9565 |
2.618 |
0.9505 |
1.618 |
0.9468 |
1.000 |
0.9445 |
0.618 |
0.9431 |
HIGH |
0.9408 |
0.618 |
0.9394 |
0.500 |
0.9390 |
0.382 |
0.9385 |
LOW |
0.9371 |
0.618 |
0.9348 |
1.000 |
0.9334 |
1.618 |
0.9311 |
2.618 |
0.9274 |
4.250 |
0.9214 |
|
|
Fisher Pivots for day following 09-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9395 |
0.9390 |
PP |
0.9392 |
0.9382 |
S1 |
0.9390 |
0.9375 |
|