CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 13-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9442 |
0.9392 |
-0.0050 |
-0.5% |
0.9390 |
| High |
0.9467 |
0.9451 |
-0.0016 |
-0.2% |
0.9467 |
| Low |
0.9383 |
0.9373 |
-0.0010 |
-0.1% |
0.9371 |
| Close |
0.9398 |
0.9440 |
0.0042 |
0.4% |
0.9440 |
| Range |
0.0084 |
0.0078 |
-0.0006 |
-7.1% |
0.0096 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
3.5% |
0.0000 |
| Volume |
105,920 |
44,270 |
-61,650 |
-58.2% |
352,576 |
|
| Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9655 |
0.9626 |
0.9483 |
|
| R3 |
0.9577 |
0.9548 |
0.9461 |
|
| R2 |
0.9499 |
0.9499 |
0.9454 |
|
| R1 |
0.9470 |
0.9470 |
0.9447 |
0.9485 |
| PP |
0.9421 |
0.9421 |
0.9421 |
0.9429 |
| S1 |
0.9392 |
0.9392 |
0.9433 |
0.9407 |
| S2 |
0.9343 |
0.9343 |
0.9426 |
|
| S3 |
0.9265 |
0.9314 |
0.9419 |
|
| S4 |
0.9187 |
0.9236 |
0.9397 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9714 |
0.9673 |
0.9493 |
|
| R3 |
0.9618 |
0.9577 |
0.9466 |
|
| R2 |
0.9522 |
0.9522 |
0.9458 |
|
| R1 |
0.9481 |
0.9481 |
0.9449 |
0.9502 |
| PP |
0.9426 |
0.9426 |
0.9426 |
0.9436 |
| S1 |
0.9385 |
0.9385 |
0.9431 |
0.9406 |
| S2 |
0.9330 |
0.9330 |
0.9422 |
|
| S3 |
0.9234 |
0.9289 |
0.9414 |
|
| S4 |
0.9138 |
0.9193 |
0.9387 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9467 |
0.9371 |
0.0096 |
1.0% |
0.0056 |
0.6% |
72% |
False |
False |
70,515 |
| 10 |
0.9467 |
0.9336 |
0.0131 |
1.4% |
0.0056 |
0.6% |
79% |
False |
False |
70,806 |
| 20 |
0.9596 |
0.9336 |
0.0260 |
2.8% |
0.0054 |
0.6% |
40% |
False |
False |
61,828 |
| 40 |
0.9728 |
0.9336 |
0.0392 |
4.2% |
0.0050 |
0.5% |
27% |
False |
False |
54,275 |
| 60 |
0.9728 |
0.9336 |
0.0392 |
4.2% |
0.0048 |
0.5% |
27% |
False |
False |
50,696 |
| 80 |
0.9799 |
0.9336 |
0.0463 |
4.9% |
0.0050 |
0.5% |
22% |
False |
False |
43,517 |
| 100 |
0.9799 |
0.9336 |
0.0463 |
4.9% |
0.0050 |
0.5% |
22% |
False |
False |
34,932 |
| 120 |
0.9799 |
0.9336 |
0.0463 |
4.9% |
0.0051 |
0.5% |
22% |
False |
False |
29,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9783 |
|
2.618 |
0.9655 |
|
1.618 |
0.9577 |
|
1.000 |
0.9529 |
|
0.618 |
0.9499 |
|
HIGH |
0.9451 |
|
0.618 |
0.9421 |
|
0.500 |
0.9412 |
|
0.382 |
0.9403 |
|
LOW |
0.9373 |
|
0.618 |
0.9325 |
|
1.000 |
0.9295 |
|
1.618 |
0.9247 |
|
2.618 |
0.9169 |
|
4.250 |
0.9042 |
|
|
| Fisher Pivots for day following 13-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9431 |
0.9433 |
| PP |
0.9421 |
0.9427 |
| S1 |
0.9412 |
0.9420 |
|