CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 08-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9672 |
0.9656 |
-0.0016 |
-0.2% |
0.9657 |
| High |
0.9674 |
0.9658 |
-0.0016 |
-0.2% |
0.9700 |
| Low |
0.9642 |
0.9602 |
-0.0040 |
-0.4% |
0.9619 |
| Close |
0.9662 |
0.9602 |
-0.0060 |
-0.6% |
0.9671 |
| Range |
0.0032 |
0.0056 |
0.0024 |
75.0% |
0.0081 |
| ATR |
0.0039 |
0.0041 |
0.0001 |
3.8% |
0.0000 |
| Volume |
305 |
167 |
-138 |
-45.2% |
606 |
|
| Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9789 |
0.9751 |
0.9633 |
|
| R3 |
0.9733 |
0.9695 |
0.9617 |
|
| R2 |
0.9677 |
0.9677 |
0.9612 |
|
| R1 |
0.9639 |
0.9639 |
0.9607 |
0.9630 |
| PP |
0.9621 |
0.9621 |
0.9621 |
0.9616 |
| S1 |
0.9583 |
0.9583 |
0.9597 |
0.9574 |
| S2 |
0.9565 |
0.9565 |
0.9592 |
|
| S3 |
0.9509 |
0.9527 |
0.9587 |
|
| S4 |
0.9453 |
0.9471 |
0.9571 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9906 |
0.9870 |
0.9716 |
|
| R3 |
0.9825 |
0.9789 |
0.9693 |
|
| R2 |
0.9744 |
0.9744 |
0.9686 |
|
| R1 |
0.9708 |
0.9708 |
0.9678 |
0.9726 |
| PP |
0.9663 |
0.9663 |
0.9663 |
0.9673 |
| S1 |
0.9627 |
0.9627 |
0.9664 |
0.9645 |
| S2 |
0.9582 |
0.9582 |
0.9656 |
|
| S3 |
0.9501 |
0.9546 |
0.9649 |
|
| S4 |
0.9420 |
0.9465 |
0.9626 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9675 |
0.9602 |
0.0073 |
0.8% |
0.0034 |
0.4% |
0% |
False |
True |
183 |
| 10 |
0.9700 |
0.9602 |
0.0098 |
1.0% |
0.0033 |
0.3% |
0% |
False |
True |
142 |
| 20 |
0.9775 |
0.9602 |
0.0173 |
1.8% |
0.0037 |
0.4% |
0% |
False |
True |
160 |
| 40 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0037 |
0.4% |
51% |
False |
False |
104 |
| 60 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0034 |
0.4% |
51% |
False |
False |
91 |
| 80 |
0.9777 |
0.9360 |
0.0417 |
4.3% |
0.0035 |
0.4% |
58% |
False |
False |
84 |
| 100 |
0.9777 |
0.9360 |
0.0417 |
4.3% |
0.0034 |
0.3% |
58% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9896 |
|
2.618 |
0.9805 |
|
1.618 |
0.9749 |
|
1.000 |
0.9714 |
|
0.618 |
0.9693 |
|
HIGH |
0.9658 |
|
0.618 |
0.9637 |
|
0.500 |
0.9630 |
|
0.382 |
0.9623 |
|
LOW |
0.9602 |
|
0.618 |
0.9567 |
|
1.000 |
0.9546 |
|
1.618 |
0.9511 |
|
2.618 |
0.9455 |
|
4.250 |
0.9364 |
|
|
| Fisher Pivots for day following 08-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9630 |
0.9639 |
| PP |
0.9621 |
0.9626 |
| S1 |
0.9611 |
0.9614 |
|