CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 09-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9656 |
0.9607 |
-0.0049 |
-0.5% |
0.9657 |
| High |
0.9658 |
0.9609 |
-0.0049 |
-0.5% |
0.9700 |
| Low |
0.9602 |
0.9572 |
-0.0030 |
-0.3% |
0.9619 |
| Close |
0.9602 |
0.9584 |
-0.0018 |
-0.2% |
0.9671 |
| Range |
0.0056 |
0.0037 |
-0.0019 |
-33.9% |
0.0081 |
| ATR |
0.0041 |
0.0040 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
167 |
308 |
141 |
84.4% |
606 |
|
| Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9699 |
0.9679 |
0.9604 |
|
| R3 |
0.9662 |
0.9642 |
0.9594 |
|
| R2 |
0.9625 |
0.9625 |
0.9591 |
|
| R1 |
0.9605 |
0.9605 |
0.9587 |
0.9597 |
| PP |
0.9588 |
0.9588 |
0.9588 |
0.9584 |
| S1 |
0.9568 |
0.9568 |
0.9581 |
0.9560 |
| S2 |
0.9551 |
0.9551 |
0.9577 |
|
| S3 |
0.9514 |
0.9531 |
0.9574 |
|
| S4 |
0.9477 |
0.9494 |
0.9564 |
|
|
| 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 |
0.9572 |
0.0103 |
1.1% |
0.0036 |
0.4% |
12% |
False |
True |
218 |
| 10 |
0.9700 |
0.9572 |
0.0128 |
1.3% |
0.0035 |
0.4% |
9% |
False |
True |
167 |
| 20 |
0.9775 |
0.9572 |
0.0203 |
2.1% |
0.0037 |
0.4% |
6% |
False |
True |
153 |
| 40 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0037 |
0.4% |
46% |
False |
False |
111 |
| 60 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0034 |
0.4% |
46% |
False |
False |
95 |
| 80 |
0.9775 |
0.9360 |
0.0415 |
4.3% |
0.0035 |
0.4% |
54% |
False |
False |
88 |
| 100 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0033 |
0.3% |
54% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9766 |
|
2.618 |
0.9706 |
|
1.618 |
0.9669 |
|
1.000 |
0.9646 |
|
0.618 |
0.9632 |
|
HIGH |
0.9609 |
|
0.618 |
0.9595 |
|
0.500 |
0.9591 |
|
0.382 |
0.9586 |
|
LOW |
0.9572 |
|
0.618 |
0.9549 |
|
1.000 |
0.9535 |
|
1.618 |
0.9512 |
|
2.618 |
0.9475 |
|
4.250 |
0.9415 |
|
|
| Fisher Pivots for day following 09-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9591 |
0.9623 |
| PP |
0.9588 |
0.9610 |
| S1 |
0.9586 |
0.9597 |
|