CME Canadian Dollar Future March 2014
Trading Metrics calculated at close of trading on 10-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
0.9607 |
0.9586 |
-0.0021 |
-0.2% |
0.9657 |
High |
0.9609 |
0.9603 |
-0.0006 |
-0.1% |
0.9700 |
Low |
0.9572 |
0.9560 |
-0.0012 |
-0.1% |
0.9619 |
Close |
0.9584 |
0.9582 |
-0.0002 |
0.0% |
0.9671 |
Range |
0.0037 |
0.0043 |
0.0006 |
16.2% |
0.0081 |
ATR |
0.0040 |
0.0040 |
0.0000 |
0.5% |
0.0000 |
Volume |
308 |
244 |
-64 |
-20.8% |
606 |
|
Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9711 |
0.9689 |
0.9606 |
|
R3 |
0.9668 |
0.9646 |
0.9594 |
|
R2 |
0.9625 |
0.9625 |
0.9590 |
|
R1 |
0.9603 |
0.9603 |
0.9586 |
0.9593 |
PP |
0.9582 |
0.9582 |
0.9582 |
0.9576 |
S1 |
0.9560 |
0.9560 |
0.9578 |
0.9550 |
S2 |
0.9539 |
0.9539 |
0.9574 |
|
S3 |
0.9496 |
0.9517 |
0.9570 |
|
S4 |
0.9453 |
0.9474 |
0.9558 |
|
|
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 |
0.9560 |
0.0115 |
1.2% |
0.0042 |
0.4% |
19% |
False |
True |
230 |
10 |
0.9700 |
0.9560 |
0.0140 |
1.5% |
0.0036 |
0.4% |
16% |
False |
True |
169 |
20 |
0.9775 |
0.9560 |
0.0215 |
2.2% |
0.0038 |
0.4% |
10% |
False |
True |
141 |
40 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0038 |
0.4% |
46% |
False |
False |
117 |
60 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0035 |
0.4% |
46% |
False |
False |
99 |
80 |
0.9775 |
0.9360 |
0.0415 |
4.3% |
0.0036 |
0.4% |
53% |
False |
False |
91 |
100 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0034 |
0.4% |
53% |
False |
False |
75 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9786 |
2.618 |
0.9716 |
1.618 |
0.9673 |
1.000 |
0.9646 |
0.618 |
0.9630 |
HIGH |
0.9603 |
0.618 |
0.9587 |
0.500 |
0.9582 |
0.382 |
0.9576 |
LOW |
0.9560 |
0.618 |
0.9533 |
1.000 |
0.9517 |
1.618 |
0.9490 |
2.618 |
0.9447 |
4.250 |
0.9377 |
|
|
Fisher Pivots for day following 10-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9582 |
0.9609 |
PP |
0.9582 |
0.9600 |
S1 |
0.9582 |
0.9591 |
|