CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 11-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9586 |
0.9577 |
-0.0009 |
-0.1% |
0.9672 |
| High |
0.9603 |
0.9635 |
0.0032 |
0.3% |
0.9674 |
| Low |
0.9560 |
0.9569 |
0.0009 |
0.1% |
0.9560 |
| Close |
0.9582 |
0.9632 |
0.0050 |
0.5% |
0.9632 |
| Range |
0.0043 |
0.0066 |
0.0023 |
53.5% |
0.0114 |
| ATR |
0.0040 |
0.0042 |
0.0002 |
4.5% |
0.0000 |
| Volume |
244 |
299 |
55 |
22.5% |
1,323 |
|
| Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9810 |
0.9787 |
0.9668 |
|
| R3 |
0.9744 |
0.9721 |
0.9650 |
|
| R2 |
0.9678 |
0.9678 |
0.9644 |
|
| R1 |
0.9655 |
0.9655 |
0.9638 |
0.9667 |
| PP |
0.9612 |
0.9612 |
0.9612 |
0.9618 |
| S1 |
0.9589 |
0.9589 |
0.9626 |
0.9601 |
| S2 |
0.9546 |
0.9546 |
0.9620 |
|
| S3 |
0.9480 |
0.9523 |
0.9614 |
|
| S4 |
0.9414 |
0.9457 |
0.9596 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9964 |
0.9912 |
0.9695 |
|
| R3 |
0.9850 |
0.9798 |
0.9663 |
|
| R2 |
0.9736 |
0.9736 |
0.9653 |
|
| R1 |
0.9684 |
0.9684 |
0.9642 |
0.9653 |
| PP |
0.9622 |
0.9622 |
0.9622 |
0.9607 |
| S1 |
0.9570 |
0.9570 |
0.9622 |
0.9539 |
| S2 |
0.9508 |
0.9508 |
0.9611 |
|
| S3 |
0.9394 |
0.9456 |
0.9601 |
|
| S4 |
0.9280 |
0.9342 |
0.9569 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9674 |
0.9560 |
0.0114 |
1.2% |
0.0047 |
0.5% |
63% |
False |
False |
264 |
| 10 |
0.9700 |
0.9560 |
0.0140 |
1.5% |
0.0040 |
0.4% |
51% |
False |
False |
192 |
| 20 |
0.9775 |
0.9560 |
0.0215 |
2.2% |
0.0041 |
0.4% |
33% |
False |
False |
153 |
| 40 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0038 |
0.4% |
60% |
False |
False |
124 |
| 60 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0036 |
0.4% |
60% |
False |
False |
104 |
| 80 |
0.9775 |
0.9360 |
0.0415 |
4.3% |
0.0036 |
0.4% |
66% |
False |
False |
94 |
| 100 |
0.9777 |
0.9360 |
0.0417 |
4.3% |
0.0034 |
0.4% |
65% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9916 |
|
2.618 |
0.9808 |
|
1.618 |
0.9742 |
|
1.000 |
0.9701 |
|
0.618 |
0.9676 |
|
HIGH |
0.9635 |
|
0.618 |
0.9610 |
|
0.500 |
0.9602 |
|
0.382 |
0.9594 |
|
LOW |
0.9569 |
|
0.618 |
0.9528 |
|
1.000 |
0.9503 |
|
1.618 |
0.9462 |
|
2.618 |
0.9396 |
|
4.250 |
0.9289 |
|
|
| Fisher Pivots for day following 11-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9622 |
0.9621 |
| PP |
0.9612 |
0.9609 |
| S1 |
0.9602 |
0.9598 |
|