CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 16-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9623 |
0.9602 |
-0.0021 |
-0.2% |
0.9672 |
| High |
0.9641 |
0.9646 |
0.0005 |
0.1% |
0.9674 |
| Low |
0.9590 |
0.9596 |
0.0006 |
0.1% |
0.9560 |
| Close |
0.9598 |
0.9646 |
0.0048 |
0.5% |
0.9632 |
| Range |
0.0051 |
0.0050 |
-0.0001 |
-2.0% |
0.0114 |
| ATR |
0.0042 |
0.0042 |
0.0001 |
1.4% |
0.0000 |
| Volume |
124 |
264 |
140 |
112.9% |
1,323 |
|
| Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9779 |
0.9763 |
0.9674 |
|
| R3 |
0.9729 |
0.9713 |
0.9660 |
|
| R2 |
0.9679 |
0.9679 |
0.9655 |
|
| R1 |
0.9663 |
0.9663 |
0.9651 |
0.9671 |
| PP |
0.9629 |
0.9629 |
0.9629 |
0.9634 |
| S1 |
0.9613 |
0.9613 |
0.9641 |
0.9621 |
| S2 |
0.9579 |
0.9579 |
0.9637 |
|
| S3 |
0.9529 |
0.9563 |
0.9632 |
|
| S4 |
0.9479 |
0.9513 |
0.9619 |
|
|
| 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 |
0.9646 |
0.9560 |
0.0086 |
0.9% |
0.0047 |
0.5% |
100% |
True |
False |
238 |
| 10 |
0.9675 |
0.9560 |
0.0115 |
1.2% |
0.0042 |
0.4% |
75% |
False |
False |
228 |
| 20 |
0.9775 |
0.9560 |
0.0215 |
2.2% |
0.0039 |
0.4% |
40% |
False |
False |
177 |
| 40 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0040 |
0.4% |
64% |
False |
False |
140 |
| 60 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0036 |
0.4% |
64% |
False |
False |
112 |
| 80 |
0.9775 |
0.9360 |
0.0415 |
4.3% |
0.0035 |
0.4% |
69% |
False |
False |
100 |
| 100 |
0.9777 |
0.9360 |
0.0417 |
4.3% |
0.0035 |
0.4% |
69% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9859 |
|
2.618 |
0.9777 |
|
1.618 |
0.9727 |
|
1.000 |
0.9696 |
|
0.618 |
0.9677 |
|
HIGH |
0.9646 |
|
0.618 |
0.9627 |
|
0.500 |
0.9621 |
|
0.382 |
0.9615 |
|
LOW |
0.9596 |
|
0.618 |
0.9565 |
|
1.000 |
0.9546 |
|
1.618 |
0.9515 |
|
2.618 |
0.9465 |
|
4.250 |
0.9384 |
|
|
| Fisher Pivots for day following 16-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9638 |
0.9637 |
| PP |
0.9629 |
0.9627 |
| S1 |
0.9621 |
0.9618 |
|