CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9602 |
0.9644 |
0.0042 |
0.4% |
0.9672 |
| High |
0.9646 |
0.9690 |
0.0044 |
0.5% |
0.9674 |
| Low |
0.9596 |
0.9644 |
0.0048 |
0.5% |
0.9560 |
| Close |
0.9646 |
0.9684 |
0.0038 |
0.4% |
0.9632 |
| Range |
0.0050 |
0.0046 |
-0.0004 |
-8.0% |
0.0114 |
| ATR |
0.0042 |
0.0043 |
0.0000 |
0.6% |
0.0000 |
| Volume |
264 |
497 |
233 |
88.3% |
1,323 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9811 |
0.9793 |
0.9709 |
|
| R3 |
0.9765 |
0.9747 |
0.9697 |
|
| R2 |
0.9719 |
0.9719 |
0.9692 |
|
| R1 |
0.9701 |
0.9701 |
0.9688 |
0.9710 |
| PP |
0.9673 |
0.9673 |
0.9673 |
0.9677 |
| S1 |
0.9655 |
0.9655 |
0.9680 |
0.9664 |
| S2 |
0.9627 |
0.9627 |
0.9676 |
|
| S3 |
0.9581 |
0.9609 |
0.9671 |
|
| S4 |
0.9535 |
0.9563 |
0.9659 |
|
|
| 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 |
0.9690 |
0.9569 |
0.0121 |
1.2% |
0.0048 |
0.5% |
95% |
True |
False |
288 |
| 10 |
0.9690 |
0.9560 |
0.0130 |
1.3% |
0.0045 |
0.5% |
95% |
True |
False |
259 |
| 20 |
0.9700 |
0.9560 |
0.0140 |
1.4% |
0.0037 |
0.4% |
89% |
False |
False |
187 |
| 40 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0040 |
0.4% |
74% |
False |
False |
152 |
| 60 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0037 |
0.4% |
74% |
False |
False |
121 |
| 80 |
0.9775 |
0.9360 |
0.0415 |
4.3% |
0.0035 |
0.4% |
78% |
False |
False |
105 |
| 100 |
0.9777 |
0.9360 |
0.0417 |
4.3% |
0.0036 |
0.4% |
78% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9886 |
|
2.618 |
0.9810 |
|
1.618 |
0.9764 |
|
1.000 |
0.9736 |
|
0.618 |
0.9718 |
|
HIGH |
0.9690 |
|
0.618 |
0.9672 |
|
0.500 |
0.9667 |
|
0.382 |
0.9662 |
|
LOW |
0.9644 |
|
0.618 |
0.9616 |
|
1.000 |
0.9598 |
|
1.618 |
0.9570 |
|
2.618 |
0.9524 |
|
4.250 |
0.9449 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9678 |
0.9669 |
| PP |
0.9673 |
0.9655 |
| S1 |
0.9667 |
0.9640 |
|