CME Canadian Dollar Future March 2014
Trading Metrics calculated at close of trading on 03-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.9388 |
0.9370 |
-0.0018 |
-0.2% |
0.9475 |
High |
0.9396 |
0.9381 |
-0.0015 |
-0.2% |
0.9478 |
Low |
0.9363 |
0.9345 |
-0.0018 |
-0.2% |
0.9385 |
Close |
0.9379 |
0.9365 |
-0.0014 |
-0.1% |
0.9386 |
Range |
0.0033 |
0.0036 |
0.0003 |
9.1% |
0.0093 |
ATR |
0.0046 |
0.0045 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
970 |
3,579 |
2,609 |
269.0% |
5,693 |
|
Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9472 |
0.9454 |
0.9385 |
|
R3 |
0.9436 |
0.9418 |
0.9375 |
|
R2 |
0.9400 |
0.9400 |
0.9372 |
|
R1 |
0.9382 |
0.9382 |
0.9368 |
0.9373 |
PP |
0.9364 |
0.9364 |
0.9364 |
0.9359 |
S1 |
0.9346 |
0.9346 |
0.9362 |
0.9337 |
S2 |
0.9328 |
0.9328 |
0.9358 |
|
S3 |
0.9292 |
0.9310 |
0.9355 |
|
S4 |
0.9256 |
0.9274 |
0.9345 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9695 |
0.9634 |
0.9437 |
|
R3 |
0.9602 |
0.9541 |
0.9412 |
|
R2 |
0.9509 |
0.9509 |
0.9403 |
|
R1 |
0.9448 |
0.9448 |
0.9395 |
0.9432 |
PP |
0.9416 |
0.9416 |
0.9416 |
0.9409 |
S1 |
0.9355 |
0.9355 |
0.9377 |
0.9339 |
S2 |
0.9323 |
0.9323 |
0.9369 |
|
S3 |
0.9230 |
0.9262 |
0.9360 |
|
S4 |
0.9137 |
0.9169 |
0.9335 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9478 |
0.9345 |
0.0133 |
1.4% |
0.0046 |
0.5% |
15% |
False |
True |
1,867 |
10 |
0.9571 |
0.9345 |
0.0226 |
2.4% |
0.0050 |
0.5% |
9% |
False |
True |
1,293 |
20 |
0.9576 |
0.9345 |
0.0231 |
2.5% |
0.0045 |
0.5% |
9% |
False |
True |
796 |
40 |
0.9700 |
0.9345 |
0.0355 |
3.8% |
0.0044 |
0.5% |
6% |
False |
True |
549 |
60 |
0.9775 |
0.9345 |
0.0430 |
4.6% |
0.0041 |
0.4% |
5% |
False |
True |
418 |
80 |
0.9775 |
0.9345 |
0.0430 |
4.6% |
0.0040 |
0.4% |
5% |
False |
True |
327 |
100 |
0.9775 |
0.9345 |
0.0430 |
4.6% |
0.0037 |
0.4% |
5% |
False |
True |
272 |
120 |
0.9777 |
0.9345 |
0.0432 |
4.6% |
0.0038 |
0.4% |
5% |
False |
True |
237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9534 |
2.618 |
0.9475 |
1.618 |
0.9439 |
1.000 |
0.9417 |
0.618 |
0.9403 |
HIGH |
0.9381 |
0.618 |
0.9367 |
0.500 |
0.9363 |
0.382 |
0.9359 |
LOW |
0.9345 |
0.618 |
0.9323 |
1.000 |
0.9309 |
1.618 |
0.9287 |
2.618 |
0.9251 |
4.250 |
0.9192 |
|
|
Fisher Pivots for day following 03-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9364 |
0.9395 |
PP |
0.9364 |
0.9385 |
S1 |
0.9363 |
0.9375 |
|