CME Canadian Dollar Future March 2014
Trading Metrics calculated at close of trading on 04-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2013 |
04-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.9370 |
0.9369 |
-0.0001 |
0.0% |
0.9475 |
High |
0.9381 |
0.9375 |
-0.0006 |
-0.1% |
0.9478 |
Low |
0.9345 |
0.9316 |
-0.0029 |
-0.3% |
0.9385 |
Close |
0.9365 |
0.9336 |
-0.0029 |
-0.3% |
0.9386 |
Range |
0.0036 |
0.0059 |
0.0023 |
63.9% |
0.0093 |
ATR |
0.0045 |
0.0046 |
0.0001 |
2.1% |
0.0000 |
Volume |
3,579 |
6,906 |
3,327 |
93.0% |
5,693 |
|
Daily Pivots for day following 04-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9519 |
0.9487 |
0.9368 |
|
R3 |
0.9460 |
0.9428 |
0.9352 |
|
R2 |
0.9401 |
0.9401 |
0.9347 |
|
R1 |
0.9369 |
0.9369 |
0.9341 |
0.9356 |
PP |
0.9342 |
0.9342 |
0.9342 |
0.9336 |
S1 |
0.9310 |
0.9310 |
0.9331 |
0.9297 |
S2 |
0.9283 |
0.9283 |
0.9325 |
|
S3 |
0.9224 |
0.9251 |
0.9320 |
|
S4 |
0.9165 |
0.9192 |
0.9304 |
|
|
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 |
0.9466 |
0.9316 |
0.0150 |
1.6% |
0.0049 |
0.5% |
13% |
False |
True |
2,960 |
10 |
0.9560 |
0.9316 |
0.0244 |
2.6% |
0.0049 |
0.5% |
8% |
False |
True |
1,940 |
20 |
0.9576 |
0.9316 |
0.0260 |
2.8% |
0.0046 |
0.5% |
8% |
False |
True |
1,133 |
40 |
0.9700 |
0.9316 |
0.0384 |
4.1% |
0.0044 |
0.5% |
5% |
False |
True |
717 |
60 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0042 |
0.4% |
4% |
False |
True |
531 |
80 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0041 |
0.4% |
4% |
False |
True |
411 |
100 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0038 |
0.4% |
4% |
False |
True |
341 |
120 |
0.9777 |
0.9316 |
0.0461 |
4.9% |
0.0038 |
0.4% |
4% |
False |
True |
295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9626 |
2.618 |
0.9529 |
1.618 |
0.9470 |
1.000 |
0.9434 |
0.618 |
0.9411 |
HIGH |
0.9375 |
0.618 |
0.9352 |
0.500 |
0.9346 |
0.382 |
0.9339 |
LOW |
0.9316 |
0.618 |
0.9280 |
1.000 |
0.9257 |
1.618 |
0.9221 |
2.618 |
0.9162 |
4.250 |
0.9065 |
|
|
Fisher Pivots for day following 04-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9346 |
0.9356 |
PP |
0.9342 |
0.9349 |
S1 |
0.9339 |
0.9343 |
|