CME Canadian Dollar Future March 2014
Trading Metrics calculated at close of trading on 06-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2013 |
06-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.9342 |
0.9363 |
0.0021 |
0.2% |
0.9388 |
High |
0.9387 |
0.9392 |
0.0005 |
0.1% |
0.9396 |
Low |
0.9323 |
0.9316 |
-0.0007 |
-0.1% |
0.9316 |
Close |
0.9368 |
0.9356 |
-0.0012 |
-0.1% |
0.9356 |
Range |
0.0064 |
0.0076 |
0.0012 |
18.8% |
0.0080 |
ATR |
0.0048 |
0.0050 |
0.0002 |
4.2% |
0.0000 |
Volume |
8,616 |
15,528 |
6,912 |
80.2% |
35,599 |
|
Daily Pivots for day following 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9583 |
0.9545 |
0.9398 |
|
R3 |
0.9507 |
0.9469 |
0.9377 |
|
R2 |
0.9431 |
0.9431 |
0.9370 |
|
R1 |
0.9393 |
0.9393 |
0.9363 |
0.9374 |
PP |
0.9355 |
0.9355 |
0.9355 |
0.9345 |
S1 |
0.9317 |
0.9317 |
0.9349 |
0.9298 |
S2 |
0.9279 |
0.9279 |
0.9342 |
|
S3 |
0.9203 |
0.9241 |
0.9335 |
|
S4 |
0.9127 |
0.9165 |
0.9314 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9596 |
0.9556 |
0.9400 |
|
R3 |
0.9516 |
0.9476 |
0.9378 |
|
R2 |
0.9436 |
0.9436 |
0.9371 |
|
R1 |
0.9396 |
0.9396 |
0.9363 |
0.9376 |
PP |
0.9356 |
0.9356 |
0.9356 |
0.9346 |
S1 |
0.9316 |
0.9316 |
0.9349 |
0.9296 |
S2 |
0.9276 |
0.9276 |
0.9341 |
|
S3 |
0.9196 |
0.9236 |
0.9334 |
|
S4 |
0.9116 |
0.9156 |
0.9312 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9396 |
0.9316 |
0.0080 |
0.9% |
0.0054 |
0.6% |
50% |
False |
True |
7,119 |
10 |
0.9481 |
0.9316 |
0.0165 |
1.8% |
0.0053 |
0.6% |
24% |
False |
True |
4,283 |
20 |
0.9573 |
0.9316 |
0.0257 |
2.7% |
0.0049 |
0.5% |
16% |
False |
True |
2,326 |
40 |
0.9700 |
0.9316 |
0.0384 |
4.1% |
0.0045 |
0.5% |
10% |
False |
True |
1,307 |
60 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0043 |
0.5% |
9% |
False |
True |
918 |
80 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0042 |
0.4% |
9% |
False |
True |
712 |
100 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0039 |
0.4% |
9% |
False |
True |
582 |
120 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0039 |
0.4% |
9% |
False |
True |
496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9715 |
2.618 |
0.9591 |
1.618 |
0.9515 |
1.000 |
0.9468 |
0.618 |
0.9439 |
HIGH |
0.9392 |
0.618 |
0.9363 |
0.500 |
0.9354 |
0.382 |
0.9345 |
LOW |
0.9316 |
0.618 |
0.9269 |
1.000 |
0.9240 |
1.618 |
0.9193 |
2.618 |
0.9117 |
4.250 |
0.8993 |
|
|
Fisher Pivots for day following 06-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9355 |
0.9355 |
PP |
0.9355 |
0.9355 |
S1 |
0.9354 |
0.9354 |
|