CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 09-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9363 |
0.9371 |
0.0008 |
0.1% |
0.9388 |
| High |
0.9392 |
0.9385 |
-0.0007 |
-0.1% |
0.9396 |
| Low |
0.9316 |
0.9349 |
0.0033 |
0.4% |
0.9316 |
| Close |
0.9356 |
0.9376 |
0.0020 |
0.2% |
0.9356 |
| Range |
0.0076 |
0.0036 |
-0.0040 |
-52.6% |
0.0080 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
15,528 |
18,670 |
3,142 |
20.2% |
35,599 |
|
| Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9478 |
0.9463 |
0.9396 |
|
| R3 |
0.9442 |
0.9427 |
0.9386 |
|
| R2 |
0.9406 |
0.9406 |
0.9383 |
|
| R1 |
0.9391 |
0.9391 |
0.9379 |
0.9399 |
| PP |
0.9370 |
0.9370 |
0.9370 |
0.9374 |
| S1 |
0.9355 |
0.9355 |
0.9373 |
0.9363 |
| S2 |
0.9334 |
0.9334 |
0.9369 |
|
| S3 |
0.9298 |
0.9319 |
0.9366 |
|
| S4 |
0.9262 |
0.9283 |
0.9356 |
|
|
| 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 |
0.9392 |
0.9316 |
0.0076 |
0.8% |
0.0054 |
0.6% |
79% |
False |
False |
10,659 |
| 10 |
0.9478 |
0.9316 |
0.0162 |
1.7% |
0.0052 |
0.6% |
37% |
False |
False |
5,996 |
| 20 |
0.9573 |
0.9316 |
0.0257 |
2.7% |
0.0048 |
0.5% |
23% |
False |
False |
3,235 |
| 40 |
0.9700 |
0.9316 |
0.0384 |
4.1% |
0.0044 |
0.5% |
16% |
False |
False |
1,766 |
| 60 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0043 |
0.5% |
13% |
False |
False |
1,228 |
| 80 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0041 |
0.4% |
13% |
False |
False |
945 |
| 100 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0039 |
0.4% |
13% |
False |
False |
769 |
| 120 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0039 |
0.4% |
13% |
False |
False |
651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9538 |
|
2.618 |
0.9479 |
|
1.618 |
0.9443 |
|
1.000 |
0.9421 |
|
0.618 |
0.9407 |
|
HIGH |
0.9385 |
|
0.618 |
0.9371 |
|
0.500 |
0.9367 |
|
0.382 |
0.9363 |
|
LOW |
0.9349 |
|
0.618 |
0.9327 |
|
1.000 |
0.9313 |
|
1.618 |
0.9291 |
|
2.618 |
0.9255 |
|
4.250 |
0.9196 |
|
|
| Fisher Pivots for day following 09-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9373 |
0.9369 |
| PP |
0.9370 |
0.9361 |
| S1 |
0.9367 |
0.9354 |
|