CME Canadian Dollar Future March 2014
Trading Metrics calculated at close of trading on 10-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.9371 |
0.9377 |
0.0006 |
0.1% |
0.9388 |
High |
0.9385 |
0.9411 |
0.0026 |
0.3% |
0.9396 |
Low |
0.9349 |
0.9371 |
0.0022 |
0.2% |
0.9316 |
Close |
0.9376 |
0.9401 |
0.0025 |
0.3% |
0.9356 |
Range |
0.0036 |
0.0040 |
0.0004 |
11.1% |
0.0080 |
ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
18,670 |
15,762 |
-2,908 |
-15.6% |
35,599 |
|
Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9514 |
0.9498 |
0.9423 |
|
R3 |
0.9474 |
0.9458 |
0.9412 |
|
R2 |
0.9434 |
0.9434 |
0.9408 |
|
R1 |
0.9418 |
0.9418 |
0.9405 |
0.9426 |
PP |
0.9394 |
0.9394 |
0.9394 |
0.9399 |
S1 |
0.9378 |
0.9378 |
0.9397 |
0.9386 |
S2 |
0.9354 |
0.9354 |
0.9394 |
|
S3 |
0.9314 |
0.9338 |
0.9390 |
|
S4 |
0.9274 |
0.9298 |
0.9379 |
|
|
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 |
0.9411 |
0.9316 |
0.0095 |
1.0% |
0.0055 |
0.6% |
89% |
True |
False |
13,096 |
10 |
0.9478 |
0.9316 |
0.0162 |
1.7% |
0.0051 |
0.5% |
52% |
False |
False |
7,481 |
20 |
0.9573 |
0.9316 |
0.0257 |
2.7% |
0.0049 |
0.5% |
33% |
False |
False |
4,004 |
40 |
0.9700 |
0.9316 |
0.0384 |
4.1% |
0.0045 |
0.5% |
22% |
False |
False |
2,154 |
60 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0043 |
0.5% |
19% |
False |
False |
1,491 |
80 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0041 |
0.4% |
19% |
False |
False |
1,142 |
100 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0039 |
0.4% |
19% |
False |
False |
926 |
120 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0038 |
0.4% |
19% |
False |
False |
783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9581 |
2.618 |
0.9516 |
1.618 |
0.9476 |
1.000 |
0.9451 |
0.618 |
0.9436 |
HIGH |
0.9411 |
0.618 |
0.9396 |
0.500 |
0.9391 |
0.382 |
0.9386 |
LOW |
0.9371 |
0.618 |
0.9346 |
1.000 |
0.9331 |
1.618 |
0.9306 |
2.618 |
0.9266 |
4.250 |
0.9201 |
|
|
Fisher Pivots for day following 10-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9398 |
0.9389 |
PP |
0.9394 |
0.9376 |
S1 |
0.9391 |
0.9364 |
|