CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 13-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9420 |
0.9371 |
-0.0049 |
-0.5% |
0.9371 |
| High |
0.9446 |
0.9430 |
-0.0016 |
-0.2% |
0.9446 |
| Low |
0.9361 |
0.9351 |
-0.0010 |
-0.1% |
0.9349 |
| Close |
0.9376 |
0.9418 |
0.0042 |
0.4% |
0.9418 |
| Range |
0.0085 |
0.0079 |
-0.0006 |
-7.1% |
0.0097 |
| ATR |
0.0050 |
0.0052 |
0.0002 |
4.2% |
0.0000 |
| Volume |
75,624 |
74,589 |
-1,035 |
-1.4% |
234,437 |
|
| Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9637 |
0.9606 |
0.9461 |
|
| R3 |
0.9558 |
0.9527 |
0.9440 |
|
| R2 |
0.9479 |
0.9479 |
0.9432 |
|
| R1 |
0.9448 |
0.9448 |
0.9425 |
0.9464 |
| PP |
0.9400 |
0.9400 |
0.9400 |
0.9407 |
| S1 |
0.9369 |
0.9369 |
0.9411 |
0.9385 |
| S2 |
0.9321 |
0.9321 |
0.9404 |
|
| S3 |
0.9242 |
0.9290 |
0.9396 |
|
| S4 |
0.9163 |
0.9211 |
0.9375 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9695 |
0.9654 |
0.9471 |
|
| R3 |
0.9598 |
0.9557 |
0.9445 |
|
| R2 |
0.9501 |
0.9501 |
0.9436 |
|
| R1 |
0.9460 |
0.9460 |
0.9427 |
0.9481 |
| PP |
0.9404 |
0.9404 |
0.9404 |
0.9415 |
| S1 |
0.9363 |
0.9363 |
0.9409 |
0.9384 |
| S2 |
0.9307 |
0.9307 |
0.9400 |
|
| S3 |
0.9210 |
0.9266 |
0.9391 |
|
| S4 |
0.9113 |
0.9169 |
0.9365 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9446 |
0.9349 |
0.0097 |
1.0% |
0.0055 |
0.6% |
71% |
False |
False |
46,887 |
| 10 |
0.9446 |
0.9316 |
0.0130 |
1.4% |
0.0054 |
0.6% |
78% |
False |
False |
27,003 |
| 20 |
0.9573 |
0.9316 |
0.0257 |
2.7% |
0.0052 |
0.5% |
40% |
False |
False |
13,969 |
| 40 |
0.9700 |
0.9316 |
0.0384 |
4.1% |
0.0046 |
0.5% |
27% |
False |
False |
7,132 |
| 60 |
0.9700 |
0.9316 |
0.0384 |
4.1% |
0.0043 |
0.5% |
27% |
False |
False |
4,817 |
| 80 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0043 |
0.5% |
22% |
False |
False |
3,642 |
| 100 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0040 |
0.4% |
22% |
False |
False |
2,925 |
| 120 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0039 |
0.4% |
22% |
False |
False |
2,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9766 |
|
2.618 |
0.9637 |
|
1.618 |
0.9558 |
|
1.000 |
0.9509 |
|
0.618 |
0.9479 |
|
HIGH |
0.9430 |
|
0.618 |
0.9400 |
|
0.500 |
0.9391 |
|
0.382 |
0.9381 |
|
LOW |
0.9351 |
|
0.618 |
0.9302 |
|
1.000 |
0.9272 |
|
1.618 |
0.9223 |
|
2.618 |
0.9144 |
|
4.250 |
0.9015 |
|
|
| Fisher Pivots for day following 13-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9409 |
0.9412 |
| PP |
0.9400 |
0.9405 |
| S1 |
0.9391 |
0.9399 |
|