CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 17-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9419 |
0.9418 |
-0.0001 |
0.0% |
0.9371 |
| High |
0.9437 |
0.9434 |
-0.0003 |
0.0% |
0.9446 |
| Low |
0.9416 |
0.9397 |
-0.0019 |
-0.2% |
0.9349 |
| Close |
0.9425 |
0.9400 |
-0.0025 |
-0.3% |
0.9418 |
| Range |
0.0021 |
0.0037 |
0.0016 |
76.2% |
0.0097 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
42,503 |
45,615 |
3,112 |
7.3% |
234,437 |
|
| Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9521 |
0.9498 |
0.9420 |
|
| R3 |
0.9484 |
0.9461 |
0.9410 |
|
| R2 |
0.9447 |
0.9447 |
0.9407 |
|
| R1 |
0.9424 |
0.9424 |
0.9403 |
0.9417 |
| PP |
0.9410 |
0.9410 |
0.9410 |
0.9407 |
| S1 |
0.9387 |
0.9387 |
0.9397 |
0.9380 |
| S2 |
0.9373 |
0.9373 |
0.9393 |
|
| S3 |
0.9336 |
0.9350 |
0.9390 |
|
| S4 |
0.9299 |
0.9313 |
0.9380 |
|
|
| 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 |
0.9351 |
0.0095 |
1.0% |
0.0051 |
0.5% |
52% |
False |
False |
57,624 |
| 10 |
0.9446 |
0.9316 |
0.0130 |
1.4% |
0.0053 |
0.6% |
65% |
False |
False |
35,360 |
| 20 |
0.9571 |
0.9316 |
0.0255 |
2.7% |
0.0051 |
0.5% |
33% |
False |
False |
18,327 |
| 40 |
0.9700 |
0.9316 |
0.0384 |
4.1% |
0.0047 |
0.5% |
22% |
False |
False |
9,322 |
| 60 |
0.9700 |
0.9316 |
0.0384 |
4.1% |
0.0043 |
0.5% |
22% |
False |
False |
6,280 |
| 80 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0042 |
0.5% |
18% |
False |
False |
4,741 |
| 100 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0041 |
0.4% |
18% |
False |
False |
3,806 |
| 120 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0039 |
0.4% |
18% |
False |
False |
3,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9591 |
|
2.618 |
0.9531 |
|
1.618 |
0.9494 |
|
1.000 |
0.9471 |
|
0.618 |
0.9457 |
|
HIGH |
0.9434 |
|
0.618 |
0.9420 |
|
0.500 |
0.9416 |
|
0.382 |
0.9411 |
|
LOW |
0.9397 |
|
0.618 |
0.9374 |
|
1.000 |
0.9360 |
|
1.618 |
0.9337 |
|
2.618 |
0.9300 |
|
4.250 |
0.9240 |
|
|
| Fisher Pivots for day following 17-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9416 |
0.9398 |
| PP |
0.9410 |
0.9396 |
| S1 |
0.9405 |
0.9394 |
|