CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 18-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2013 |
18-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9418 |
0.9408 |
-0.0010 |
-0.1% |
0.9371 |
| High |
0.9434 |
0.9412 |
-0.0022 |
-0.2% |
0.9446 |
| Low |
0.9397 |
0.9321 |
-0.0076 |
-0.8% |
0.9349 |
| Close |
0.9400 |
0.9364 |
-0.0036 |
-0.4% |
0.9418 |
| Range |
0.0037 |
0.0091 |
0.0054 |
145.9% |
0.0097 |
| ATR |
0.0049 |
0.0052 |
0.0003 |
6.2% |
0.0000 |
| Volume |
45,615 |
78,980 |
33,365 |
73.1% |
234,437 |
|
| Daily Pivots for day following 18-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9639 |
0.9592 |
0.9414 |
|
| R3 |
0.9548 |
0.9501 |
0.9389 |
|
| R2 |
0.9457 |
0.9457 |
0.9381 |
|
| R1 |
0.9410 |
0.9410 |
0.9372 |
0.9388 |
| PP |
0.9366 |
0.9366 |
0.9366 |
0.9355 |
| S1 |
0.9319 |
0.9319 |
0.9356 |
0.9297 |
| S2 |
0.9275 |
0.9275 |
0.9347 |
|
| S3 |
0.9184 |
0.9228 |
0.9339 |
|
| S4 |
0.9093 |
0.9137 |
0.9314 |
|
|
| 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 |
0.9321 |
0.0125 |
1.3% |
0.0063 |
0.7% |
34% |
False |
True |
63,462 |
| 10 |
0.9446 |
0.9316 |
0.0130 |
1.4% |
0.0056 |
0.6% |
37% |
False |
False |
42,567 |
| 20 |
0.9560 |
0.9316 |
0.0244 |
2.6% |
0.0053 |
0.6% |
20% |
False |
False |
22,254 |
| 40 |
0.9689 |
0.9316 |
0.0373 |
4.0% |
0.0048 |
0.5% |
13% |
False |
False |
11,295 |
| 60 |
0.9700 |
0.9316 |
0.0384 |
4.1% |
0.0044 |
0.5% |
13% |
False |
False |
7,596 |
| 80 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0043 |
0.5% |
10% |
False |
False |
5,727 |
| 100 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0041 |
0.4% |
10% |
False |
False |
4,596 |
| 120 |
0.9775 |
0.9316 |
0.0459 |
4.9% |
0.0039 |
0.4% |
10% |
False |
False |
3,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9799 |
|
2.618 |
0.9650 |
|
1.618 |
0.9559 |
|
1.000 |
0.9503 |
|
0.618 |
0.9468 |
|
HIGH |
0.9412 |
|
0.618 |
0.9377 |
|
0.500 |
0.9367 |
|
0.382 |
0.9356 |
|
LOW |
0.9321 |
|
0.618 |
0.9265 |
|
1.000 |
0.9230 |
|
1.618 |
0.9174 |
|
2.618 |
0.9083 |
|
4.250 |
0.8934 |
|
|
| Fisher Pivots for day following 18-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9367 |
0.9379 |
| PP |
0.9366 |
0.9374 |
| S1 |
0.9365 |
0.9369 |
|