CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 19-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9408 |
0.9312 |
-0.0096 |
-1.0% |
0.9371 |
| High |
0.9412 |
0.9364 |
-0.0048 |
-0.5% |
0.9446 |
| Low |
0.9321 |
0.9300 |
-0.0021 |
-0.2% |
0.9349 |
| Close |
0.9364 |
0.9358 |
-0.0006 |
-0.1% |
0.9418 |
| Range |
0.0091 |
0.0064 |
-0.0027 |
-29.7% |
0.0097 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
1.7% |
0.0000 |
| Volume |
78,980 |
52,535 |
-26,445 |
-33.5% |
234,437 |
|
| Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9533 |
0.9509 |
0.9393 |
|
| R3 |
0.9469 |
0.9445 |
0.9376 |
|
| R2 |
0.9405 |
0.9405 |
0.9370 |
|
| R1 |
0.9381 |
0.9381 |
0.9364 |
0.9393 |
| PP |
0.9341 |
0.9341 |
0.9341 |
0.9347 |
| S1 |
0.9317 |
0.9317 |
0.9352 |
0.9329 |
| S2 |
0.9277 |
0.9277 |
0.9346 |
|
| S3 |
0.9213 |
0.9253 |
0.9340 |
|
| S4 |
0.9149 |
0.9189 |
0.9323 |
|
|
| 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 |
0.9437 |
0.9300 |
0.0137 |
1.5% |
0.0058 |
0.6% |
42% |
False |
True |
58,844 |
| 10 |
0.9446 |
0.9300 |
0.0146 |
1.6% |
0.0056 |
0.6% |
40% |
False |
True |
46,959 |
| 20 |
0.9540 |
0.9300 |
0.0240 |
2.6% |
0.0054 |
0.6% |
24% |
False |
True |
24,861 |
| 40 |
0.9611 |
0.9300 |
0.0311 |
3.3% |
0.0047 |
0.5% |
19% |
False |
True |
12,606 |
| 60 |
0.9700 |
0.9300 |
0.0400 |
4.3% |
0.0045 |
0.5% |
15% |
False |
True |
8,471 |
| 80 |
0.9775 |
0.9300 |
0.0475 |
5.1% |
0.0044 |
0.5% |
12% |
False |
True |
6,383 |
| 100 |
0.9775 |
0.9300 |
0.0475 |
5.1% |
0.0041 |
0.4% |
12% |
False |
True |
5,121 |
| 120 |
0.9775 |
0.9300 |
0.0475 |
5.1% |
0.0040 |
0.4% |
12% |
False |
True |
4,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9636 |
|
2.618 |
0.9532 |
|
1.618 |
0.9468 |
|
1.000 |
0.9428 |
|
0.618 |
0.9404 |
|
HIGH |
0.9364 |
|
0.618 |
0.9340 |
|
0.500 |
0.9332 |
|
0.382 |
0.9324 |
|
LOW |
0.9300 |
|
0.618 |
0.9260 |
|
1.000 |
0.9236 |
|
1.618 |
0.9196 |
|
2.618 |
0.9132 |
|
4.250 |
0.9028 |
|
|
| Fisher Pivots for day following 19-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9349 |
0.9367 |
| PP |
0.9341 |
0.9364 |
| S1 |
0.9332 |
0.9361 |
|