CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 23-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2013 |
23-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9355 |
0.9376 |
0.0021 |
0.2% |
0.9419 |
| High |
0.9389 |
0.9431 |
0.0042 |
0.4% |
0.9437 |
| Low |
0.9293 |
0.9360 |
0.0067 |
0.7% |
0.9293 |
| Close |
0.9360 |
0.9409 |
0.0049 |
0.5% |
0.9360 |
| Range |
0.0096 |
0.0071 |
-0.0025 |
-26.0% |
0.0144 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
2.0% |
0.0000 |
| Volume |
61,563 |
42,614 |
-18,949 |
-30.8% |
281,196 |
|
| Daily Pivots for day following 23-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9613 |
0.9582 |
0.9448 |
|
| R3 |
0.9542 |
0.9511 |
0.9429 |
|
| R2 |
0.9471 |
0.9471 |
0.9422 |
|
| R1 |
0.9440 |
0.9440 |
0.9416 |
0.9456 |
| PP |
0.9400 |
0.9400 |
0.9400 |
0.9408 |
| S1 |
0.9369 |
0.9369 |
0.9402 |
0.9385 |
| S2 |
0.9329 |
0.9329 |
0.9396 |
|
| S3 |
0.9258 |
0.9298 |
0.9389 |
|
| S4 |
0.9187 |
0.9227 |
0.9370 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9795 |
0.9722 |
0.9439 |
|
| R3 |
0.9651 |
0.9578 |
0.9400 |
|
| R2 |
0.9507 |
0.9507 |
0.9386 |
|
| R1 |
0.9434 |
0.9434 |
0.9373 |
0.9399 |
| PP |
0.9363 |
0.9363 |
0.9363 |
0.9346 |
| S1 |
0.9290 |
0.9290 |
0.9347 |
0.9255 |
| S2 |
0.9219 |
0.9219 |
0.9334 |
|
| S3 |
0.9075 |
0.9146 |
0.9320 |
|
| S4 |
0.8931 |
0.9002 |
0.9281 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9434 |
0.9293 |
0.0141 |
1.5% |
0.0072 |
0.8% |
82% |
False |
False |
56,261 |
| 10 |
0.9446 |
0.9293 |
0.0153 |
1.6% |
0.0062 |
0.7% |
76% |
False |
False |
53,957 |
| 20 |
0.9478 |
0.9293 |
0.0185 |
2.0% |
0.0057 |
0.6% |
63% |
False |
False |
29,976 |
| 40 |
0.9583 |
0.9293 |
0.0290 |
3.1% |
0.0049 |
0.5% |
40% |
False |
False |
15,180 |
| 60 |
0.9700 |
0.9293 |
0.0407 |
4.3% |
0.0047 |
0.5% |
29% |
False |
False |
10,202 |
| 80 |
0.9775 |
0.9293 |
0.0482 |
5.1% |
0.0045 |
0.5% |
24% |
False |
False |
7,684 |
| 100 |
0.9775 |
0.9293 |
0.0482 |
5.1% |
0.0042 |
0.5% |
24% |
False |
False |
6,162 |
| 120 |
0.9775 |
0.9293 |
0.0482 |
5.1% |
0.0040 |
0.4% |
24% |
False |
False |
5,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9733 |
|
2.618 |
0.9617 |
|
1.618 |
0.9546 |
|
1.000 |
0.9502 |
|
0.618 |
0.9475 |
|
HIGH |
0.9431 |
|
0.618 |
0.9404 |
|
0.500 |
0.9396 |
|
0.382 |
0.9387 |
|
LOW |
0.9360 |
|
0.618 |
0.9316 |
|
1.000 |
0.9289 |
|
1.618 |
0.9245 |
|
2.618 |
0.9174 |
|
4.250 |
0.9058 |
|
|
| Fisher Pivots for day following 23-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9405 |
0.9393 |
| PP |
0.9400 |
0.9378 |
| S1 |
0.9396 |
0.9362 |
|