CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 02-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2013 |
02-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.9394 |
0.9360 |
-0.0034 |
-0.4% |
0.9440 |
High |
0.9416 |
0.9360 |
-0.0056 |
-0.6% |
0.9450 |
Low |
0.9364 |
0.9345 |
-0.0019 |
-0.2% |
0.9364 |
Close |
0.9364 |
0.9358 |
-0.0006 |
-0.1% |
0.9364 |
Range |
0.0052 |
0.0015 |
-0.0037 |
-71.2% |
0.0086 |
ATR |
0.0035 |
0.0034 |
-0.0001 |
-3.3% |
0.0000 |
Volume |
96 |
62 |
-34 |
-35.4% |
264 |
|
Daily Pivots for day following 02-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9399 |
0.9394 |
0.9366 |
|
R3 |
0.9384 |
0.9379 |
0.9362 |
|
R2 |
0.9369 |
0.9369 |
0.9361 |
|
R1 |
0.9364 |
0.9364 |
0.9359 |
0.9359 |
PP |
0.9354 |
0.9354 |
0.9354 |
0.9352 |
S1 |
0.9349 |
0.9349 |
0.9357 |
0.9344 |
S2 |
0.9339 |
0.9339 |
0.9355 |
|
S3 |
0.9324 |
0.9334 |
0.9354 |
|
S4 |
0.9309 |
0.9319 |
0.9350 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9651 |
0.9593 |
0.9411 |
|
R3 |
0.9565 |
0.9507 |
0.9388 |
|
R2 |
0.9479 |
0.9479 |
0.9380 |
|
R1 |
0.9421 |
0.9421 |
0.9372 |
0.9407 |
PP |
0.9393 |
0.9393 |
0.9393 |
0.9386 |
S1 |
0.9335 |
0.9335 |
0.9356 |
0.9321 |
S2 |
0.9307 |
0.9307 |
0.9348 |
|
S3 |
0.9221 |
0.9249 |
0.9340 |
|
S4 |
0.9135 |
0.9163 |
0.9317 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9450 |
0.9345 |
0.0105 |
1.1% |
0.0034 |
0.4% |
12% |
False |
True |
65 |
10 |
0.9545 |
0.9345 |
0.0200 |
2.1% |
0.0027 |
0.3% |
7% |
False |
True |
39 |
20 |
0.9551 |
0.9345 |
0.0206 |
2.2% |
0.0022 |
0.2% |
6% |
False |
True |
40 |
40 |
0.9678 |
0.9345 |
0.0333 |
3.6% |
0.0019 |
0.2% |
4% |
False |
True |
28 |
60 |
0.9726 |
0.9345 |
0.0381 |
4.1% |
0.0017 |
0.2% |
3% |
False |
True |
27 |
80 |
0.9726 |
0.9345 |
0.0381 |
4.1% |
0.0016 |
0.2% |
3% |
False |
True |
27 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9424 |
2.618 |
0.9399 |
1.618 |
0.9384 |
1.000 |
0.9375 |
0.618 |
0.9369 |
HIGH |
0.9360 |
0.618 |
0.9354 |
0.500 |
0.9353 |
0.382 |
0.9351 |
LOW |
0.9345 |
0.618 |
0.9336 |
1.000 |
0.9330 |
1.618 |
0.9321 |
2.618 |
0.9306 |
4.250 |
0.9281 |
|
|
Fisher Pivots for day following 02-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9356 |
0.9390 |
PP |
0.9354 |
0.9379 |
S1 |
0.9353 |
0.9369 |
|