CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 03-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2013 |
03-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.9360 |
0.9340 |
-0.0020 |
-0.2% |
0.9440 |
High |
0.9360 |
0.9351 |
-0.0009 |
-0.1% |
0.9450 |
Low |
0.9345 |
0.9330 |
-0.0015 |
-0.2% |
0.9364 |
Close |
0.9358 |
0.9344 |
-0.0014 |
-0.1% |
0.9364 |
Range |
0.0015 |
0.0021 |
0.0006 |
40.0% |
0.0086 |
ATR |
0.0034 |
0.0034 |
0.0000 |
-1.3% |
0.0000 |
Volume |
62 |
40 |
-22 |
-35.5% |
264 |
|
Daily Pivots for day following 03-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9405 |
0.9395 |
0.9356 |
|
R3 |
0.9384 |
0.9374 |
0.9350 |
|
R2 |
0.9363 |
0.9363 |
0.9348 |
|
R1 |
0.9353 |
0.9353 |
0.9346 |
0.9358 |
PP |
0.9342 |
0.9342 |
0.9342 |
0.9344 |
S1 |
0.9332 |
0.9332 |
0.9342 |
0.9337 |
S2 |
0.9321 |
0.9321 |
0.9340 |
|
S3 |
0.9300 |
0.9311 |
0.9338 |
|
S4 |
0.9279 |
0.9290 |
0.9332 |
|
|
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 |
0.9330 |
0.0120 |
1.3% |
0.0032 |
0.3% |
12% |
False |
True |
53 |
10 |
0.9530 |
0.9330 |
0.0200 |
2.1% |
0.0028 |
0.3% |
7% |
False |
True |
42 |
20 |
0.9549 |
0.9330 |
0.0219 |
2.3% |
0.0022 |
0.2% |
6% |
False |
True |
40 |
40 |
0.9678 |
0.9330 |
0.0348 |
3.7% |
0.0019 |
0.2% |
4% |
False |
True |
28 |
60 |
0.9726 |
0.9330 |
0.0396 |
4.2% |
0.0017 |
0.2% |
4% |
False |
True |
27 |
80 |
0.9726 |
0.9330 |
0.0396 |
4.2% |
0.0016 |
0.2% |
4% |
False |
True |
27 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9440 |
2.618 |
0.9406 |
1.618 |
0.9385 |
1.000 |
0.9372 |
0.618 |
0.9364 |
HIGH |
0.9351 |
0.618 |
0.9343 |
0.500 |
0.9341 |
0.382 |
0.9338 |
LOW |
0.9330 |
0.618 |
0.9317 |
1.000 |
0.9309 |
1.618 |
0.9296 |
2.618 |
0.9275 |
4.250 |
0.9241 |
|
|
Fisher Pivots for day following 03-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9343 |
0.9373 |
PP |
0.9342 |
0.9363 |
S1 |
0.9341 |
0.9354 |
|