CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 05-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2013 |
05-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9325 |
0.9340 |
0.0015 |
0.2% |
0.9440 |
| High |
0.9325 |
0.9349 |
0.0024 |
0.3% |
0.9450 |
| Low |
0.9300 |
0.9330 |
0.0030 |
0.3% |
0.9364 |
| Close |
0.9316 |
0.9348 |
0.0032 |
0.3% |
0.9364 |
| Range |
0.0025 |
0.0019 |
-0.0006 |
-24.0% |
0.0086 |
| ATR |
0.0034 |
0.0034 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
116 |
350 |
234 |
201.7% |
264 |
|
| Daily Pivots for day following 05-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9399 |
0.9393 |
0.9358 |
|
| R3 |
0.9380 |
0.9374 |
0.9353 |
|
| R2 |
0.9361 |
0.9361 |
0.9351 |
|
| R1 |
0.9355 |
0.9355 |
0.9350 |
0.9358 |
| PP |
0.9342 |
0.9342 |
0.9342 |
0.9344 |
| S1 |
0.9336 |
0.9336 |
0.9346 |
0.9339 |
| S2 |
0.9323 |
0.9323 |
0.9345 |
|
| S3 |
0.9304 |
0.9317 |
0.9343 |
|
| S4 |
0.9285 |
0.9298 |
0.9338 |
|
|
| 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 |
0.9416 |
0.9300 |
0.0116 |
1.2% |
0.0026 |
0.3% |
41% |
False |
False |
132 |
| 10 |
0.9473 |
0.9300 |
0.0173 |
1.9% |
0.0028 |
0.3% |
28% |
False |
False |
85 |
| 20 |
0.9545 |
0.9300 |
0.0245 |
2.6% |
0.0023 |
0.2% |
20% |
False |
False |
56 |
| 40 |
0.9678 |
0.9300 |
0.0378 |
4.0% |
0.0019 |
0.2% |
13% |
False |
False |
38 |
| 60 |
0.9726 |
0.9300 |
0.0426 |
4.6% |
0.0018 |
0.2% |
11% |
False |
False |
34 |
| 80 |
0.9726 |
0.9300 |
0.0426 |
4.6% |
0.0017 |
0.2% |
11% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9430 |
|
2.618 |
0.9399 |
|
1.618 |
0.9380 |
|
1.000 |
0.9368 |
|
0.618 |
0.9361 |
|
HIGH |
0.9349 |
|
0.618 |
0.9342 |
|
0.500 |
0.9340 |
|
0.382 |
0.9337 |
|
LOW |
0.9330 |
|
0.618 |
0.9318 |
|
1.000 |
0.9311 |
|
1.618 |
0.9299 |
|
2.618 |
0.9280 |
|
4.250 |
0.9249 |
|
|
| Fisher Pivots for day following 05-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9345 |
0.9341 |
| PP |
0.9342 |
0.9333 |
| S1 |
0.9340 |
0.9326 |
|