CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 09-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2013 |
09-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.9325 |
0.9336 |
0.0011 |
0.1% |
0.9360 |
High |
0.9366 |
0.9360 |
-0.0006 |
-0.1% |
0.9366 |
Low |
0.9305 |
0.9330 |
0.0025 |
0.3% |
0.9300 |
Close |
0.9335 |
0.9355 |
0.0020 |
0.2% |
0.9335 |
Range |
0.0061 |
0.0030 |
-0.0031 |
-50.8% |
0.0066 |
ATR |
0.0036 |
0.0036 |
0.0000 |
-1.2% |
0.0000 |
Volume |
75 |
333 |
258 |
344.0% |
643 |
|
Daily Pivots for day following 09-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9438 |
0.9427 |
0.9372 |
|
R3 |
0.9408 |
0.9397 |
0.9363 |
|
R2 |
0.9378 |
0.9378 |
0.9361 |
|
R1 |
0.9367 |
0.9367 |
0.9358 |
0.9373 |
PP |
0.9348 |
0.9348 |
0.9348 |
0.9351 |
S1 |
0.9337 |
0.9337 |
0.9352 |
0.9343 |
S2 |
0.9318 |
0.9318 |
0.9350 |
|
S3 |
0.9288 |
0.9307 |
0.9347 |
|
S4 |
0.9258 |
0.9277 |
0.9339 |
|
|
Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9532 |
0.9499 |
0.9371 |
|
R3 |
0.9466 |
0.9433 |
0.9353 |
|
R2 |
0.9400 |
0.9400 |
0.9347 |
|
R1 |
0.9367 |
0.9367 |
0.9341 |
0.9351 |
PP |
0.9334 |
0.9334 |
0.9334 |
0.9325 |
S1 |
0.9301 |
0.9301 |
0.9329 |
0.9285 |
S2 |
0.9268 |
0.9268 |
0.9323 |
|
S3 |
0.9202 |
0.9235 |
0.9317 |
|
S4 |
0.9136 |
0.9169 |
0.9299 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9366 |
0.9300 |
0.0066 |
0.7% |
0.0031 |
0.3% |
83% |
False |
False |
182 |
10 |
0.9450 |
0.9300 |
0.0150 |
1.6% |
0.0033 |
0.3% |
37% |
False |
False |
124 |
20 |
0.9545 |
0.9300 |
0.0245 |
2.6% |
0.0026 |
0.3% |
22% |
False |
False |
73 |
40 |
0.9678 |
0.9300 |
0.0378 |
4.0% |
0.0020 |
0.2% |
15% |
False |
False |
48 |
60 |
0.9726 |
0.9300 |
0.0426 |
4.6% |
0.0019 |
0.2% |
13% |
False |
False |
40 |
80 |
0.9726 |
0.9300 |
0.0426 |
4.6% |
0.0018 |
0.2% |
13% |
False |
False |
33 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9488 |
2.618 |
0.9439 |
1.618 |
0.9409 |
1.000 |
0.9390 |
0.618 |
0.9379 |
HIGH |
0.9360 |
0.618 |
0.9349 |
0.500 |
0.9345 |
0.382 |
0.9341 |
LOW |
0.9330 |
0.618 |
0.9311 |
1.000 |
0.9300 |
1.618 |
0.9281 |
2.618 |
0.9251 |
4.250 |
0.9203 |
|
|
Fisher Pivots for day following 09-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9352 |
0.9349 |
PP |
0.9348 |
0.9342 |
S1 |
0.9345 |
0.9336 |
|