CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 10-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2013 |
10-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.9336 |
0.9358 |
0.0022 |
0.2% |
0.9360 |
High |
0.9360 |
0.9385 |
0.0025 |
0.3% |
0.9366 |
Low |
0.9330 |
0.9351 |
0.0021 |
0.2% |
0.9300 |
Close |
0.9355 |
0.9380 |
0.0025 |
0.3% |
0.9335 |
Range |
0.0030 |
0.0034 |
0.0004 |
13.3% |
0.0066 |
ATR |
0.0036 |
0.0036 |
0.0000 |
-0.4% |
0.0000 |
Volume |
333 |
58 |
-275 |
-82.6% |
643 |
|
Daily Pivots for day following 10-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9474 |
0.9461 |
0.9399 |
|
R3 |
0.9440 |
0.9427 |
0.9389 |
|
R2 |
0.9406 |
0.9406 |
0.9386 |
|
R1 |
0.9393 |
0.9393 |
0.9383 |
0.9400 |
PP |
0.9372 |
0.9372 |
0.9372 |
0.9375 |
S1 |
0.9359 |
0.9359 |
0.9377 |
0.9366 |
S2 |
0.9338 |
0.9338 |
0.9374 |
|
S3 |
0.9304 |
0.9325 |
0.9371 |
|
S4 |
0.9270 |
0.9291 |
0.9361 |
|
|
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 |
0.9385 |
0.9300 |
0.0085 |
0.9% |
0.0034 |
0.4% |
94% |
True |
False |
186 |
10 |
0.9450 |
0.9300 |
0.0150 |
1.6% |
0.0033 |
0.4% |
53% |
False |
False |
119 |
20 |
0.9545 |
0.9300 |
0.0245 |
2.6% |
0.0027 |
0.3% |
33% |
False |
False |
74 |
40 |
0.9678 |
0.9300 |
0.0378 |
4.0% |
0.0021 |
0.2% |
21% |
False |
False |
50 |
60 |
0.9726 |
0.9300 |
0.0426 |
4.5% |
0.0020 |
0.2% |
19% |
False |
False |
40 |
80 |
0.9726 |
0.9300 |
0.0426 |
4.5% |
0.0018 |
0.2% |
19% |
False |
False |
33 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9530 |
2.618 |
0.9474 |
1.618 |
0.9440 |
1.000 |
0.9419 |
0.618 |
0.9406 |
HIGH |
0.9385 |
0.618 |
0.9372 |
0.500 |
0.9368 |
0.382 |
0.9364 |
LOW |
0.9351 |
0.618 |
0.9330 |
1.000 |
0.9317 |
1.618 |
0.9296 |
2.618 |
0.9262 |
4.250 |
0.9207 |
|
|
Fisher Pivots for day following 10-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9376 |
0.9368 |
PP |
0.9372 |
0.9357 |
S1 |
0.9368 |
0.9345 |
|