CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 11-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2013 |
11-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9358 |
0.9385 |
0.0027 |
0.3% |
0.9360 |
| High |
0.9385 |
0.9405 |
0.0020 |
0.2% |
0.9366 |
| Low |
0.9351 |
0.9380 |
0.0029 |
0.3% |
0.9300 |
| Close |
0.9380 |
0.9396 |
0.0016 |
0.2% |
0.9335 |
| Range |
0.0034 |
0.0025 |
-0.0009 |
-26.5% |
0.0066 |
| ATR |
0.0036 |
0.0035 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
58 |
133 |
75 |
129.3% |
643 |
|
| Daily Pivots for day following 11-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9469 |
0.9457 |
0.9410 |
|
| R3 |
0.9444 |
0.9432 |
0.9403 |
|
| R2 |
0.9419 |
0.9419 |
0.9401 |
|
| R1 |
0.9407 |
0.9407 |
0.9398 |
0.9413 |
| PP |
0.9394 |
0.9394 |
0.9394 |
0.9397 |
| S1 |
0.9382 |
0.9382 |
0.9394 |
0.9388 |
| S2 |
0.9369 |
0.9369 |
0.9391 |
|
| S3 |
0.9344 |
0.9357 |
0.9389 |
|
| S4 |
0.9319 |
0.9332 |
0.9382 |
|
|
| 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 |
0.9405 |
0.9305 |
0.0100 |
1.1% |
0.0034 |
0.4% |
91% |
True |
False |
189 |
| 10 |
0.9435 |
0.9300 |
0.0135 |
1.4% |
0.0033 |
0.4% |
71% |
False |
False |
129 |
| 20 |
0.9545 |
0.9300 |
0.0245 |
2.6% |
0.0028 |
0.3% |
39% |
False |
False |
79 |
| 40 |
0.9678 |
0.9300 |
0.0378 |
4.0% |
0.0021 |
0.2% |
25% |
False |
False |
53 |
| 60 |
0.9726 |
0.9300 |
0.0426 |
4.5% |
0.0020 |
0.2% |
23% |
False |
False |
41 |
| 80 |
0.9726 |
0.9300 |
0.0426 |
4.5% |
0.0018 |
0.2% |
23% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9511 |
|
2.618 |
0.9470 |
|
1.618 |
0.9445 |
|
1.000 |
0.9430 |
|
0.618 |
0.9420 |
|
HIGH |
0.9405 |
|
0.618 |
0.9395 |
|
0.500 |
0.9393 |
|
0.382 |
0.9390 |
|
LOW |
0.9380 |
|
0.618 |
0.9365 |
|
1.000 |
0.9355 |
|
1.618 |
0.9340 |
|
2.618 |
0.9315 |
|
4.250 |
0.9274 |
|
|
| Fisher Pivots for day following 11-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9395 |
0.9387 |
| PP |
0.9394 |
0.9377 |
| S1 |
0.9393 |
0.9368 |
|