CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 12-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9385 |
0.9400 |
0.0015 |
0.2% |
0.9360 |
| High |
0.9405 |
0.9423 |
0.0018 |
0.2% |
0.9366 |
| Low |
0.9380 |
0.9343 |
-0.0037 |
-0.4% |
0.9300 |
| Close |
0.9396 |
0.9355 |
-0.0041 |
-0.4% |
0.9335 |
| Range |
0.0025 |
0.0080 |
0.0055 |
220.0% |
0.0066 |
| ATR |
0.0035 |
0.0038 |
0.0003 |
9.2% |
0.0000 |
| Volume |
133 |
91 |
-42 |
-31.6% |
643 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9614 |
0.9564 |
0.9399 |
|
| R3 |
0.9534 |
0.9484 |
0.9377 |
|
| R2 |
0.9454 |
0.9454 |
0.9370 |
|
| R1 |
0.9404 |
0.9404 |
0.9362 |
0.9389 |
| PP |
0.9374 |
0.9374 |
0.9374 |
0.9366 |
| S1 |
0.9324 |
0.9324 |
0.9348 |
0.9309 |
| S2 |
0.9294 |
0.9294 |
0.9340 |
|
| S3 |
0.9214 |
0.9244 |
0.9333 |
|
| S4 |
0.9134 |
0.9164 |
0.9311 |
|
|
| 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 |
0.9423 |
0.9305 |
0.0118 |
1.3% |
0.0046 |
0.5% |
42% |
True |
False |
138 |
| 10 |
0.9423 |
0.9300 |
0.0123 |
1.3% |
0.0036 |
0.4% |
45% |
True |
False |
135 |
| 20 |
0.9545 |
0.9300 |
0.0245 |
2.6% |
0.0031 |
0.3% |
22% |
False |
False |
82 |
| 40 |
0.9678 |
0.9300 |
0.0378 |
4.0% |
0.0023 |
0.2% |
15% |
False |
False |
55 |
| 60 |
0.9715 |
0.9300 |
0.0415 |
4.4% |
0.0019 |
0.2% |
13% |
False |
False |
43 |
| 80 |
0.9726 |
0.9300 |
0.0426 |
4.6% |
0.0019 |
0.2% |
13% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9763 |
|
2.618 |
0.9632 |
|
1.618 |
0.9552 |
|
1.000 |
0.9503 |
|
0.618 |
0.9472 |
|
HIGH |
0.9423 |
|
0.618 |
0.9392 |
|
0.500 |
0.9383 |
|
0.382 |
0.9374 |
|
LOW |
0.9343 |
|
0.618 |
0.9294 |
|
1.000 |
0.9263 |
|
1.618 |
0.9214 |
|
2.618 |
0.9134 |
|
4.250 |
0.9003 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9383 |
0.9383 |
| PP |
0.9374 |
0.9374 |
| S1 |
0.9364 |
0.9364 |
|