CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 13-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2013 |
13-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9400 |
0.9343 |
-0.0057 |
-0.6% |
0.9336 |
| High |
0.9423 |
0.9405 |
-0.0018 |
-0.2% |
0.9423 |
| Low |
0.9343 |
0.9335 |
-0.0008 |
-0.1% |
0.9330 |
| Close |
0.9355 |
0.9398 |
0.0043 |
0.5% |
0.9398 |
| Range |
0.0080 |
0.0070 |
-0.0010 |
-12.5% |
0.0093 |
| ATR |
0.0038 |
0.0040 |
0.0002 |
6.0% |
0.0000 |
| Volume |
91 |
251 |
160 |
175.8% |
866 |
|
| Daily Pivots for day following 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9589 |
0.9564 |
0.9437 |
|
| R3 |
0.9519 |
0.9494 |
0.9417 |
|
| R2 |
0.9449 |
0.9449 |
0.9411 |
|
| R1 |
0.9424 |
0.9424 |
0.9404 |
0.9437 |
| PP |
0.9379 |
0.9379 |
0.9379 |
0.9386 |
| S1 |
0.9354 |
0.9354 |
0.9392 |
0.9367 |
| S2 |
0.9309 |
0.9309 |
0.9385 |
|
| S3 |
0.9239 |
0.9284 |
0.9379 |
|
| S4 |
0.9169 |
0.9214 |
0.9360 |
|
|
| Weekly Pivots for week ending 13-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9663 |
0.9623 |
0.9449 |
|
| R3 |
0.9570 |
0.9530 |
0.9424 |
|
| R2 |
0.9477 |
0.9477 |
0.9415 |
|
| R1 |
0.9437 |
0.9437 |
0.9407 |
0.9457 |
| PP |
0.9384 |
0.9384 |
0.9384 |
0.9394 |
| S1 |
0.9344 |
0.9344 |
0.9389 |
0.9364 |
| S2 |
0.9291 |
0.9291 |
0.9381 |
|
| S3 |
0.9198 |
0.9251 |
0.9372 |
|
| S4 |
0.9105 |
0.9158 |
0.9347 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9423 |
0.9330 |
0.0093 |
1.0% |
0.0048 |
0.5% |
73% |
False |
False |
173 |
| 10 |
0.9423 |
0.9300 |
0.0123 |
1.3% |
0.0038 |
0.4% |
80% |
False |
False |
150 |
| 20 |
0.9545 |
0.9300 |
0.0245 |
2.6% |
0.0032 |
0.3% |
40% |
False |
False |
94 |
| 40 |
0.9678 |
0.9300 |
0.0378 |
4.0% |
0.0025 |
0.3% |
26% |
False |
False |
61 |
| 60 |
0.9678 |
0.9300 |
0.0378 |
4.0% |
0.0020 |
0.2% |
26% |
False |
False |
45 |
| 80 |
0.9726 |
0.9300 |
0.0426 |
4.5% |
0.0020 |
0.2% |
23% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9703 |
|
2.618 |
0.9588 |
|
1.618 |
0.9518 |
|
1.000 |
0.9475 |
|
0.618 |
0.9448 |
|
HIGH |
0.9405 |
|
0.618 |
0.9378 |
|
0.500 |
0.9370 |
|
0.382 |
0.9362 |
|
LOW |
0.9335 |
|
0.618 |
0.9292 |
|
1.000 |
0.9265 |
|
1.618 |
0.9222 |
|
2.618 |
0.9152 |
|
4.250 |
0.9038 |
|
|
| Fisher Pivots for day following 13-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9389 |
0.9392 |
| PP |
0.9379 |
0.9385 |
| S1 |
0.9370 |
0.9379 |
|