CME Canadian Dollar Future June 2014
Trading Metrics calculated at close of trading on 16-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2013 |
16-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
0.9343 |
0.9410 |
0.0067 |
0.7% |
0.9336 |
High |
0.9405 |
0.9415 |
0.0010 |
0.1% |
0.9423 |
Low |
0.9335 |
0.9400 |
0.0065 |
0.7% |
0.9330 |
Close |
0.9398 |
0.9404 |
0.0006 |
0.1% |
0.9398 |
Range |
0.0070 |
0.0015 |
-0.0055 |
-78.6% |
0.0093 |
ATR |
0.0040 |
0.0039 |
-0.0002 |
-4.1% |
0.0000 |
Volume |
251 |
180 |
-71 |
-28.3% |
866 |
|
Daily Pivots for day following 16-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9451 |
0.9443 |
0.9412 |
|
R3 |
0.9436 |
0.9428 |
0.9408 |
|
R2 |
0.9421 |
0.9421 |
0.9407 |
|
R1 |
0.9413 |
0.9413 |
0.9405 |
0.9410 |
PP |
0.9406 |
0.9406 |
0.9406 |
0.9405 |
S1 |
0.9398 |
0.9398 |
0.9403 |
0.9395 |
S2 |
0.9391 |
0.9391 |
0.9401 |
|
S3 |
0.9376 |
0.9383 |
0.9400 |
|
S4 |
0.9361 |
0.9368 |
0.9396 |
|
|
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 |
0.9335 |
0.0088 |
0.9% |
0.0045 |
0.5% |
78% |
False |
False |
142 |
10 |
0.9423 |
0.9300 |
0.0123 |
1.3% |
0.0038 |
0.4% |
85% |
False |
False |
162 |
20 |
0.9545 |
0.9300 |
0.0245 |
2.6% |
0.0033 |
0.3% |
42% |
False |
False |
101 |
40 |
0.9678 |
0.9300 |
0.0378 |
4.0% |
0.0025 |
0.3% |
28% |
False |
False |
66 |
60 |
0.9678 |
0.9300 |
0.0378 |
4.0% |
0.0020 |
0.2% |
28% |
False |
False |
48 |
80 |
0.9726 |
0.9300 |
0.0426 |
4.5% |
0.0020 |
0.2% |
24% |
False |
False |
41 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9479 |
2.618 |
0.9454 |
1.618 |
0.9439 |
1.000 |
0.9430 |
0.618 |
0.9424 |
HIGH |
0.9415 |
0.618 |
0.9409 |
0.500 |
0.9408 |
0.382 |
0.9406 |
LOW |
0.9400 |
0.618 |
0.9391 |
1.000 |
0.9385 |
1.618 |
0.9376 |
2.618 |
0.9361 |
4.250 |
0.9336 |
|
|
Fisher Pivots for day following 16-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9408 |
0.9396 |
PP |
0.9406 |
0.9387 |
S1 |
0.9405 |
0.9379 |
|