CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 17-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2013 |
17-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9410 |
0.9402 |
-0.0008 |
-0.1% |
0.9336 |
| High |
0.9415 |
0.9407 |
-0.0008 |
-0.1% |
0.9423 |
| Low |
0.9400 |
0.9376 |
-0.0024 |
-0.3% |
0.9330 |
| Close |
0.9404 |
0.9379 |
-0.0025 |
-0.3% |
0.9398 |
| Range |
0.0015 |
0.0031 |
0.0016 |
106.7% |
0.0093 |
| ATR |
0.0039 |
0.0038 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
180 |
108 |
-72 |
-40.0% |
866 |
|
| Daily Pivots for day following 17-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9480 |
0.9461 |
0.9396 |
|
| R3 |
0.9449 |
0.9430 |
0.9388 |
|
| R2 |
0.9418 |
0.9418 |
0.9385 |
|
| R1 |
0.9399 |
0.9399 |
0.9382 |
0.9393 |
| PP |
0.9387 |
0.9387 |
0.9387 |
0.9385 |
| S1 |
0.9368 |
0.9368 |
0.9376 |
0.9362 |
| S2 |
0.9356 |
0.9356 |
0.9373 |
|
| S3 |
0.9325 |
0.9337 |
0.9370 |
|
| S4 |
0.9294 |
0.9306 |
0.9362 |
|
|
| 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% |
0.0044 |
0.5% |
50% |
False |
False |
152 |
| 10 |
0.9423 |
0.9300 |
0.0123 |
1.3% |
0.0039 |
0.4% |
64% |
False |
False |
169 |
| 20 |
0.9530 |
0.9300 |
0.0230 |
2.5% |
0.0034 |
0.4% |
34% |
False |
False |
106 |
| 40 |
0.9678 |
0.9300 |
0.0378 |
4.0% |
0.0025 |
0.3% |
21% |
False |
False |
68 |
| 60 |
0.9678 |
0.9300 |
0.0378 |
4.0% |
0.0021 |
0.2% |
21% |
False |
False |
50 |
| 80 |
0.9726 |
0.9300 |
0.0426 |
4.5% |
0.0019 |
0.2% |
19% |
False |
False |
43 |
| 100 |
0.9726 |
0.9300 |
0.0426 |
4.5% |
0.0019 |
0.2% |
19% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9539 |
|
2.618 |
0.9488 |
|
1.618 |
0.9457 |
|
1.000 |
0.9438 |
|
0.618 |
0.9426 |
|
HIGH |
0.9407 |
|
0.618 |
0.9395 |
|
0.500 |
0.9392 |
|
0.382 |
0.9388 |
|
LOW |
0.9376 |
|
0.618 |
0.9357 |
|
1.000 |
0.9345 |
|
1.618 |
0.9326 |
|
2.618 |
0.9295 |
|
4.250 |
0.9244 |
|
|
| Fisher Pivots for day following 17-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9392 |
0.9378 |
| PP |
0.9387 |
0.9376 |
| S1 |
0.9383 |
0.9375 |
|