CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 19-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2013 |
19-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9380 |
0.9298 |
-0.0082 |
-0.9% |
0.9336 |
| High |
0.9380 |
0.9338 |
-0.0042 |
-0.4% |
0.9423 |
| Low |
0.9305 |
0.9285 |
-0.0020 |
-0.2% |
0.9330 |
| Close |
0.9343 |
0.9337 |
-0.0006 |
-0.1% |
0.9398 |
| Range |
0.0075 |
0.0053 |
-0.0022 |
-29.3% |
0.0093 |
| ATR |
0.0041 |
0.0042 |
0.0001 |
3.0% |
0.0000 |
| Volume |
241 |
668 |
427 |
177.2% |
866 |
|
| Daily Pivots for day following 19-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9479 |
0.9461 |
0.9366 |
|
| R3 |
0.9426 |
0.9408 |
0.9352 |
|
| R2 |
0.9373 |
0.9373 |
0.9347 |
|
| R1 |
0.9355 |
0.9355 |
0.9342 |
0.9364 |
| PP |
0.9320 |
0.9320 |
0.9320 |
0.9325 |
| S1 |
0.9302 |
0.9302 |
0.9332 |
0.9311 |
| S2 |
0.9267 |
0.9267 |
0.9327 |
|
| S3 |
0.9214 |
0.9249 |
0.9322 |
|
| S4 |
0.9161 |
0.9196 |
0.9308 |
|
|
| 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 |
0.9415 |
0.9285 |
0.0130 |
1.4% |
0.0049 |
0.5% |
40% |
False |
True |
289 |
| 10 |
0.9423 |
0.9285 |
0.0138 |
1.5% |
0.0047 |
0.5% |
38% |
False |
True |
213 |
| 20 |
0.9473 |
0.9285 |
0.0188 |
2.0% |
0.0038 |
0.4% |
28% |
False |
True |
149 |
| 40 |
0.9551 |
0.9285 |
0.0266 |
2.8% |
0.0028 |
0.3% |
20% |
False |
True |
91 |
| 60 |
0.9678 |
0.9285 |
0.0393 |
4.2% |
0.0023 |
0.2% |
13% |
False |
True |
65 |
| 80 |
0.9726 |
0.9285 |
0.0441 |
4.7% |
0.0021 |
0.2% |
12% |
False |
True |
53 |
| 100 |
0.9726 |
0.9285 |
0.0441 |
4.7% |
0.0020 |
0.2% |
12% |
False |
True |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9563 |
|
2.618 |
0.9477 |
|
1.618 |
0.9424 |
|
1.000 |
0.9391 |
|
0.618 |
0.9371 |
|
HIGH |
0.9338 |
|
0.618 |
0.9318 |
|
0.500 |
0.9312 |
|
0.382 |
0.9305 |
|
LOW |
0.9285 |
|
0.618 |
0.9252 |
|
1.000 |
0.9232 |
|
1.618 |
0.9199 |
|
2.618 |
0.9146 |
|
4.250 |
0.9060 |
|
|
| Fisher Pivots for day following 19-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9329 |
0.9346 |
| PP |
0.9320 |
0.9343 |
| S1 |
0.9312 |
0.9340 |
|