CME Canadian Dollar Future June 2014
| Trading Metrics calculated at close of trading on 20-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9298 |
0.9333 |
0.0035 |
0.4% |
0.9410 |
| High |
0.9338 |
0.9365 |
0.0027 |
0.3% |
0.9415 |
| Low |
0.9285 |
0.9274 |
-0.0011 |
-0.1% |
0.9274 |
| Close |
0.9337 |
0.9340 |
0.0003 |
0.0% |
0.9340 |
| Range |
0.0053 |
0.0091 |
0.0038 |
71.7% |
0.0141 |
| ATR |
0.0042 |
0.0046 |
0.0003 |
8.3% |
0.0000 |
| Volume |
668 |
193 |
-475 |
-71.1% |
1,390 |
|
| Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9599 |
0.9561 |
0.9390 |
|
| R3 |
0.9508 |
0.9470 |
0.9365 |
|
| R2 |
0.9417 |
0.9417 |
0.9357 |
|
| R1 |
0.9379 |
0.9379 |
0.9348 |
0.9398 |
| PP |
0.9326 |
0.9326 |
0.9326 |
0.9336 |
| S1 |
0.9288 |
0.9288 |
0.9332 |
0.9307 |
| S2 |
0.9235 |
0.9235 |
0.9323 |
|
| S3 |
0.9144 |
0.9197 |
0.9315 |
|
| S4 |
0.9053 |
0.9106 |
0.9290 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9766 |
0.9694 |
0.9418 |
|
| R3 |
0.9625 |
0.9553 |
0.9379 |
|
| R2 |
0.9484 |
0.9484 |
0.9366 |
|
| R1 |
0.9412 |
0.9412 |
0.9353 |
0.9378 |
| PP |
0.9343 |
0.9343 |
0.9343 |
0.9326 |
| S1 |
0.9271 |
0.9271 |
0.9327 |
0.9237 |
| S2 |
0.9202 |
0.9202 |
0.9314 |
|
| S3 |
0.9061 |
0.9130 |
0.9301 |
|
| S4 |
0.8920 |
0.8989 |
0.9262 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9415 |
0.9274 |
0.0141 |
1.5% |
0.0053 |
0.6% |
47% |
False |
True |
278 |
| 10 |
0.9423 |
0.9274 |
0.0149 |
1.6% |
0.0050 |
0.5% |
44% |
False |
True |
225 |
| 20 |
0.9450 |
0.9274 |
0.0176 |
1.9% |
0.0041 |
0.4% |
38% |
False |
True |
158 |
| 40 |
0.9551 |
0.9274 |
0.0277 |
3.0% |
0.0030 |
0.3% |
24% |
False |
True |
95 |
| 60 |
0.9678 |
0.9274 |
0.0404 |
4.3% |
0.0024 |
0.3% |
16% |
False |
True |
68 |
| 80 |
0.9726 |
0.9274 |
0.0452 |
4.8% |
0.0022 |
0.2% |
15% |
False |
True |
55 |
| 100 |
0.9726 |
0.9274 |
0.0452 |
4.8% |
0.0021 |
0.2% |
15% |
False |
True |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9752 |
|
2.618 |
0.9603 |
|
1.618 |
0.9512 |
|
1.000 |
0.9456 |
|
0.618 |
0.9421 |
|
HIGH |
0.9365 |
|
0.618 |
0.9330 |
|
0.500 |
0.9320 |
|
0.382 |
0.9309 |
|
LOW |
0.9274 |
|
0.618 |
0.9218 |
|
1.000 |
0.9183 |
|
1.618 |
0.9127 |
|
2.618 |
0.9036 |
|
4.250 |
0.8887 |
|
|
| Fisher Pivots for day following 20-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9333 |
0.9336 |
| PP |
0.9326 |
0.9331 |
| S1 |
0.9320 |
0.9327 |
|