CME Canadian Dollar Future September 2014
| Trading Metrics calculated at close of trading on 12-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2013 |
12-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9364 |
0.9360 |
-0.0004 |
0.0% |
0.9340 |
| High |
0.9384 |
0.9360 |
-0.0024 |
-0.3% |
0.9345 |
| Low |
0.9364 |
0.9334 |
-0.0030 |
-0.3% |
0.9286 |
| Close |
0.9375 |
0.9334 |
-0.0041 |
-0.4% |
0.9314 |
| Range |
0.0020 |
0.0026 |
0.0006 |
30.0% |
0.0059 |
| ATR |
0.0028 |
0.0029 |
0.0001 |
3.3% |
0.0000 |
| Volume |
8 |
23 |
15 |
187.5% |
308 |
|
| Daily Pivots for day following 12-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9421 |
0.9403 |
0.9348 |
|
| R3 |
0.9395 |
0.9377 |
0.9341 |
|
| R2 |
0.9369 |
0.9369 |
0.9339 |
|
| R1 |
0.9351 |
0.9351 |
0.9336 |
0.9347 |
| PP |
0.9343 |
0.9343 |
0.9343 |
0.9341 |
| S1 |
0.9325 |
0.9325 |
0.9332 |
0.9321 |
| S2 |
0.9317 |
0.9317 |
0.9329 |
|
| S3 |
0.9291 |
0.9299 |
0.9327 |
|
| S4 |
0.9265 |
0.9273 |
0.9320 |
|
|
| Weekly Pivots for week ending 06-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9492 |
0.9462 |
0.9346 |
|
| R3 |
0.9433 |
0.9403 |
0.9330 |
|
| R2 |
0.9374 |
0.9374 |
0.9325 |
|
| R1 |
0.9344 |
0.9344 |
0.9319 |
0.9330 |
| PP |
0.9315 |
0.9315 |
0.9315 |
0.9308 |
| S1 |
0.9285 |
0.9285 |
0.9309 |
0.9271 |
| S2 |
0.9256 |
0.9256 |
0.9303 |
|
| S3 |
0.9197 |
0.9226 |
0.9298 |
|
| S4 |
0.9138 |
0.9167 |
0.9282 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9471 |
|
2.618 |
0.9428 |
|
1.618 |
0.9402 |
|
1.000 |
0.9386 |
|
0.618 |
0.9376 |
|
HIGH |
0.9360 |
|
0.618 |
0.9350 |
|
0.500 |
0.9347 |
|
0.382 |
0.9344 |
|
LOW |
0.9334 |
|
0.618 |
0.9318 |
|
1.000 |
0.9308 |
|
1.618 |
0.9292 |
|
2.618 |
0.9266 |
|
4.250 |
0.9224 |
|
|
| Fisher Pivots for day following 12-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9347 |
0.9358 |
| PP |
0.9343 |
0.9350 |
| S1 |
0.9338 |
0.9342 |
|