CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9626 |
0.9607 |
-0.0019 |
-0.2% |
0.9437 |
| High |
0.9637 |
0.9619 |
-0.0018 |
-0.2% |
0.9669 |
| Low |
0.9595 |
0.9570 |
-0.0025 |
-0.3% |
0.9431 |
| Close |
0.9606 |
0.9582 |
-0.0024 |
-0.2% |
0.9606 |
| Range |
0.0042 |
0.0049 |
0.0007 |
16.7% |
0.0238 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
62,019 |
49,612 |
-12,407 |
-20.0% |
350,565 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9737 |
0.9709 |
0.9609 |
|
| R3 |
0.9688 |
0.9660 |
0.9595 |
|
| R2 |
0.9639 |
0.9639 |
0.9591 |
|
| R1 |
0.9611 |
0.9611 |
0.9586 |
0.9601 |
| PP |
0.9590 |
0.9590 |
0.9590 |
0.9585 |
| S1 |
0.9562 |
0.9562 |
0.9578 |
0.9552 |
| S2 |
0.9541 |
0.9541 |
0.9573 |
|
| S3 |
0.9492 |
0.9513 |
0.9569 |
|
| S4 |
0.9443 |
0.9464 |
0.9555 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0283 |
1.0182 |
0.9737 |
|
| R3 |
1.0045 |
0.9944 |
0.9671 |
|
| R2 |
0.9807 |
0.9807 |
0.9650 |
|
| R1 |
0.9706 |
0.9706 |
0.9628 |
0.9757 |
| PP |
0.9569 |
0.9569 |
0.9569 |
0.9594 |
| S1 |
0.9468 |
0.9468 |
0.9584 |
0.9519 |
| S2 |
0.9331 |
0.9331 |
0.9562 |
|
| S3 |
0.9093 |
0.9230 |
0.9541 |
|
| S4 |
0.8855 |
0.8992 |
0.9475 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9669 |
0.9440 |
0.0229 |
2.4% |
0.0080 |
0.8% |
62% |
False |
False |
68,673 |
| 10 |
0.9669 |
0.9409 |
0.0260 |
2.7% |
0.0073 |
0.8% |
67% |
False |
False |
68,385 |
| 20 |
0.9831 |
0.9409 |
0.0422 |
4.4% |
0.0078 |
0.8% |
41% |
False |
False |
75,928 |
| 40 |
0.9846 |
0.9409 |
0.0437 |
4.6% |
0.0081 |
0.8% |
40% |
False |
False |
44,359 |
| 60 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0070 |
0.7% |
32% |
False |
False |
29,682 |
| 80 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0064 |
0.7% |
32% |
False |
False |
22,296 |
| 100 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0059 |
0.6% |
32% |
False |
False |
17,872 |
| 120 |
1.0032 |
0.9409 |
0.0623 |
6.5% |
0.0055 |
0.6% |
28% |
False |
False |
14,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9827 |
|
2.618 |
0.9747 |
|
1.618 |
0.9698 |
|
1.000 |
0.9668 |
|
0.618 |
0.9649 |
|
HIGH |
0.9619 |
|
0.618 |
0.9600 |
|
0.500 |
0.9595 |
|
0.382 |
0.9589 |
|
LOW |
0.9570 |
|
0.618 |
0.9540 |
|
1.000 |
0.9521 |
|
1.618 |
0.9491 |
|
2.618 |
0.9442 |
|
4.250 |
0.9362 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9595 |
0.9586 |
| PP |
0.9590 |
0.9584 |
| S1 |
0.9586 |
0.9583 |
|