CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 17-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9572 |
0.9621 |
0.0049 |
0.5% |
0.9437 |
| High |
0.9634 |
0.9642 |
0.0008 |
0.1% |
0.9669 |
| Low |
0.9562 |
0.9552 |
-0.0010 |
-0.1% |
0.9431 |
| Close |
0.9628 |
0.9586 |
-0.0042 |
-0.4% |
0.9606 |
| Range |
0.0072 |
0.0090 |
0.0018 |
25.0% |
0.0238 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
1.3% |
0.0000 |
| Volume |
66,758 |
78,035 |
11,277 |
16.9% |
350,565 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9863 |
0.9815 |
0.9636 |
|
| R3 |
0.9773 |
0.9725 |
0.9611 |
|
| R2 |
0.9683 |
0.9683 |
0.9603 |
|
| R1 |
0.9635 |
0.9635 |
0.9594 |
0.9614 |
| PP |
0.9593 |
0.9593 |
0.9593 |
0.9583 |
| S1 |
0.9545 |
0.9545 |
0.9578 |
0.9524 |
| S2 |
0.9503 |
0.9503 |
0.9570 |
|
| S3 |
0.9413 |
0.9455 |
0.9561 |
|
| S4 |
0.9323 |
0.9365 |
0.9537 |
|
|
| 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 |
0.9502 |
0.0167 |
1.7% |
0.0084 |
0.9% |
50% |
False |
False |
71,282 |
| 10 |
0.9669 |
0.9409 |
0.0260 |
2.7% |
0.0077 |
0.8% |
68% |
False |
False |
71,055 |
| 20 |
0.9808 |
0.9409 |
0.0399 |
4.2% |
0.0082 |
0.9% |
44% |
False |
False |
78,366 |
| 40 |
0.9846 |
0.9409 |
0.0437 |
4.6% |
0.0080 |
0.8% |
41% |
False |
False |
47,913 |
| 60 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0072 |
0.7% |
32% |
False |
False |
32,092 |
| 80 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0065 |
0.7% |
32% |
False |
False |
24,103 |
| 100 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0059 |
0.6% |
32% |
False |
False |
19,319 |
| 120 |
1.0000 |
0.9409 |
0.0591 |
6.2% |
0.0056 |
0.6% |
30% |
False |
False |
16,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0025 |
|
2.618 |
0.9878 |
|
1.618 |
0.9788 |
|
1.000 |
0.9732 |
|
0.618 |
0.9698 |
|
HIGH |
0.9642 |
|
0.618 |
0.9608 |
|
0.500 |
0.9597 |
|
0.382 |
0.9586 |
|
LOW |
0.9552 |
|
0.618 |
0.9496 |
|
1.000 |
0.9462 |
|
1.618 |
0.9406 |
|
2.618 |
0.9316 |
|
4.250 |
0.9170 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9597 |
0.9597 |
| PP |
0.9593 |
0.9593 |
| S1 |
0.9590 |
0.9590 |
|