CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 19-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9597 |
0.9623 |
0.0026 |
0.3% |
0.9607 |
| High |
0.9624 |
0.9644 |
0.0020 |
0.2% |
0.9644 |
| Low |
0.9565 |
0.9607 |
0.0042 |
0.4% |
0.9552 |
| Close |
0.9617 |
0.9631 |
0.0014 |
0.1% |
0.9631 |
| Range |
0.0059 |
0.0037 |
-0.0022 |
-37.3% |
0.0092 |
| ATR |
0.0076 |
0.0073 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
48,447 |
47,694 |
-753 |
-1.6% |
290,546 |
|
| Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9738 |
0.9722 |
0.9651 |
|
| R3 |
0.9701 |
0.9685 |
0.9641 |
|
| R2 |
0.9664 |
0.9664 |
0.9638 |
|
| R1 |
0.9648 |
0.9648 |
0.9634 |
0.9656 |
| PP |
0.9627 |
0.9627 |
0.9627 |
0.9632 |
| S1 |
0.9611 |
0.9611 |
0.9628 |
0.9619 |
| S2 |
0.9590 |
0.9590 |
0.9624 |
|
| S3 |
0.9553 |
0.9574 |
0.9621 |
|
| S4 |
0.9516 |
0.9537 |
0.9611 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9885 |
0.9850 |
0.9682 |
|
| R3 |
0.9793 |
0.9758 |
0.9656 |
|
| R2 |
0.9701 |
0.9701 |
0.9648 |
|
| R1 |
0.9666 |
0.9666 |
0.9639 |
0.9684 |
| PP |
0.9609 |
0.9609 |
0.9609 |
0.9618 |
| S1 |
0.9574 |
0.9574 |
0.9623 |
0.9592 |
| S2 |
0.9517 |
0.9517 |
0.9614 |
|
| S3 |
0.9425 |
0.9482 |
0.9606 |
|
| S4 |
0.9333 |
0.9390 |
0.9580 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9644 |
0.9552 |
0.0092 |
1.0% |
0.0061 |
0.6% |
86% |
True |
False |
58,109 |
| 10 |
0.9669 |
0.9431 |
0.0238 |
2.5% |
0.0069 |
0.7% |
84% |
False |
False |
64,111 |
| 20 |
0.9669 |
0.9409 |
0.0260 |
2.7% |
0.0075 |
0.8% |
85% |
False |
False |
74,376 |
| 40 |
0.9846 |
0.9409 |
0.0437 |
4.5% |
0.0077 |
0.8% |
51% |
False |
False |
50,282 |
| 60 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0073 |
0.8% |
41% |
False |
False |
33,691 |
| 80 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0065 |
0.7% |
41% |
False |
False |
25,303 |
| 100 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0060 |
0.6% |
41% |
False |
False |
20,273 |
| 120 |
1.0000 |
0.9409 |
0.0591 |
6.1% |
0.0056 |
0.6% |
38% |
False |
False |
16,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9801 |
|
2.618 |
0.9741 |
|
1.618 |
0.9704 |
|
1.000 |
0.9681 |
|
0.618 |
0.9667 |
|
HIGH |
0.9644 |
|
0.618 |
0.9630 |
|
0.500 |
0.9626 |
|
0.382 |
0.9621 |
|
LOW |
0.9607 |
|
0.618 |
0.9584 |
|
1.000 |
0.9570 |
|
1.618 |
0.9547 |
|
2.618 |
0.9510 |
|
4.250 |
0.9450 |
|
|
| Fisher Pivots for day following 19-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9629 |
0.9620 |
| PP |
0.9627 |
0.9609 |
| S1 |
0.9626 |
0.9598 |
|