CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 22-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9623 |
0.9630 |
0.0007 |
0.1% |
0.9607 |
| High |
0.9644 |
0.9675 |
0.0031 |
0.3% |
0.9644 |
| Low |
0.9607 |
0.9630 |
0.0023 |
0.2% |
0.9552 |
| Close |
0.9631 |
0.9657 |
0.0026 |
0.3% |
0.9631 |
| Range |
0.0037 |
0.0045 |
0.0008 |
21.6% |
0.0092 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
47,694 |
50,685 |
2,991 |
6.3% |
290,546 |
|
| Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9789 |
0.9768 |
0.9682 |
|
| R3 |
0.9744 |
0.9723 |
0.9669 |
|
| R2 |
0.9699 |
0.9699 |
0.9665 |
|
| R1 |
0.9678 |
0.9678 |
0.9661 |
0.9689 |
| PP |
0.9654 |
0.9654 |
0.9654 |
0.9659 |
| S1 |
0.9633 |
0.9633 |
0.9653 |
0.9644 |
| S2 |
0.9609 |
0.9609 |
0.9649 |
|
| S3 |
0.9564 |
0.9588 |
0.9645 |
|
| S4 |
0.9519 |
0.9543 |
0.9632 |
|
|
| 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 |
0.9675 |
0.9552 |
0.0123 |
1.3% |
0.0061 |
0.6% |
85% |
True |
False |
58,323 |
| 10 |
0.9675 |
0.9440 |
0.0235 |
2.4% |
0.0070 |
0.7% |
92% |
True |
False |
63,498 |
| 20 |
0.9675 |
0.9409 |
0.0266 |
2.8% |
0.0072 |
0.7% |
93% |
True |
False |
71,315 |
| 40 |
0.9846 |
0.9409 |
0.0437 |
4.5% |
0.0076 |
0.8% |
57% |
False |
False |
51,505 |
| 60 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0072 |
0.7% |
45% |
False |
False |
34,534 |
| 80 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0065 |
0.7% |
45% |
False |
False |
25,935 |
| 100 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0060 |
0.6% |
45% |
False |
False |
20,777 |
| 120 |
1.0000 |
0.9409 |
0.0591 |
6.1% |
0.0056 |
0.6% |
42% |
False |
False |
17,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9866 |
|
2.618 |
0.9793 |
|
1.618 |
0.9748 |
|
1.000 |
0.9720 |
|
0.618 |
0.9703 |
|
HIGH |
0.9675 |
|
0.618 |
0.9658 |
|
0.500 |
0.9653 |
|
0.382 |
0.9647 |
|
LOW |
0.9630 |
|
0.618 |
0.9602 |
|
1.000 |
0.9585 |
|
1.618 |
0.9557 |
|
2.618 |
0.9512 |
|
4.250 |
0.9439 |
|
|
| Fisher Pivots for day following 22-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9656 |
0.9645 |
| PP |
0.9654 |
0.9632 |
| S1 |
0.9653 |
0.9620 |
|