CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 23-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9630 |
0.9659 |
0.0029 |
0.3% |
0.9607 |
| High |
0.9675 |
0.9717 |
0.0042 |
0.4% |
0.9644 |
| Low |
0.9630 |
0.9649 |
0.0019 |
0.2% |
0.9552 |
| Close |
0.9657 |
0.9714 |
0.0057 |
0.6% |
0.9631 |
| Range |
0.0045 |
0.0068 |
0.0023 |
51.1% |
0.0092 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
50,685 |
68,019 |
17,334 |
34.2% |
290,546 |
|
| Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9897 |
0.9874 |
0.9751 |
|
| R3 |
0.9829 |
0.9806 |
0.9733 |
|
| R2 |
0.9761 |
0.9761 |
0.9726 |
|
| R1 |
0.9738 |
0.9738 |
0.9720 |
0.9750 |
| PP |
0.9693 |
0.9693 |
0.9693 |
0.9699 |
| S1 |
0.9670 |
0.9670 |
0.9708 |
0.9682 |
| S2 |
0.9625 |
0.9625 |
0.9702 |
|
| S3 |
0.9557 |
0.9602 |
0.9695 |
|
| S4 |
0.9489 |
0.9534 |
0.9677 |
|
|
| 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 |
0.9717 |
0.9552 |
0.0165 |
1.7% |
0.0060 |
0.6% |
98% |
True |
False |
58,576 |
| 10 |
0.9717 |
0.9471 |
0.0246 |
2.5% |
0.0071 |
0.7% |
99% |
True |
False |
63,802 |
| 20 |
0.9717 |
0.9409 |
0.0308 |
3.2% |
0.0071 |
0.7% |
99% |
True |
False |
68,960 |
| 40 |
0.9846 |
0.9409 |
0.0437 |
4.5% |
0.0077 |
0.8% |
70% |
False |
False |
53,162 |
| 60 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0073 |
0.7% |
56% |
False |
False |
35,664 |
| 80 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0065 |
0.7% |
56% |
False |
False |
26,783 |
| 100 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0060 |
0.6% |
56% |
False |
False |
21,456 |
| 120 |
1.0000 |
0.9409 |
0.0591 |
6.1% |
0.0056 |
0.6% |
52% |
False |
False |
17,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0006 |
|
2.618 |
0.9895 |
|
1.618 |
0.9827 |
|
1.000 |
0.9785 |
|
0.618 |
0.9759 |
|
HIGH |
0.9717 |
|
0.618 |
0.9691 |
|
0.500 |
0.9683 |
|
0.382 |
0.9675 |
|
LOW |
0.9649 |
|
0.618 |
0.9607 |
|
1.000 |
0.9581 |
|
1.618 |
0.9539 |
|
2.618 |
0.9471 |
|
4.250 |
0.9360 |
|
|
| Fisher Pivots for day following 23-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9704 |
0.9697 |
| PP |
0.9693 |
0.9679 |
| S1 |
0.9683 |
0.9662 |
|