CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 24-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9659 |
0.9706 |
0.0047 |
0.5% |
0.9607 |
| High |
0.9717 |
0.9732 |
0.0015 |
0.2% |
0.9644 |
| Low |
0.9649 |
0.9673 |
0.0024 |
0.2% |
0.9552 |
| Close |
0.9714 |
0.9680 |
-0.0034 |
-0.4% |
0.9631 |
| Range |
0.0068 |
0.0059 |
-0.0009 |
-13.2% |
0.0092 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
68,019 |
70,731 |
2,712 |
4.0% |
290,546 |
|
| Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9872 |
0.9835 |
0.9712 |
|
| R3 |
0.9813 |
0.9776 |
0.9696 |
|
| R2 |
0.9754 |
0.9754 |
0.9691 |
|
| R1 |
0.9717 |
0.9717 |
0.9685 |
0.9706 |
| PP |
0.9695 |
0.9695 |
0.9695 |
0.9690 |
| S1 |
0.9658 |
0.9658 |
0.9675 |
0.9647 |
| S2 |
0.9636 |
0.9636 |
0.9669 |
|
| S3 |
0.9577 |
0.9599 |
0.9664 |
|
| S4 |
0.9518 |
0.9540 |
0.9648 |
|
|
| 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 |
0.9732 |
0.9565 |
0.0167 |
1.7% |
0.0054 |
0.6% |
69% |
True |
False |
57,115 |
| 10 |
0.9732 |
0.9502 |
0.0230 |
2.4% |
0.0069 |
0.7% |
77% |
True |
False |
64,198 |
| 20 |
0.9732 |
0.9409 |
0.0323 |
3.3% |
0.0070 |
0.7% |
84% |
True |
False |
67,953 |
| 40 |
0.9846 |
0.9409 |
0.0437 |
4.5% |
0.0076 |
0.8% |
62% |
False |
False |
54,901 |
| 60 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0073 |
0.8% |
50% |
False |
False |
36,840 |
| 80 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0066 |
0.7% |
50% |
False |
False |
27,667 |
| 100 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0060 |
0.6% |
50% |
False |
False |
22,160 |
| 120 |
1.0000 |
0.9409 |
0.0591 |
6.1% |
0.0056 |
0.6% |
46% |
False |
False |
18,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9983 |
|
2.618 |
0.9886 |
|
1.618 |
0.9827 |
|
1.000 |
0.9791 |
|
0.618 |
0.9768 |
|
HIGH |
0.9732 |
|
0.618 |
0.9709 |
|
0.500 |
0.9703 |
|
0.382 |
0.9696 |
|
LOW |
0.9673 |
|
0.618 |
0.9637 |
|
1.000 |
0.9614 |
|
1.618 |
0.9578 |
|
2.618 |
0.9519 |
|
4.250 |
0.9422 |
|
|
| Fisher Pivots for day following 24-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9703 |
0.9681 |
| PP |
0.9695 |
0.9681 |
| S1 |
0.9688 |
0.9680 |
|