CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 30-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9713 |
0.9730 |
0.0017 |
0.2% |
0.9630 |
| High |
0.9742 |
0.9739 |
-0.0003 |
0.0% |
0.9739 |
| Low |
0.9713 |
0.9687 |
-0.0026 |
-0.3% |
0.9630 |
| Close |
0.9739 |
0.9688 |
-0.0051 |
-0.5% |
0.9713 |
| Range |
0.0029 |
0.0052 |
0.0023 |
79.3% |
0.0109 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
42,959 |
61,872 |
18,913 |
44.0% |
300,166 |
|
| Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9861 |
0.9826 |
0.9717 |
|
| R3 |
0.9809 |
0.9774 |
0.9702 |
|
| R2 |
0.9757 |
0.9757 |
0.9698 |
|
| R1 |
0.9722 |
0.9722 |
0.9693 |
0.9714 |
| PP |
0.9705 |
0.9705 |
0.9705 |
0.9700 |
| S1 |
0.9670 |
0.9670 |
0.9683 |
0.9662 |
| S2 |
0.9653 |
0.9653 |
0.9678 |
|
| S3 |
0.9601 |
0.9618 |
0.9674 |
|
| S4 |
0.9549 |
0.9566 |
0.9659 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0021 |
0.9976 |
0.9773 |
|
| R3 |
0.9912 |
0.9867 |
0.9743 |
|
| R2 |
0.9803 |
0.9803 |
0.9733 |
|
| R1 |
0.9758 |
0.9758 |
0.9723 |
0.9781 |
| PP |
0.9694 |
0.9694 |
0.9694 |
0.9705 |
| S1 |
0.9649 |
0.9649 |
0.9703 |
0.9672 |
| S2 |
0.9585 |
0.9585 |
0.9693 |
|
| S3 |
0.9476 |
0.9540 |
0.9683 |
|
| S4 |
0.9367 |
0.9431 |
0.9653 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9742 |
0.9673 |
0.0069 |
0.7% |
0.0048 |
0.5% |
22% |
False |
False |
57,258 |
| 10 |
0.9742 |
0.9552 |
0.0190 |
2.0% |
0.0054 |
0.6% |
72% |
False |
False |
57,917 |
| 20 |
0.9742 |
0.9409 |
0.0333 |
3.4% |
0.0065 |
0.7% |
84% |
False |
False |
63,996 |
| 40 |
0.9846 |
0.9409 |
0.0437 |
4.5% |
0.0072 |
0.7% |
64% |
False |
False |
60,102 |
| 60 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0072 |
0.7% |
51% |
False |
False |
40,414 |
| 80 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0066 |
0.7% |
51% |
False |
False |
30,357 |
| 100 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0060 |
0.6% |
51% |
False |
False |
24,311 |
| 120 |
1.0000 |
0.9409 |
0.0591 |
6.1% |
0.0057 |
0.6% |
47% |
False |
False |
20,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9960 |
|
2.618 |
0.9875 |
|
1.618 |
0.9823 |
|
1.000 |
0.9791 |
|
0.618 |
0.9771 |
|
HIGH |
0.9739 |
|
0.618 |
0.9719 |
|
0.500 |
0.9713 |
|
0.382 |
0.9707 |
|
LOW |
0.9687 |
|
0.618 |
0.9655 |
|
1.000 |
0.9635 |
|
1.618 |
0.9603 |
|
2.618 |
0.9551 |
|
4.250 |
0.9466 |
|
|
| Fisher Pivots for day following 30-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9713 |
0.9715 |
| PP |
0.9705 |
0.9706 |
| S1 |
0.9696 |
0.9697 |
|