CME Canadian Dollar Future September 2013
Trading Metrics calculated at close of trading on 06-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
0.9616 |
0.9642 |
0.0026 |
0.3% |
0.9713 |
High |
0.9644 |
0.9653 |
0.0009 |
0.1% |
0.9749 |
Low |
0.9602 |
0.9614 |
0.0012 |
0.1% |
0.9603 |
Close |
0.9635 |
0.9636 |
0.0001 |
0.0% |
0.9616 |
Range |
0.0042 |
0.0039 |
-0.0003 |
-7.1% |
0.0146 |
ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.9% |
0.0000 |
Volume |
43,971 |
49,519 |
5,548 |
12.6% |
351,489 |
|
Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9751 |
0.9733 |
0.9657 |
|
R3 |
0.9712 |
0.9694 |
0.9647 |
|
R2 |
0.9673 |
0.9673 |
0.9643 |
|
R1 |
0.9655 |
0.9655 |
0.9640 |
0.9645 |
PP |
0.9634 |
0.9634 |
0.9634 |
0.9629 |
S1 |
0.9616 |
0.9616 |
0.9632 |
0.9606 |
S2 |
0.9595 |
0.9595 |
0.9629 |
|
S3 |
0.9556 |
0.9577 |
0.9625 |
|
S4 |
0.9517 |
0.9538 |
0.9615 |
|
|
Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0094 |
1.0001 |
0.9696 |
|
R3 |
0.9948 |
0.9855 |
0.9656 |
|
R2 |
0.9802 |
0.9802 |
0.9643 |
|
R1 |
0.9709 |
0.9709 |
0.9629 |
0.9683 |
PP |
0.9656 |
0.9656 |
0.9656 |
0.9643 |
S1 |
0.9563 |
0.9563 |
0.9603 |
0.9537 |
S2 |
0.9510 |
0.9510 |
0.9589 |
|
S3 |
0.9364 |
0.9417 |
0.9576 |
|
S4 |
0.9218 |
0.9271 |
0.9536 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9749 |
0.9602 |
0.0147 |
1.5% |
0.0064 |
0.7% |
23% |
False |
False |
68,029 |
10 |
0.9749 |
0.9602 |
0.0147 |
1.5% |
0.0056 |
0.6% |
23% |
False |
False |
62,644 |
20 |
0.9749 |
0.9471 |
0.0278 |
2.9% |
0.0064 |
0.7% |
59% |
False |
False |
63,223 |
40 |
0.9846 |
0.9409 |
0.0437 |
4.5% |
0.0069 |
0.7% |
52% |
False |
False |
67,208 |
60 |
0.9883 |
0.9409 |
0.0474 |
4.9% |
0.0073 |
0.8% |
48% |
False |
False |
46,056 |
80 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0068 |
0.7% |
42% |
False |
False |
34,600 |
100 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0062 |
0.6% |
42% |
False |
False |
27,702 |
120 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0058 |
0.6% |
42% |
False |
False |
23,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9819 |
2.618 |
0.9755 |
1.618 |
0.9716 |
1.000 |
0.9692 |
0.618 |
0.9677 |
HIGH |
0.9653 |
0.618 |
0.9638 |
0.500 |
0.9634 |
0.382 |
0.9629 |
LOW |
0.9614 |
0.618 |
0.9590 |
1.000 |
0.9575 |
1.618 |
0.9551 |
2.618 |
0.9512 |
4.250 |
0.9448 |
|
|
Fisher Pivots for day following 06-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9635 |
0.9635 |
PP |
0.9634 |
0.9633 |
S1 |
0.9634 |
0.9632 |
|