CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 12-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9673 |
0.9706 |
0.0033 |
0.3% |
0.9616 |
| High |
0.9724 |
0.9719 |
-0.0005 |
-0.1% |
0.9724 |
| Low |
0.9650 |
0.9684 |
0.0034 |
0.4% |
0.9564 |
| Close |
0.9723 |
0.9705 |
-0.0018 |
-0.2% |
0.9723 |
| Range |
0.0074 |
0.0035 |
-0.0039 |
-52.7% |
0.0160 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
80,585 |
41,459 |
-39,126 |
-48.6% |
321,032 |
|
| Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9808 |
0.9791 |
0.9724 |
|
| R3 |
0.9773 |
0.9756 |
0.9715 |
|
| R2 |
0.9738 |
0.9738 |
0.9711 |
|
| R1 |
0.9721 |
0.9721 |
0.9708 |
0.9712 |
| PP |
0.9703 |
0.9703 |
0.9703 |
0.9698 |
| S1 |
0.9686 |
0.9686 |
0.9702 |
0.9677 |
| S2 |
0.9668 |
0.9668 |
0.9699 |
|
| S3 |
0.9633 |
0.9651 |
0.9695 |
|
| S4 |
0.9598 |
0.9616 |
0.9686 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0150 |
1.0097 |
0.9811 |
|
| R3 |
0.9990 |
0.9937 |
0.9767 |
|
| R2 |
0.9830 |
0.9830 |
0.9752 |
|
| R1 |
0.9777 |
0.9777 |
0.9738 |
0.9804 |
| PP |
0.9670 |
0.9670 |
0.9670 |
0.9684 |
| S1 |
0.9617 |
0.9617 |
0.9708 |
0.9644 |
| S2 |
0.9510 |
0.9510 |
0.9694 |
|
| S3 |
0.9350 |
0.9457 |
0.9679 |
|
| S4 |
0.9190 |
0.9297 |
0.9635 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9724 |
0.9564 |
0.0160 |
1.6% |
0.0068 |
0.7% |
88% |
False |
False |
63,704 |
| 10 |
0.9749 |
0.9564 |
0.0185 |
1.9% |
0.0067 |
0.7% |
76% |
False |
False |
67,102 |
| 20 |
0.9749 |
0.9552 |
0.0197 |
2.0% |
0.0062 |
0.6% |
78% |
False |
False |
62,754 |
| 40 |
0.9831 |
0.9409 |
0.0422 |
4.3% |
0.0070 |
0.7% |
70% |
False |
False |
69,341 |
| 60 |
0.9846 |
0.9409 |
0.0437 |
4.5% |
0.0074 |
0.8% |
68% |
False |
False |
50,490 |
| 80 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0068 |
0.7% |
54% |
False |
False |
37,950 |
| 100 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0063 |
0.7% |
54% |
False |
False |
30,388 |
| 120 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0059 |
0.6% |
54% |
False |
False |
25,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9868 |
|
2.618 |
0.9811 |
|
1.618 |
0.9776 |
|
1.000 |
0.9754 |
|
0.618 |
0.9741 |
|
HIGH |
0.9719 |
|
0.618 |
0.9706 |
|
0.500 |
0.9702 |
|
0.382 |
0.9697 |
|
LOW |
0.9684 |
|
0.618 |
0.9662 |
|
1.000 |
0.9649 |
|
1.618 |
0.9627 |
|
2.618 |
0.9592 |
|
4.250 |
0.9535 |
|
|
| Fisher Pivots for day following 12-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9704 |
0.9687 |
| PP |
0.9703 |
0.9669 |
| S1 |
0.9702 |
0.9651 |
|