CME Canadian Dollar Future September 2013
Trading Metrics calculated at close of trading on 15-Aug-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
Open |
0.9663 |
0.9665 |
0.0002 |
0.0% |
0.9616 |
High |
0.9683 |
0.9704 |
0.0021 |
0.2% |
0.9724 |
Low |
0.9635 |
0.9640 |
0.0005 |
0.1% |
0.9564 |
Close |
0.9671 |
0.9701 |
0.0030 |
0.3% |
0.9723 |
Range |
0.0048 |
0.0064 |
0.0016 |
33.3% |
0.0160 |
ATR |
0.0064 |
0.0064 |
0.0000 |
0.0% |
0.0000 |
Volume |
43,498 |
66,855 |
23,357 |
53.7% |
321,032 |
|
Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9874 |
0.9851 |
0.9736 |
|
R3 |
0.9810 |
0.9787 |
0.9719 |
|
R2 |
0.9746 |
0.9746 |
0.9713 |
|
R1 |
0.9723 |
0.9723 |
0.9707 |
0.9735 |
PP |
0.9682 |
0.9682 |
0.9682 |
0.9687 |
S1 |
0.9659 |
0.9659 |
0.9695 |
0.9671 |
S2 |
0.9618 |
0.9618 |
0.9689 |
|
S3 |
0.9554 |
0.9595 |
0.9683 |
|
S4 |
0.9490 |
0.9531 |
0.9666 |
|
|
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 |
0.9635 |
0.0089 |
0.9% |
0.0054 |
0.6% |
74% |
False |
False |
56,141 |
10 |
0.9724 |
0.9564 |
0.0160 |
1.6% |
0.0060 |
0.6% |
86% |
False |
False |
60,221 |
20 |
0.9749 |
0.9564 |
0.0185 |
1.9% |
0.0059 |
0.6% |
74% |
False |
False |
61,025 |
40 |
0.9749 |
0.9409 |
0.0340 |
3.5% |
0.0069 |
0.7% |
86% |
False |
False |
69,148 |
60 |
0.9846 |
0.9409 |
0.0437 |
4.5% |
0.0073 |
0.7% |
67% |
False |
False |
53,084 |
80 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0069 |
0.7% |
53% |
False |
False |
39,930 |
100 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0064 |
0.7% |
53% |
False |
False |
31,972 |
120 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0059 |
0.6% |
53% |
False |
False |
26,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9976 |
2.618 |
0.9872 |
1.618 |
0.9808 |
1.000 |
0.9768 |
0.618 |
0.9744 |
HIGH |
0.9704 |
0.618 |
0.9680 |
0.500 |
0.9672 |
0.382 |
0.9664 |
LOW |
0.9640 |
0.618 |
0.9600 |
1.000 |
0.9576 |
1.618 |
0.9536 |
2.618 |
0.9472 |
4.250 |
0.9368 |
|
|
Fisher Pivots for day following 15-Aug-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9691 |
0.9691 |
PP |
0.9682 |
0.9680 |
S1 |
0.9672 |
0.9670 |
|