CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9665 |
0.9695 |
0.0030 |
0.3% |
0.9706 |
| High |
0.9704 |
0.9708 |
0.0004 |
0.0% |
0.9719 |
| Low |
0.9640 |
0.9645 |
0.0005 |
0.1% |
0.9635 |
| Close |
0.9701 |
0.9680 |
-0.0021 |
-0.2% |
0.9680 |
| Range |
0.0064 |
0.0063 |
-0.0001 |
-1.6% |
0.0084 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
66,855 |
53,781 |
-13,074 |
-19.6% |
253,901 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9867 |
0.9836 |
0.9715 |
|
| R3 |
0.9804 |
0.9773 |
0.9697 |
|
| R2 |
0.9741 |
0.9741 |
0.9692 |
|
| R1 |
0.9710 |
0.9710 |
0.9686 |
0.9694 |
| PP |
0.9678 |
0.9678 |
0.9678 |
0.9670 |
| S1 |
0.9647 |
0.9647 |
0.9674 |
0.9631 |
| S2 |
0.9615 |
0.9615 |
0.9668 |
|
| S3 |
0.9552 |
0.9584 |
0.9663 |
|
| S4 |
0.9489 |
0.9521 |
0.9645 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9930 |
0.9889 |
0.9726 |
|
| R3 |
0.9846 |
0.9805 |
0.9703 |
|
| R2 |
0.9762 |
0.9762 |
0.9695 |
|
| R1 |
0.9721 |
0.9721 |
0.9688 |
0.9700 |
| PP |
0.9678 |
0.9678 |
0.9678 |
0.9667 |
| S1 |
0.9637 |
0.9637 |
0.9672 |
0.9616 |
| S2 |
0.9594 |
0.9594 |
0.9665 |
|
| S3 |
0.9510 |
0.9553 |
0.9657 |
|
| S4 |
0.9426 |
0.9469 |
0.9634 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9719 |
0.9635 |
0.0084 |
0.9% |
0.0052 |
0.5% |
54% |
False |
False |
50,780 |
| 10 |
0.9724 |
0.9564 |
0.0160 |
1.7% |
0.0060 |
0.6% |
73% |
False |
False |
57,493 |
| 20 |
0.9749 |
0.9564 |
0.0185 |
1.9% |
0.0060 |
0.6% |
63% |
False |
False |
61,329 |
| 40 |
0.9749 |
0.9409 |
0.0340 |
3.5% |
0.0068 |
0.7% |
80% |
False |
False |
67,853 |
| 60 |
0.9846 |
0.9409 |
0.0437 |
4.5% |
0.0072 |
0.7% |
62% |
False |
False |
53,964 |
| 80 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0069 |
0.7% |
50% |
False |
False |
40,600 |
| 100 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0064 |
0.7% |
50% |
False |
False |
32,508 |
| 120 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0060 |
0.6% |
50% |
False |
False |
27,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9976 |
|
2.618 |
0.9873 |
|
1.618 |
0.9810 |
|
1.000 |
0.9771 |
|
0.618 |
0.9747 |
|
HIGH |
0.9708 |
|
0.618 |
0.9684 |
|
0.500 |
0.9677 |
|
0.382 |
0.9669 |
|
LOW |
0.9645 |
|
0.618 |
0.9606 |
|
1.000 |
0.9582 |
|
1.618 |
0.9543 |
|
2.618 |
0.9480 |
|
4.250 |
0.9377 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9679 |
0.9677 |
| PP |
0.9678 |
0.9674 |
| S1 |
0.9677 |
0.9672 |
|