CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9616 |
0.9540 |
-0.0076 |
-0.8% |
0.9706 |
| High |
0.9620 |
0.9544 |
-0.0076 |
-0.8% |
0.9719 |
| Low |
0.9533 |
0.9490 |
-0.0043 |
-0.5% |
0.9635 |
| Close |
0.9555 |
0.9495 |
-0.0060 |
-0.6% |
0.9680 |
| Range |
0.0087 |
0.0054 |
-0.0033 |
-37.9% |
0.0084 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.3% |
0.0000 |
| Volume |
79,217 |
77,449 |
-1,768 |
-2.2% |
253,901 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9672 |
0.9637 |
0.9525 |
|
| R3 |
0.9618 |
0.9583 |
0.9510 |
|
| R2 |
0.9564 |
0.9564 |
0.9505 |
|
| R1 |
0.9529 |
0.9529 |
0.9500 |
0.9520 |
| PP |
0.9510 |
0.9510 |
0.9510 |
0.9505 |
| S1 |
0.9475 |
0.9475 |
0.9490 |
0.9466 |
| S2 |
0.9456 |
0.9456 |
0.9485 |
|
| S3 |
0.9402 |
0.9421 |
0.9480 |
|
| S4 |
0.9348 |
0.9367 |
0.9465 |
|
|
| 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 |
0.9708 |
0.9490 |
0.0218 |
2.3% |
0.0058 |
0.6% |
2% |
False |
True |
62,019 |
| 10 |
0.9724 |
0.9490 |
0.0234 |
2.5% |
0.0056 |
0.6% |
2% |
False |
True |
59,080 |
| 20 |
0.9749 |
0.9490 |
0.0259 |
2.7% |
0.0060 |
0.6% |
2% |
False |
True |
61,716 |
| 40 |
0.9749 |
0.9409 |
0.0340 |
3.6% |
0.0064 |
0.7% |
25% |
False |
False |
64,258 |
| 60 |
0.9846 |
0.9409 |
0.0437 |
4.6% |
0.0070 |
0.7% |
20% |
False |
False |
58,127 |
| 80 |
0.9955 |
0.9409 |
0.0546 |
5.8% |
0.0069 |
0.7% |
16% |
False |
False |
43,794 |
| 100 |
0.9955 |
0.9409 |
0.0546 |
5.8% |
0.0065 |
0.7% |
16% |
False |
False |
35,068 |
| 120 |
0.9955 |
0.9409 |
0.0546 |
5.8% |
0.0060 |
0.6% |
16% |
False |
False |
29,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9774 |
|
2.618 |
0.9685 |
|
1.618 |
0.9631 |
|
1.000 |
0.9598 |
|
0.618 |
0.9577 |
|
HIGH |
0.9544 |
|
0.618 |
0.9523 |
|
0.500 |
0.9517 |
|
0.382 |
0.9511 |
|
LOW |
0.9490 |
|
0.618 |
0.9457 |
|
1.000 |
0.9436 |
|
1.618 |
0.9403 |
|
2.618 |
0.9349 |
|
4.250 |
0.9261 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9517 |
0.9577 |
| PP |
0.9510 |
0.9549 |
| S1 |
0.9502 |
0.9522 |
|