CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9502 |
0.9508 |
0.0006 |
0.1% |
0.9673 |
| High |
0.9522 |
0.9521 |
-0.0001 |
0.0% |
0.9687 |
| Low |
0.9455 |
0.9488 |
0.0033 |
0.3% |
0.9455 |
| Close |
0.9508 |
0.9516 |
0.0008 |
0.1% |
0.9508 |
| Range |
0.0067 |
0.0033 |
-0.0034 |
-50.7% |
0.0232 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
75,506 |
38,373 |
-37,133 |
-49.2% |
331,823 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9607 |
0.9595 |
0.9534 |
|
| R3 |
0.9574 |
0.9562 |
0.9525 |
|
| R2 |
0.9541 |
0.9541 |
0.9522 |
|
| R1 |
0.9529 |
0.9529 |
0.9519 |
0.9535 |
| PP |
0.9508 |
0.9508 |
0.9508 |
0.9512 |
| S1 |
0.9496 |
0.9496 |
0.9513 |
0.9502 |
| S2 |
0.9475 |
0.9475 |
0.9510 |
|
| S3 |
0.9442 |
0.9463 |
0.9507 |
|
| S4 |
0.9409 |
0.9430 |
0.9498 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0246 |
1.0109 |
0.9636 |
|
| R3 |
1.0014 |
0.9877 |
0.9572 |
|
| R2 |
0.9782 |
0.9782 |
0.9551 |
|
| R1 |
0.9645 |
0.9645 |
0.9529 |
0.9598 |
| PP |
0.9550 |
0.9550 |
0.9550 |
0.9526 |
| S1 |
0.9413 |
0.9413 |
0.9487 |
0.9366 |
| S2 |
0.9318 |
0.9318 |
0.9465 |
|
| S3 |
0.9086 |
0.9181 |
0.9444 |
|
| S4 |
0.8854 |
0.8949 |
0.9380 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9663 |
0.9455 |
0.0208 |
2.2% |
0.0059 |
0.6% |
29% |
False |
False |
67,050 |
| 10 |
0.9708 |
0.9455 |
0.0253 |
2.7% |
0.0055 |
0.6% |
24% |
False |
False |
58,263 |
| 20 |
0.9749 |
0.9455 |
0.0294 |
3.1% |
0.0061 |
0.6% |
21% |
False |
False |
62,682 |
| 40 |
0.9749 |
0.9409 |
0.0340 |
3.6% |
0.0063 |
0.7% |
31% |
False |
False |
63,039 |
| 60 |
0.9846 |
0.9409 |
0.0437 |
4.6% |
0.0069 |
0.7% |
24% |
False |
False |
59,960 |
| 80 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0069 |
0.7% |
20% |
False |
False |
45,210 |
| 100 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0065 |
0.7% |
20% |
False |
False |
36,205 |
| 120 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0060 |
0.6% |
20% |
False |
False |
30,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9661 |
|
2.618 |
0.9607 |
|
1.618 |
0.9574 |
|
1.000 |
0.9554 |
|
0.618 |
0.9541 |
|
HIGH |
0.9521 |
|
0.618 |
0.9508 |
|
0.500 |
0.9505 |
|
0.382 |
0.9501 |
|
LOW |
0.9488 |
|
0.618 |
0.9468 |
|
1.000 |
0.9455 |
|
1.618 |
0.9435 |
|
2.618 |
0.9402 |
|
4.250 |
0.9348 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9512 |
0.9511 |
| PP |
0.9508 |
0.9505 |
| S1 |
0.9505 |
0.9500 |
|