CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 29-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9541 |
0.9530 |
-0.0011 |
-0.1% |
0.9673 |
| High |
0.9542 |
0.9537 |
-0.0005 |
-0.1% |
0.9687 |
| Low |
0.9509 |
0.9481 |
-0.0028 |
-0.3% |
0.9455 |
| Close |
0.9535 |
0.9492 |
-0.0043 |
-0.5% |
0.9508 |
| Range |
0.0033 |
0.0056 |
0.0023 |
69.7% |
0.0232 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
51,276 |
49,977 |
-1,299 |
-2.5% |
331,823 |
|
| Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9671 |
0.9638 |
0.9523 |
|
| R3 |
0.9615 |
0.9582 |
0.9507 |
|
| R2 |
0.9559 |
0.9559 |
0.9502 |
|
| R1 |
0.9526 |
0.9526 |
0.9497 |
0.9515 |
| PP |
0.9503 |
0.9503 |
0.9503 |
0.9498 |
| S1 |
0.9470 |
0.9470 |
0.9487 |
0.9459 |
| S2 |
0.9447 |
0.9447 |
0.9482 |
|
| S3 |
0.9391 |
0.9414 |
0.9477 |
|
| S4 |
0.9335 |
0.9358 |
0.9461 |
|
|
| 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 |
0.9544 |
0.9455 |
0.0089 |
0.9% |
0.0050 |
0.5% |
42% |
False |
False |
52,919 |
| 10 |
0.9708 |
0.9455 |
0.0253 |
2.7% |
0.0054 |
0.6% |
15% |
False |
False |
57,469 |
| 20 |
0.9724 |
0.9455 |
0.0269 |
2.8% |
0.0057 |
0.6% |
14% |
False |
False |
58,845 |
| 40 |
0.9749 |
0.9409 |
0.0340 |
3.6% |
0.0062 |
0.7% |
24% |
False |
False |
62,448 |
| 60 |
0.9846 |
0.9409 |
0.0437 |
4.6% |
0.0068 |
0.7% |
19% |
False |
False |
62,315 |
| 80 |
0.9955 |
0.9409 |
0.0546 |
5.8% |
0.0070 |
0.7% |
15% |
False |
False |
47,089 |
| 100 |
0.9955 |
0.9409 |
0.0546 |
5.8% |
0.0065 |
0.7% |
15% |
False |
False |
37,707 |
| 120 |
0.9955 |
0.9409 |
0.0546 |
5.8% |
0.0061 |
0.6% |
15% |
False |
False |
31,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9775 |
|
2.618 |
0.9684 |
|
1.618 |
0.9628 |
|
1.000 |
0.9593 |
|
0.618 |
0.9572 |
|
HIGH |
0.9537 |
|
0.618 |
0.9516 |
|
0.500 |
0.9509 |
|
0.382 |
0.9502 |
|
LOW |
0.9481 |
|
0.618 |
0.9446 |
|
1.000 |
0.9425 |
|
1.618 |
0.9390 |
|
2.618 |
0.9334 |
|
4.250 |
0.9243 |
|
|
| Fisher Pivots for day following 29-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9509 |
0.9513 |
| PP |
0.9503 |
0.9506 |
| S1 |
0.9498 |
0.9499 |
|