CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 30-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9530 |
0.9490 |
-0.0040 |
-0.4% |
0.9508 |
| High |
0.9537 |
0.9512 |
-0.0025 |
-0.3% |
0.9544 |
| Low |
0.9481 |
0.9467 |
-0.0014 |
-0.1% |
0.9467 |
| Close |
0.9492 |
0.9492 |
0.0000 |
0.0% |
0.9492 |
| Range |
0.0056 |
0.0045 |
-0.0011 |
-19.6% |
0.0077 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
49,977 |
55,203 |
5,226 |
10.5% |
244,292 |
|
| Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9625 |
0.9604 |
0.9517 |
|
| R3 |
0.9580 |
0.9559 |
0.9504 |
|
| R2 |
0.9535 |
0.9535 |
0.9500 |
|
| R1 |
0.9514 |
0.9514 |
0.9496 |
0.9525 |
| PP |
0.9490 |
0.9490 |
0.9490 |
0.9496 |
| S1 |
0.9469 |
0.9469 |
0.9488 |
0.9480 |
| S2 |
0.9445 |
0.9445 |
0.9484 |
|
| S3 |
0.9400 |
0.9424 |
0.9480 |
|
| S4 |
0.9355 |
0.9379 |
0.9467 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9732 |
0.9689 |
0.9534 |
|
| R3 |
0.9655 |
0.9612 |
0.9513 |
|
| R2 |
0.9578 |
0.9578 |
0.9506 |
|
| R1 |
0.9535 |
0.9535 |
0.9499 |
0.9518 |
| PP |
0.9501 |
0.9501 |
0.9501 |
0.9493 |
| S1 |
0.9458 |
0.9458 |
0.9485 |
0.9441 |
| S2 |
0.9424 |
0.9424 |
0.9478 |
|
| S3 |
0.9347 |
0.9381 |
0.9471 |
|
| S4 |
0.9270 |
0.9304 |
0.9450 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9544 |
0.9467 |
0.0077 |
0.8% |
0.0046 |
0.5% |
32% |
False |
True |
48,858 |
| 10 |
0.9687 |
0.9455 |
0.0232 |
2.4% |
0.0052 |
0.6% |
16% |
False |
False |
57,611 |
| 20 |
0.9724 |
0.9455 |
0.0269 |
2.8% |
0.0056 |
0.6% |
14% |
False |
False |
57,552 |
| 40 |
0.9749 |
0.9431 |
0.0318 |
3.4% |
0.0060 |
0.6% |
19% |
False |
False |
61,095 |
| 60 |
0.9846 |
0.9409 |
0.0437 |
4.6% |
0.0066 |
0.7% |
19% |
False |
False |
63,072 |
| 80 |
0.9955 |
0.9409 |
0.0546 |
5.8% |
0.0070 |
0.7% |
15% |
False |
False |
47,777 |
| 100 |
0.9955 |
0.9409 |
0.0546 |
5.8% |
0.0065 |
0.7% |
15% |
False |
False |
38,258 |
| 120 |
0.9955 |
0.9409 |
0.0546 |
5.8% |
0.0061 |
0.6% |
15% |
False |
False |
31,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9703 |
|
2.618 |
0.9630 |
|
1.618 |
0.9585 |
|
1.000 |
0.9557 |
|
0.618 |
0.9540 |
|
HIGH |
0.9512 |
|
0.618 |
0.9495 |
|
0.500 |
0.9490 |
|
0.382 |
0.9484 |
|
LOW |
0.9467 |
|
0.618 |
0.9439 |
|
1.000 |
0.9422 |
|
1.618 |
0.9394 |
|
2.618 |
0.9349 |
|
4.250 |
0.9276 |
|
|
| Fisher Pivots for day following 30-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9491 |
0.9505 |
| PP |
0.9490 |
0.9500 |
| S1 |
0.9490 |
0.9496 |
|