CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 03-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9490 |
0.9492 |
0.0002 |
0.0% |
0.9508 |
| High |
0.9512 |
0.9513 |
0.0001 |
0.0% |
0.9544 |
| Low |
0.9467 |
0.9461 |
-0.0006 |
-0.1% |
0.9467 |
| Close |
0.9492 |
0.9488 |
-0.0004 |
0.0% |
0.9492 |
| Range |
0.0045 |
0.0052 |
0.0007 |
15.6% |
0.0077 |
| ATR |
0.0058 |
0.0057 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
55,203 |
71,556 |
16,353 |
29.6% |
244,292 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9643 |
0.9618 |
0.9517 |
|
| R3 |
0.9591 |
0.9566 |
0.9502 |
|
| R2 |
0.9539 |
0.9539 |
0.9498 |
|
| R1 |
0.9514 |
0.9514 |
0.9493 |
0.9501 |
| PP |
0.9487 |
0.9487 |
0.9487 |
0.9481 |
| S1 |
0.9462 |
0.9462 |
0.9483 |
0.9449 |
| S2 |
0.9435 |
0.9435 |
0.9478 |
|
| S3 |
0.9383 |
0.9410 |
0.9474 |
|
| S4 |
0.9331 |
0.9358 |
0.9459 |
|
|
| 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 |
0.9461 |
0.0083 |
0.9% |
0.0050 |
0.5% |
33% |
False |
True |
55,495 |
| 10 |
0.9663 |
0.9455 |
0.0208 |
2.2% |
0.0055 |
0.6% |
16% |
False |
False |
61,272 |
| 20 |
0.9724 |
0.9455 |
0.0269 |
2.8% |
0.0057 |
0.6% |
12% |
False |
False |
58,931 |
| 40 |
0.9749 |
0.9440 |
0.0309 |
3.3% |
0.0061 |
0.6% |
16% |
False |
False |
61,464 |
| 60 |
0.9846 |
0.9409 |
0.0437 |
4.6% |
0.0065 |
0.7% |
18% |
False |
False |
64,009 |
| 80 |
0.9906 |
0.9409 |
0.0497 |
5.2% |
0.0070 |
0.7% |
16% |
False |
False |
48,665 |
| 100 |
0.9955 |
0.9409 |
0.0546 |
5.8% |
0.0065 |
0.7% |
14% |
False |
False |
38,973 |
| 120 |
0.9955 |
0.9409 |
0.0546 |
5.8% |
0.0061 |
0.6% |
14% |
False |
False |
32,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9734 |
|
2.618 |
0.9649 |
|
1.618 |
0.9597 |
|
1.000 |
0.9565 |
|
0.618 |
0.9545 |
|
HIGH |
0.9513 |
|
0.618 |
0.9493 |
|
0.500 |
0.9487 |
|
0.382 |
0.9481 |
|
LOW |
0.9461 |
|
0.618 |
0.9429 |
|
1.000 |
0.9409 |
|
1.618 |
0.9377 |
|
2.618 |
0.9325 |
|
4.250 |
0.9240 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9488 |
0.9499 |
| PP |
0.9487 |
0.9495 |
| S1 |
0.9487 |
0.9492 |
|