CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 05-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9489 |
0.9521 |
0.0032 |
0.3% |
0.9508 |
| High |
0.9543 |
0.9543 |
0.0000 |
0.0% |
0.9544 |
| Low |
0.9482 |
0.9506 |
0.0024 |
0.3% |
0.9467 |
| Close |
0.9526 |
0.9519 |
-0.0007 |
-0.1% |
0.9492 |
| Range |
0.0061 |
0.0037 |
-0.0024 |
-39.3% |
0.0077 |
| ATR |
0.0058 |
0.0056 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
49,081 |
54,395 |
5,314 |
10.8% |
244,292 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9634 |
0.9613 |
0.9539 |
|
| R3 |
0.9597 |
0.9576 |
0.9529 |
|
| R2 |
0.9560 |
0.9560 |
0.9526 |
|
| R1 |
0.9539 |
0.9539 |
0.9522 |
0.9531 |
| PP |
0.9523 |
0.9523 |
0.9523 |
0.9519 |
| S1 |
0.9502 |
0.9502 |
0.9516 |
0.9494 |
| S2 |
0.9486 |
0.9486 |
0.9512 |
|
| S3 |
0.9449 |
0.9465 |
0.9509 |
|
| S4 |
0.9412 |
0.9428 |
0.9499 |
|
|
| 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 |
0.9543 |
0.9461 |
0.0082 |
0.9% |
0.0050 |
0.5% |
71% |
True |
False |
56,042 |
| 10 |
0.9544 |
0.9455 |
0.0089 |
0.9% |
0.0050 |
0.5% |
72% |
False |
False |
57,227 |
| 20 |
0.9724 |
0.9455 |
0.0269 |
2.8% |
0.0056 |
0.6% |
24% |
False |
False |
58,288 |
| 40 |
0.9749 |
0.9455 |
0.0294 |
3.1% |
0.0060 |
0.6% |
22% |
False |
False |
60,757 |
| 60 |
0.9846 |
0.9409 |
0.0437 |
4.6% |
0.0065 |
0.7% |
25% |
False |
False |
64,845 |
| 80 |
0.9881 |
0.9409 |
0.0472 |
5.0% |
0.0070 |
0.7% |
23% |
False |
False |
49,943 |
| 100 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0065 |
0.7% |
20% |
False |
False |
40,005 |
| 120 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0061 |
0.6% |
20% |
False |
False |
33,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9700 |
|
2.618 |
0.9640 |
|
1.618 |
0.9603 |
|
1.000 |
0.9580 |
|
0.618 |
0.9566 |
|
HIGH |
0.9543 |
|
0.618 |
0.9529 |
|
0.500 |
0.9525 |
|
0.382 |
0.9520 |
|
LOW |
0.9506 |
|
0.618 |
0.9483 |
|
1.000 |
0.9469 |
|
1.618 |
0.9446 |
|
2.618 |
0.9409 |
|
4.250 |
0.9349 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9525 |
0.9513 |
| PP |
0.9523 |
0.9508 |
| S1 |
0.9521 |
0.9502 |
|