CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9640 |
0.9658 |
0.0018 |
0.2% |
0.9492 |
| High |
0.9679 |
0.9695 |
0.0016 |
0.2% |
0.9632 |
| Low |
0.9631 |
0.9646 |
0.0015 |
0.2% |
0.9461 |
| Close |
0.9662 |
0.9691 |
0.0029 |
0.3% |
0.9614 |
| Range |
0.0048 |
0.0049 |
0.0001 |
2.1% |
0.0171 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
66,202 |
78,863 |
12,661 |
19.1% |
249,655 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9824 |
0.9807 |
0.9718 |
|
| R3 |
0.9775 |
0.9758 |
0.9704 |
|
| R2 |
0.9726 |
0.9726 |
0.9700 |
|
| R1 |
0.9709 |
0.9709 |
0.9695 |
0.9718 |
| PP |
0.9677 |
0.9677 |
0.9677 |
0.9682 |
| S1 |
0.9660 |
0.9660 |
0.9687 |
0.9669 |
| S2 |
0.9628 |
0.9628 |
0.9682 |
|
| S3 |
0.9579 |
0.9611 |
0.9678 |
|
| S4 |
0.9530 |
0.9562 |
0.9664 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0082 |
1.0019 |
0.9708 |
|
| R3 |
0.9911 |
0.9848 |
0.9661 |
|
| R2 |
0.9740 |
0.9740 |
0.9645 |
|
| R1 |
0.9677 |
0.9677 |
0.9630 |
0.9709 |
| PP |
0.9569 |
0.9569 |
0.9569 |
0.9585 |
| S1 |
0.9506 |
0.9506 |
0.9598 |
0.9538 |
| S2 |
0.9398 |
0.9398 |
0.9583 |
|
| S3 |
0.9227 |
0.9335 |
0.9567 |
|
| S4 |
0.9056 |
0.9164 |
0.9520 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9695 |
0.9506 |
0.0189 |
2.0% |
0.0061 |
0.6% |
98% |
True |
False |
65,362 |
| 10 |
0.9695 |
0.9461 |
0.0234 |
2.4% |
0.0055 |
0.6% |
98% |
True |
False |
60,390 |
| 20 |
0.9708 |
0.9455 |
0.0253 |
2.6% |
0.0056 |
0.6% |
93% |
False |
False |
59,385 |
| 40 |
0.9749 |
0.9455 |
0.0294 |
3.0% |
0.0058 |
0.6% |
80% |
False |
False |
60,608 |
| 60 |
0.9808 |
0.9409 |
0.0399 |
4.1% |
0.0065 |
0.7% |
71% |
False |
False |
65,977 |
| 80 |
0.9846 |
0.9409 |
0.0437 |
4.5% |
0.0069 |
0.7% |
65% |
False |
False |
53,311 |
| 100 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0066 |
0.7% |
52% |
False |
False |
42,719 |
| 120 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0062 |
0.6% |
52% |
False |
False |
35,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9903 |
|
2.618 |
0.9823 |
|
1.618 |
0.9774 |
|
1.000 |
0.9744 |
|
0.618 |
0.9725 |
|
HIGH |
0.9695 |
|
0.618 |
0.9676 |
|
0.500 |
0.9671 |
|
0.382 |
0.9665 |
|
LOW |
0.9646 |
|
0.618 |
0.9616 |
|
1.000 |
0.9597 |
|
1.618 |
0.9567 |
|
2.618 |
0.9518 |
|
4.250 |
0.9438 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9684 |
0.9676 |
| PP |
0.9677 |
0.9661 |
| S1 |
0.9671 |
0.9646 |
|