CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9692 |
0.9683 |
-0.0009 |
-0.1% |
0.9607 |
| High |
0.9702 |
0.9687 |
-0.0015 |
-0.2% |
0.9702 |
| Low |
0.9670 |
0.9656 |
-0.0014 |
-0.1% |
0.9597 |
| Close |
0.9686 |
0.9673 |
-0.0013 |
-0.1% |
0.9673 |
| Range |
0.0032 |
0.0031 |
-0.0001 |
-3.1% |
0.0105 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
55,607 |
18,110 |
-37,497 |
-67.4% |
271,513 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9765 |
0.9750 |
0.9690 |
|
| R3 |
0.9734 |
0.9719 |
0.9682 |
|
| R2 |
0.9703 |
0.9703 |
0.9679 |
|
| R1 |
0.9688 |
0.9688 |
0.9676 |
0.9680 |
| PP |
0.9672 |
0.9672 |
0.9672 |
0.9668 |
| S1 |
0.9657 |
0.9657 |
0.9670 |
0.9649 |
| S2 |
0.9641 |
0.9641 |
0.9667 |
|
| S3 |
0.9610 |
0.9626 |
0.9664 |
|
| S4 |
0.9579 |
0.9595 |
0.9656 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9972 |
0.9928 |
0.9731 |
|
| R3 |
0.9867 |
0.9823 |
0.9702 |
|
| R2 |
0.9762 |
0.9762 |
0.9692 |
|
| R1 |
0.9718 |
0.9718 |
0.9683 |
0.9740 |
| PP |
0.9657 |
0.9657 |
0.9657 |
0.9669 |
| S1 |
0.9613 |
0.9613 |
0.9663 |
0.9635 |
| S2 |
0.9552 |
0.9552 |
0.9654 |
|
| S3 |
0.9447 |
0.9508 |
0.9644 |
|
| S4 |
0.9342 |
0.9403 |
0.9615 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9702 |
0.9597 |
0.0105 |
1.1% |
0.0043 |
0.4% |
72% |
False |
False |
54,302 |
| 10 |
0.9702 |
0.9461 |
0.0241 |
2.5% |
0.0053 |
0.5% |
88% |
False |
False |
57,637 |
| 20 |
0.9708 |
0.9455 |
0.0253 |
2.6% |
0.0053 |
0.6% |
86% |
False |
False |
57,553 |
| 40 |
0.9749 |
0.9455 |
0.0294 |
3.0% |
0.0056 |
0.6% |
74% |
False |
False |
59,289 |
| 60 |
0.9749 |
0.9409 |
0.0340 |
3.5% |
0.0064 |
0.7% |
78% |
False |
False |
65,283 |
| 80 |
0.9846 |
0.9409 |
0.0437 |
4.5% |
0.0068 |
0.7% |
60% |
False |
False |
54,201 |
| 100 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0066 |
0.7% |
48% |
False |
False |
43,454 |
| 120 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0062 |
0.6% |
48% |
False |
False |
36,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9819 |
|
2.618 |
0.9768 |
|
1.618 |
0.9737 |
|
1.000 |
0.9718 |
|
0.618 |
0.9706 |
|
HIGH |
0.9687 |
|
0.618 |
0.9675 |
|
0.500 |
0.9672 |
|
0.382 |
0.9668 |
|
LOW |
0.9656 |
|
0.618 |
0.9637 |
|
1.000 |
0.9625 |
|
1.618 |
0.9606 |
|
2.618 |
0.9575 |
|
4.250 |
0.9524 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9673 |
0.9674 |
| PP |
0.9672 |
0.9674 |
| S1 |
0.9672 |
0.9673 |
|