CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 16-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9683 |
0.9702 |
0.0019 |
0.2% |
0.9607 |
| High |
0.9687 |
0.9725 |
0.0038 |
0.4% |
0.9702 |
| Low |
0.9656 |
0.9673 |
0.0017 |
0.2% |
0.9597 |
| Close |
0.9673 |
0.9689 |
0.0016 |
0.2% |
0.9673 |
| Range |
0.0031 |
0.0052 |
0.0021 |
67.7% |
0.0105 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
18,110 |
5,175 |
-12,935 |
-71.4% |
271,513 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9852 |
0.9822 |
0.9718 |
|
| R3 |
0.9800 |
0.9770 |
0.9703 |
|
| R2 |
0.9748 |
0.9748 |
0.9699 |
|
| R1 |
0.9718 |
0.9718 |
0.9694 |
0.9707 |
| PP |
0.9696 |
0.9696 |
0.9696 |
0.9690 |
| S1 |
0.9666 |
0.9666 |
0.9684 |
0.9655 |
| S2 |
0.9644 |
0.9644 |
0.9679 |
|
| S3 |
0.9592 |
0.9614 |
0.9675 |
|
| S4 |
0.9540 |
0.9562 |
0.9660 |
|
|
| 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 |
0.9725 |
0.9631 |
0.0094 |
1.0% |
0.0042 |
0.4% |
62% |
True |
False |
44,791 |
| 10 |
0.9725 |
0.9461 |
0.0264 |
2.7% |
0.0053 |
0.5% |
86% |
True |
False |
52,634 |
| 20 |
0.9725 |
0.9455 |
0.0270 |
2.8% |
0.0053 |
0.5% |
87% |
True |
False |
55,122 |
| 40 |
0.9749 |
0.9455 |
0.0294 |
3.0% |
0.0056 |
0.6% |
80% |
False |
False |
58,226 |
| 60 |
0.9749 |
0.9409 |
0.0340 |
3.5% |
0.0063 |
0.6% |
82% |
False |
False |
63,609 |
| 80 |
0.9846 |
0.9409 |
0.0437 |
4.5% |
0.0067 |
0.7% |
64% |
False |
False |
54,254 |
| 100 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0066 |
0.7% |
51% |
False |
False |
43,505 |
| 120 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0062 |
0.6% |
51% |
False |
False |
36,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9946 |
|
2.618 |
0.9861 |
|
1.618 |
0.9809 |
|
1.000 |
0.9777 |
|
0.618 |
0.9757 |
|
HIGH |
0.9725 |
|
0.618 |
0.9705 |
|
0.500 |
0.9699 |
|
0.382 |
0.9693 |
|
LOW |
0.9673 |
|
0.618 |
0.9641 |
|
1.000 |
0.9621 |
|
1.618 |
0.9589 |
|
2.618 |
0.9537 |
|
4.250 |
0.9452 |
|
|
| Fisher Pivots for day following 16-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9699 |
0.9691 |
| PP |
0.9696 |
0.9690 |
| S1 |
0.9692 |
0.9690 |
|