CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 16-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9560 |
0.9549 |
-0.0011 |
-0.1% |
0.9419 |
| High |
0.9576 |
0.9611 |
0.0035 |
0.4% |
0.9640 |
| Low |
0.9550 |
0.9540 |
-0.0010 |
-0.1% |
0.9414 |
| Close |
0.9561 |
0.9607 |
0.0046 |
0.5% |
0.9586 |
| Range |
0.0026 |
0.0071 |
0.0045 |
173.1% |
0.0226 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.4% |
0.0000 |
| Volume |
115 |
161 |
46 |
40.0% |
2,047 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9799 |
0.9774 |
0.9646 |
|
| R3 |
0.9728 |
0.9703 |
0.9627 |
|
| R2 |
0.9657 |
0.9657 |
0.9620 |
|
| R1 |
0.9632 |
0.9632 |
0.9614 |
0.9645 |
| PP |
0.9586 |
0.9586 |
0.9586 |
0.9592 |
| S1 |
0.9561 |
0.9561 |
0.9600 |
0.9574 |
| S2 |
0.9515 |
0.9515 |
0.9594 |
|
| S3 |
0.9444 |
0.9490 |
0.9587 |
|
| S4 |
0.9373 |
0.9419 |
0.9568 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0225 |
1.0131 |
0.9710 |
|
| R3 |
0.9999 |
0.9905 |
0.9648 |
|
| R2 |
0.9773 |
0.9773 |
0.9627 |
|
| R1 |
0.9679 |
0.9679 |
0.9607 |
0.9726 |
| PP |
0.9547 |
0.9547 |
0.9547 |
0.9570 |
| S1 |
0.9453 |
0.9453 |
0.9565 |
0.9500 |
| S2 |
0.9321 |
0.9321 |
0.9545 |
|
| S3 |
0.9095 |
0.9227 |
0.9524 |
|
| S4 |
0.8869 |
0.9001 |
0.9462 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9640 |
0.9454 |
0.0186 |
1.9% |
0.0063 |
0.7% |
82% |
False |
False |
232 |
| 10 |
0.9640 |
0.9390 |
0.0250 |
2.6% |
0.0060 |
0.6% |
87% |
False |
False |
291 |
| 20 |
0.9785 |
0.9390 |
0.0395 |
4.1% |
0.0065 |
0.7% |
55% |
False |
False |
390 |
| 40 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0067 |
0.7% |
50% |
False |
False |
313 |
| 60 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0058 |
0.6% |
41% |
False |
False |
266 |
| 80 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0052 |
0.5% |
41% |
False |
False |
208 |
| 100 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0049 |
0.5% |
41% |
False |
False |
180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9913 |
|
2.618 |
0.9797 |
|
1.618 |
0.9726 |
|
1.000 |
0.9682 |
|
0.618 |
0.9655 |
|
HIGH |
0.9611 |
|
0.618 |
0.9584 |
|
0.500 |
0.9576 |
|
0.382 |
0.9567 |
|
LOW |
0.9540 |
|
0.618 |
0.9496 |
|
1.000 |
0.9469 |
|
1.618 |
0.9425 |
|
2.618 |
0.9354 |
|
4.250 |
0.9238 |
|
|
| Fisher Pivots for day following 16-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9597 |
0.9597 |
| PP |
0.9586 |
0.9587 |
| S1 |
0.9576 |
0.9577 |
|