CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 17-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9549 |
0.9588 |
0.0039 |
0.4% |
0.9419 |
| High |
0.9611 |
0.9610 |
-0.0001 |
0.0% |
0.9640 |
| Low |
0.9540 |
0.9535 |
-0.0005 |
-0.1% |
0.9414 |
| Close |
0.9607 |
0.9565 |
-0.0042 |
-0.4% |
0.9586 |
| Range |
0.0071 |
0.0075 |
0.0004 |
5.6% |
0.0226 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
0.8% |
0.0000 |
| Volume |
161 |
113 |
-48 |
-29.8% |
2,047 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9795 |
0.9755 |
0.9606 |
|
| R3 |
0.9720 |
0.9680 |
0.9586 |
|
| R2 |
0.9645 |
0.9645 |
0.9579 |
|
| R1 |
0.9605 |
0.9605 |
0.9572 |
0.9588 |
| PP |
0.9570 |
0.9570 |
0.9570 |
0.9561 |
| S1 |
0.9530 |
0.9530 |
0.9558 |
0.9513 |
| S2 |
0.9495 |
0.9495 |
0.9551 |
|
| S3 |
0.9420 |
0.9455 |
0.9544 |
|
| S4 |
0.9345 |
0.9380 |
0.9524 |
|
|
| 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 |
0.9535 |
0.0105 |
1.1% |
0.0062 |
0.6% |
29% |
False |
True |
236 |
| 10 |
0.9640 |
0.9390 |
0.0250 |
2.6% |
0.0061 |
0.6% |
70% |
False |
False |
296 |
| 20 |
0.9785 |
0.9390 |
0.0395 |
4.1% |
0.0067 |
0.7% |
44% |
False |
False |
375 |
| 40 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0067 |
0.7% |
41% |
False |
False |
307 |
| 60 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0058 |
0.6% |
33% |
False |
False |
268 |
| 80 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0053 |
0.6% |
33% |
False |
False |
210 |
| 100 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0049 |
0.5% |
33% |
False |
False |
181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9929 |
|
2.618 |
0.9806 |
|
1.618 |
0.9731 |
|
1.000 |
0.9685 |
|
0.618 |
0.9656 |
|
HIGH |
0.9610 |
|
0.618 |
0.9581 |
|
0.500 |
0.9573 |
|
0.382 |
0.9564 |
|
LOW |
0.9535 |
|
0.618 |
0.9489 |
|
1.000 |
0.9460 |
|
1.618 |
0.9414 |
|
2.618 |
0.9339 |
|
4.250 |
0.9216 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9573 |
0.9573 |
| PP |
0.9570 |
0.9570 |
| S1 |
0.9568 |
0.9568 |
|