CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 18-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9588 |
0.9575 |
-0.0013 |
-0.1% |
0.9419 |
| High |
0.9610 |
0.9600 |
-0.0010 |
-0.1% |
0.9640 |
| Low |
0.9535 |
0.9545 |
0.0010 |
0.1% |
0.9414 |
| Close |
0.9565 |
0.9596 |
0.0031 |
0.3% |
0.9586 |
| Range |
0.0075 |
0.0055 |
-0.0020 |
-26.7% |
0.0226 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
113 |
138 |
25 |
22.1% |
2,047 |
|
| Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9745 |
0.9726 |
0.9626 |
|
| R3 |
0.9690 |
0.9671 |
0.9611 |
|
| R2 |
0.9635 |
0.9635 |
0.9606 |
|
| R1 |
0.9616 |
0.9616 |
0.9601 |
0.9626 |
| PP |
0.9580 |
0.9580 |
0.9580 |
0.9585 |
| S1 |
0.9561 |
0.9561 |
0.9591 |
0.9571 |
| S2 |
0.9525 |
0.9525 |
0.9586 |
|
| S3 |
0.9470 |
0.9506 |
0.9581 |
|
| S4 |
0.9415 |
0.9451 |
0.9566 |
|
|
| 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 |
0.9613 |
0.9535 |
0.0078 |
0.8% |
0.0053 |
0.6% |
78% |
False |
False |
237 |
| 10 |
0.9640 |
0.9390 |
0.0250 |
2.6% |
0.0061 |
0.6% |
82% |
False |
False |
287 |
| 20 |
0.9681 |
0.9390 |
0.0291 |
3.0% |
0.0065 |
0.7% |
71% |
False |
False |
380 |
| 40 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0067 |
0.7% |
48% |
False |
False |
310 |
| 60 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0059 |
0.6% |
39% |
False |
False |
270 |
| 80 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0053 |
0.6% |
39% |
False |
False |
211 |
| 100 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0049 |
0.5% |
39% |
False |
False |
182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9834 |
|
2.618 |
0.9744 |
|
1.618 |
0.9689 |
|
1.000 |
0.9655 |
|
0.618 |
0.9634 |
|
HIGH |
0.9600 |
|
0.618 |
0.9579 |
|
0.500 |
0.9573 |
|
0.382 |
0.9566 |
|
LOW |
0.9545 |
|
0.618 |
0.9511 |
|
1.000 |
0.9490 |
|
1.618 |
0.9456 |
|
2.618 |
0.9401 |
|
4.250 |
0.9311 |
|
|
| Fisher Pivots for day following 18-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9588 |
0.9588 |
| PP |
0.9580 |
0.9581 |
| S1 |
0.9573 |
0.9573 |
|