CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 05-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9630 |
0.9594 |
-0.0036 |
-0.4% |
0.9702 |
| High |
0.9632 |
0.9620 |
-0.0012 |
-0.1% |
0.9726 |
| Low |
0.9585 |
0.9583 |
-0.0002 |
0.0% |
0.9585 |
| Close |
0.9595 |
0.9614 |
0.0019 |
0.2% |
0.9595 |
| Range |
0.0047 |
0.0037 |
-0.0010 |
-21.3% |
0.0141 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
292 |
689 |
397 |
136.0% |
1,717 |
|
| Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9717 |
0.9702 |
0.9634 |
|
| R3 |
0.9680 |
0.9665 |
0.9624 |
|
| R2 |
0.9643 |
0.9643 |
0.9621 |
|
| R1 |
0.9628 |
0.9628 |
0.9617 |
0.9636 |
| PP |
0.9606 |
0.9606 |
0.9606 |
0.9609 |
| S1 |
0.9591 |
0.9591 |
0.9611 |
0.9599 |
| S2 |
0.9569 |
0.9569 |
0.9607 |
|
| S3 |
0.9532 |
0.9554 |
0.9604 |
|
| S4 |
0.9495 |
0.9517 |
0.9594 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0058 |
0.9968 |
0.9673 |
|
| R3 |
0.9917 |
0.9827 |
0.9634 |
|
| R2 |
0.9776 |
0.9776 |
0.9621 |
|
| R1 |
0.9686 |
0.9686 |
0.9608 |
0.9661 |
| PP |
0.9635 |
0.9635 |
0.9635 |
0.9623 |
| S1 |
0.9545 |
0.9545 |
0.9582 |
0.9520 |
| S2 |
0.9494 |
0.9494 |
0.9569 |
|
| S3 |
0.9353 |
0.9404 |
0.9556 |
|
| S4 |
0.9212 |
0.9263 |
0.9517 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9726 |
0.9583 |
0.0143 |
1.5% |
0.0055 |
0.6% |
22% |
False |
True |
400 |
| 10 |
0.9726 |
0.9583 |
0.0143 |
1.5% |
0.0050 |
0.5% |
22% |
False |
True |
423 |
| 20 |
0.9726 |
0.9445 |
0.0281 |
2.9% |
0.0052 |
0.5% |
60% |
False |
False |
324 |
| 40 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0057 |
0.6% |
52% |
False |
False |
364 |
| 60 |
0.9880 |
0.9390 |
0.0490 |
5.1% |
0.0062 |
0.6% |
46% |
False |
False |
310 |
| 80 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0056 |
0.6% |
42% |
False |
False |
267 |
| 100 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0051 |
0.5% |
42% |
False |
False |
224 |
| 120 |
0.9932 |
0.9390 |
0.0542 |
5.6% |
0.0048 |
0.5% |
41% |
False |
False |
195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9777 |
|
2.618 |
0.9717 |
|
1.618 |
0.9680 |
|
1.000 |
0.9657 |
|
0.618 |
0.9643 |
|
HIGH |
0.9620 |
|
0.618 |
0.9606 |
|
0.500 |
0.9602 |
|
0.382 |
0.9597 |
|
LOW |
0.9583 |
|
0.618 |
0.9560 |
|
1.000 |
0.9546 |
|
1.618 |
0.9523 |
|
2.618 |
0.9486 |
|
4.250 |
0.9426 |
|
|
| Fisher Pivots for day following 05-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9610 |
0.9640 |
| PP |
0.9606 |
0.9631 |
| S1 |
0.9602 |
0.9623 |
|