CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 06-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9594 |
0.9620 |
0.0026 |
0.3% |
0.9702 |
| High |
0.9620 |
0.9632 |
0.0012 |
0.1% |
0.9726 |
| Low |
0.9583 |
0.9599 |
0.0016 |
0.2% |
0.9585 |
| Close |
0.9614 |
0.9615 |
0.0001 |
0.0% |
0.9595 |
| Range |
0.0037 |
0.0033 |
-0.0004 |
-10.8% |
0.0141 |
| ATR |
0.0058 |
0.0057 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
689 |
46 |
-643 |
-93.3% |
1,717 |
|
| Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9714 |
0.9698 |
0.9633 |
|
| R3 |
0.9681 |
0.9665 |
0.9624 |
|
| R2 |
0.9648 |
0.9648 |
0.9621 |
|
| R1 |
0.9632 |
0.9632 |
0.9618 |
0.9624 |
| PP |
0.9615 |
0.9615 |
0.9615 |
0.9611 |
| S1 |
0.9599 |
0.9599 |
0.9612 |
0.9591 |
| S2 |
0.9582 |
0.9582 |
0.9609 |
|
| S3 |
0.9549 |
0.9566 |
0.9606 |
|
| S4 |
0.9516 |
0.9533 |
0.9597 |
|
|
| 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% |
0.0053 |
0.5% |
22% |
False |
False |
349 |
| 10 |
0.9726 |
0.9583 |
0.0143 |
1.5% |
0.0047 |
0.5% |
22% |
False |
False |
405 |
| 20 |
0.9726 |
0.9454 |
0.0272 |
2.8% |
0.0052 |
0.5% |
59% |
False |
False |
318 |
| 40 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0057 |
0.6% |
52% |
False |
False |
354 |
| 60 |
0.9865 |
0.9390 |
0.0475 |
4.9% |
0.0061 |
0.6% |
47% |
False |
False |
310 |
| 80 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0055 |
0.6% |
42% |
False |
False |
268 |
| 100 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0051 |
0.5% |
42% |
False |
False |
223 |
| 120 |
0.9932 |
0.9390 |
0.0542 |
5.6% |
0.0048 |
0.5% |
42% |
False |
False |
194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9772 |
|
2.618 |
0.9718 |
|
1.618 |
0.9685 |
|
1.000 |
0.9665 |
|
0.618 |
0.9652 |
|
HIGH |
0.9632 |
|
0.618 |
0.9619 |
|
0.500 |
0.9616 |
|
0.382 |
0.9612 |
|
LOW |
0.9599 |
|
0.618 |
0.9579 |
|
1.000 |
0.9566 |
|
1.618 |
0.9546 |
|
2.618 |
0.9513 |
|
4.250 |
0.9459 |
|
|
| Fisher Pivots for day following 06-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9616 |
0.9613 |
| PP |
0.9615 |
0.9610 |
| S1 |
0.9615 |
0.9608 |
|