CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 20-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9658 |
0.9638 |
-0.0020 |
-0.2% |
0.9692 |
| High |
0.9664 |
0.9638 |
-0.0026 |
-0.3% |
0.9692 |
| Low |
0.9635 |
0.9588 |
-0.0047 |
-0.5% |
0.9615 |
| Close |
0.9640 |
0.9599 |
-0.0041 |
-0.4% |
0.9659 |
| Range |
0.0029 |
0.0050 |
0.0021 |
72.4% |
0.0077 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
882 |
324 |
-558 |
-63.3% |
2,360 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9758 |
0.9729 |
0.9627 |
|
| R3 |
0.9708 |
0.9679 |
0.9613 |
|
| R2 |
0.9658 |
0.9658 |
0.9608 |
|
| R1 |
0.9629 |
0.9629 |
0.9604 |
0.9619 |
| PP |
0.9608 |
0.9608 |
0.9608 |
0.9603 |
| S1 |
0.9579 |
0.9579 |
0.9594 |
0.9569 |
| S2 |
0.9558 |
0.9558 |
0.9590 |
|
| S3 |
0.9508 |
0.9529 |
0.9585 |
|
| S4 |
0.9458 |
0.9479 |
0.9572 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9886 |
0.9850 |
0.9701 |
|
| R3 |
0.9809 |
0.9773 |
0.9680 |
|
| R2 |
0.9732 |
0.9732 |
0.9673 |
|
| R1 |
0.9696 |
0.9696 |
0.9666 |
0.9676 |
| PP |
0.9655 |
0.9655 |
0.9655 |
0.9645 |
| S1 |
0.9619 |
0.9619 |
0.9652 |
0.9599 |
| S2 |
0.9578 |
0.9578 |
0.9645 |
|
| S3 |
0.9501 |
0.9542 |
0.9638 |
|
| S4 |
0.9424 |
0.9465 |
0.9617 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9686 |
0.9588 |
0.0098 |
1.0% |
0.0049 |
0.5% |
11% |
False |
True |
549 |
| 10 |
0.9702 |
0.9544 |
0.0158 |
1.6% |
0.0055 |
0.6% |
35% |
False |
False |
772 |
| 20 |
0.9726 |
0.9544 |
0.0182 |
1.9% |
0.0051 |
0.5% |
30% |
False |
False |
588 |
| 40 |
0.9726 |
0.9390 |
0.0336 |
3.5% |
0.0054 |
0.6% |
62% |
False |
False |
451 |
| 60 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0060 |
0.6% |
48% |
False |
False |
407 |
| 80 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0058 |
0.6% |
39% |
False |
False |
354 |
| 100 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0053 |
0.6% |
39% |
False |
False |
295 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0049 |
0.5% |
39% |
False |
False |
256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9851 |
|
2.618 |
0.9769 |
|
1.618 |
0.9719 |
|
1.000 |
0.9688 |
|
0.618 |
0.9669 |
|
HIGH |
0.9638 |
|
0.618 |
0.9619 |
|
0.500 |
0.9613 |
|
0.382 |
0.9607 |
|
LOW |
0.9588 |
|
0.618 |
0.9557 |
|
1.000 |
0.9538 |
|
1.618 |
0.9507 |
|
2.618 |
0.9457 |
|
4.250 |
0.9376 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9613 |
0.9637 |
| PP |
0.9608 |
0.9624 |
| S1 |
0.9604 |
0.9612 |
|