CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9481 |
0.9492 |
0.0011 |
0.1% |
0.9658 |
| High |
0.9500 |
0.9498 |
-0.0002 |
0.0% |
0.9664 |
| Low |
0.9437 |
0.9471 |
0.0034 |
0.4% |
0.9437 |
| Close |
0.9488 |
0.9496 |
0.0008 |
0.1% |
0.9488 |
| Range |
0.0063 |
0.0027 |
-0.0036 |
-57.1% |
0.0227 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
2,404 |
1,513 |
-891 |
-37.1% |
6,602 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9569 |
0.9560 |
0.9511 |
|
| R3 |
0.9542 |
0.9533 |
0.9503 |
|
| R2 |
0.9515 |
0.9515 |
0.9501 |
|
| R1 |
0.9506 |
0.9506 |
0.9498 |
0.9511 |
| PP |
0.9488 |
0.9488 |
0.9488 |
0.9491 |
| S1 |
0.9479 |
0.9479 |
0.9494 |
0.9484 |
| S2 |
0.9461 |
0.9461 |
0.9491 |
|
| S3 |
0.9434 |
0.9452 |
0.9489 |
|
| S4 |
0.9407 |
0.9425 |
0.9481 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0211 |
1.0076 |
0.9613 |
|
| R3 |
0.9984 |
0.9849 |
0.9550 |
|
| R2 |
0.9757 |
0.9757 |
0.9530 |
|
| R1 |
0.9622 |
0.9622 |
0.9509 |
0.9576 |
| PP |
0.9530 |
0.9530 |
0.9530 |
0.9507 |
| S1 |
0.9395 |
0.9395 |
0.9467 |
0.9349 |
| S2 |
0.9303 |
0.9303 |
0.9446 |
|
| S3 |
0.9076 |
0.9168 |
0.9426 |
|
| S4 |
0.8849 |
0.8941 |
0.9363 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9638 |
0.9437 |
0.0201 |
2.1% |
0.0052 |
0.6% |
29% |
False |
False |
1,446 |
| 10 |
0.9686 |
0.9437 |
0.0249 |
2.6% |
0.0049 |
0.5% |
24% |
False |
False |
992 |
| 20 |
0.9726 |
0.9437 |
0.0289 |
3.0% |
0.0053 |
0.6% |
20% |
False |
False |
834 |
| 40 |
0.9726 |
0.9390 |
0.0336 |
3.5% |
0.0053 |
0.6% |
32% |
False |
False |
575 |
| 60 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0059 |
0.6% |
25% |
False |
False |
504 |
| 80 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0058 |
0.6% |
20% |
False |
False |
421 |
| 100 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0054 |
0.6% |
20% |
False |
False |
362 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0050 |
0.5% |
20% |
False |
False |
311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9613 |
|
2.618 |
0.9569 |
|
1.618 |
0.9542 |
|
1.000 |
0.9525 |
|
0.618 |
0.9515 |
|
HIGH |
0.9498 |
|
0.618 |
0.9488 |
|
0.500 |
0.9485 |
|
0.382 |
0.9481 |
|
LOW |
0.9471 |
|
0.618 |
0.9454 |
|
1.000 |
0.9444 |
|
1.618 |
0.9427 |
|
2.618 |
0.9400 |
|
4.250 |
0.9356 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9492 |
0.9490 |
| PP |
0.9488 |
0.9485 |
| S1 |
0.9485 |
0.9479 |
|