CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 27-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9492 |
0.9497 |
0.0005 |
0.1% |
0.9658 |
| High |
0.9498 |
0.9522 |
0.0024 |
0.3% |
0.9664 |
| Low |
0.9471 |
0.9462 |
-0.0009 |
-0.1% |
0.9437 |
| Close |
0.9496 |
0.9510 |
0.0014 |
0.1% |
0.9488 |
| Range |
0.0027 |
0.0060 |
0.0033 |
122.2% |
0.0227 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.4% |
0.0000 |
| Volume |
1,513 |
1,979 |
466 |
30.8% |
6,602 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9678 |
0.9654 |
0.9543 |
|
| R3 |
0.9618 |
0.9594 |
0.9527 |
|
| R2 |
0.9558 |
0.9558 |
0.9521 |
|
| R1 |
0.9534 |
0.9534 |
0.9516 |
0.9546 |
| PP |
0.9498 |
0.9498 |
0.9498 |
0.9504 |
| S1 |
0.9474 |
0.9474 |
0.9505 |
0.9486 |
| S2 |
0.9438 |
0.9438 |
0.9499 |
|
| S3 |
0.9378 |
0.9414 |
0.9494 |
|
| S4 |
0.9318 |
0.9354 |
0.9477 |
|
|
| 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 |
0.9588 |
0.9437 |
0.0151 |
1.6% |
0.0054 |
0.6% |
48% |
False |
False |
1,777 |
| 10 |
0.9686 |
0.9437 |
0.0249 |
2.6% |
0.0052 |
0.5% |
29% |
False |
False |
1,163 |
| 20 |
0.9726 |
0.9437 |
0.0289 |
3.0% |
0.0054 |
0.6% |
25% |
False |
False |
917 |
| 40 |
0.9726 |
0.9390 |
0.0336 |
3.5% |
0.0054 |
0.6% |
36% |
False |
False |
618 |
| 60 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0059 |
0.6% |
28% |
False |
False |
535 |
| 80 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0059 |
0.6% |
22% |
False |
False |
443 |
| 100 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0054 |
0.6% |
22% |
False |
False |
382 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0051 |
0.5% |
22% |
False |
False |
327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9777 |
|
2.618 |
0.9679 |
|
1.618 |
0.9619 |
|
1.000 |
0.9582 |
|
0.618 |
0.9559 |
|
HIGH |
0.9522 |
|
0.618 |
0.9499 |
|
0.500 |
0.9492 |
|
0.382 |
0.9485 |
|
LOW |
0.9462 |
|
0.618 |
0.9425 |
|
1.000 |
0.9402 |
|
1.618 |
0.9365 |
|
2.618 |
0.9305 |
|
4.250 |
0.9207 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9504 |
0.9500 |
| PP |
0.9498 |
0.9490 |
| S1 |
0.9492 |
0.9480 |
|