CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 30-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9509 |
0.9468 |
-0.0041 |
-0.4% |
0.9492 |
| High |
0.9517 |
0.9490 |
-0.0027 |
-0.3% |
0.9522 |
| Low |
0.9460 |
0.9448 |
-0.0012 |
-0.1% |
0.9448 |
| Close |
0.9471 |
0.9471 |
0.0000 |
0.0% |
0.9471 |
| Range |
0.0057 |
0.0042 |
-0.0015 |
-26.3% |
0.0074 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
899 |
2,809 |
1,910 |
212.5% |
8,377 |
|
| Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9596 |
0.9575 |
0.9494 |
|
| R3 |
0.9554 |
0.9533 |
0.9483 |
|
| R2 |
0.9512 |
0.9512 |
0.9479 |
|
| R1 |
0.9491 |
0.9491 |
0.9475 |
0.9502 |
| PP |
0.9470 |
0.9470 |
0.9470 |
0.9475 |
| S1 |
0.9449 |
0.9449 |
0.9467 |
0.9460 |
| S2 |
0.9428 |
0.9428 |
0.9463 |
|
| S3 |
0.9386 |
0.9407 |
0.9459 |
|
| S4 |
0.9344 |
0.9365 |
0.9448 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9702 |
0.9661 |
0.9512 |
|
| R3 |
0.9628 |
0.9587 |
0.9491 |
|
| R2 |
0.9554 |
0.9554 |
0.9485 |
|
| R1 |
0.9513 |
0.9513 |
0.9478 |
0.9497 |
| PP |
0.9480 |
0.9480 |
0.9480 |
0.9472 |
| S1 |
0.9439 |
0.9439 |
0.9464 |
0.9423 |
| S2 |
0.9406 |
0.9406 |
0.9457 |
|
| S3 |
0.9332 |
0.9365 |
0.9451 |
|
| S4 |
0.9258 |
0.9291 |
0.9430 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9522 |
0.9448 |
0.0074 |
0.8% |
0.0043 |
0.5% |
31% |
False |
True |
1,675 |
| 10 |
0.9664 |
0.9437 |
0.0227 |
2.4% |
0.0048 |
0.5% |
15% |
False |
False |
1,497 |
| 20 |
0.9702 |
0.9437 |
0.0265 |
2.8% |
0.0051 |
0.5% |
13% |
False |
False |
1,111 |
| 40 |
0.9726 |
0.9414 |
0.0312 |
3.3% |
0.0051 |
0.5% |
18% |
False |
False |
725 |
| 60 |
0.9822 |
0.9390 |
0.0432 |
4.6% |
0.0057 |
0.6% |
19% |
False |
False |
611 |
| 80 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0060 |
0.6% |
15% |
False |
False |
502 |
| 100 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0055 |
0.6% |
15% |
False |
False |
429 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0051 |
0.5% |
15% |
False |
False |
366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9669 |
|
2.618 |
0.9600 |
|
1.618 |
0.9558 |
|
1.000 |
0.9532 |
|
0.618 |
0.9516 |
|
HIGH |
0.9490 |
|
0.618 |
0.9474 |
|
0.500 |
0.9469 |
|
0.382 |
0.9464 |
|
LOW |
0.9448 |
|
0.618 |
0.9422 |
|
1.000 |
0.9406 |
|
1.618 |
0.9380 |
|
2.618 |
0.9338 |
|
4.250 |
0.9270 |
|
|
| Fisher Pivots for day following 30-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9470 |
0.9484 |
| PP |
0.9470 |
0.9480 |
| S1 |
0.9469 |
0.9475 |
|