CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 03-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9468 |
0.9466 |
-0.0002 |
0.0% |
0.9492 |
| High |
0.9490 |
0.9491 |
0.0001 |
0.0% |
0.9522 |
| Low |
0.9448 |
0.9445 |
-0.0003 |
0.0% |
0.9448 |
| Close |
0.9471 |
0.9467 |
-0.0004 |
0.0% |
0.9471 |
| Range |
0.0042 |
0.0046 |
0.0004 |
9.5% |
0.0074 |
| ATR |
0.0054 |
0.0054 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
2,809 |
1,663 |
-1,146 |
-40.8% |
8,377 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9606 |
0.9582 |
0.9492 |
|
| R3 |
0.9560 |
0.9536 |
0.9480 |
|
| R2 |
0.9514 |
0.9514 |
0.9475 |
|
| R1 |
0.9490 |
0.9490 |
0.9471 |
0.9502 |
| PP |
0.9468 |
0.9468 |
0.9468 |
0.9474 |
| S1 |
0.9444 |
0.9444 |
0.9463 |
0.9456 |
| S2 |
0.9422 |
0.9422 |
0.9459 |
|
| S3 |
0.9376 |
0.9398 |
0.9454 |
|
| S4 |
0.9330 |
0.9352 |
0.9442 |
|
|
| 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 |
0.9445 |
0.0077 |
0.8% |
0.0047 |
0.5% |
29% |
False |
True |
1,705 |
| 10 |
0.9638 |
0.9437 |
0.0201 |
2.1% |
0.0050 |
0.5% |
15% |
False |
False |
1,576 |
| 20 |
0.9702 |
0.9437 |
0.0265 |
2.8% |
0.0051 |
0.5% |
11% |
False |
False |
1,160 |
| 40 |
0.9726 |
0.9437 |
0.0289 |
3.1% |
0.0052 |
0.5% |
10% |
False |
False |
742 |
| 60 |
0.9822 |
0.9390 |
0.0432 |
4.6% |
0.0055 |
0.6% |
18% |
False |
False |
629 |
| 80 |
0.9880 |
0.9390 |
0.0490 |
5.2% |
0.0060 |
0.6% |
16% |
False |
False |
523 |
| 100 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0055 |
0.6% |
14% |
False |
False |
446 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0051 |
0.5% |
14% |
False |
False |
380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9687 |
|
2.618 |
0.9611 |
|
1.618 |
0.9565 |
|
1.000 |
0.9537 |
|
0.618 |
0.9519 |
|
HIGH |
0.9491 |
|
0.618 |
0.9473 |
|
0.500 |
0.9468 |
|
0.382 |
0.9463 |
|
LOW |
0.9445 |
|
0.618 |
0.9417 |
|
1.000 |
0.9399 |
|
1.618 |
0.9371 |
|
2.618 |
0.9325 |
|
4.250 |
0.9250 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9468 |
0.9481 |
| PP |
0.9468 |
0.9476 |
| S1 |
0.9467 |
0.9472 |
|