CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 05-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9469 |
0.9503 |
0.0034 |
0.4% |
0.9492 |
| High |
0.9522 |
0.9521 |
-0.0001 |
0.0% |
0.9522 |
| Low |
0.9461 |
0.9487 |
0.0026 |
0.3% |
0.9448 |
| Close |
0.9505 |
0.9497 |
-0.0008 |
-0.1% |
0.9471 |
| Range |
0.0061 |
0.0034 |
-0.0027 |
-44.3% |
0.0074 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
2,068 |
6,209 |
4,141 |
200.2% |
8,377 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9604 |
0.9584 |
0.9516 |
|
| R3 |
0.9570 |
0.9550 |
0.9506 |
|
| R2 |
0.9536 |
0.9536 |
0.9503 |
|
| R1 |
0.9516 |
0.9516 |
0.9500 |
0.9509 |
| PP |
0.9502 |
0.9502 |
0.9502 |
0.9498 |
| S1 |
0.9482 |
0.9482 |
0.9494 |
0.9475 |
| S2 |
0.9468 |
0.9468 |
0.9491 |
|
| S3 |
0.9434 |
0.9448 |
0.9488 |
|
| S4 |
0.9400 |
0.9414 |
0.9478 |
|
|
| 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% |
0.0048 |
0.5% |
68% |
False |
False |
2,729 |
| 10 |
0.9522 |
0.9437 |
0.0085 |
0.9% |
0.0047 |
0.5% |
71% |
False |
False |
2,282 |
| 20 |
0.9702 |
0.9437 |
0.0265 |
2.8% |
0.0052 |
0.5% |
23% |
False |
False |
1,547 |
| 40 |
0.9726 |
0.9437 |
0.0289 |
3.0% |
0.0051 |
0.5% |
21% |
False |
False |
942 |
| 60 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0055 |
0.6% |
25% |
False |
False |
755 |
| 80 |
0.9844 |
0.9390 |
0.0454 |
4.8% |
0.0059 |
0.6% |
24% |
False |
False |
622 |
| 100 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0054 |
0.6% |
20% |
False |
False |
528 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0051 |
0.5% |
20% |
False |
False |
448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9666 |
|
2.618 |
0.9610 |
|
1.618 |
0.9576 |
|
1.000 |
0.9555 |
|
0.618 |
0.9542 |
|
HIGH |
0.9521 |
|
0.618 |
0.9508 |
|
0.500 |
0.9504 |
|
0.382 |
0.9500 |
|
LOW |
0.9487 |
|
0.618 |
0.9466 |
|
1.000 |
0.9453 |
|
1.618 |
0.9432 |
|
2.618 |
0.9398 |
|
4.250 |
0.9343 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9504 |
0.9493 |
| PP |
0.9502 |
0.9488 |
| S1 |
0.9499 |
0.9484 |
|