CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 10-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9585 |
0.9616 |
0.0031 |
0.3% |
0.9466 |
| High |
0.9628 |
0.9656 |
0.0028 |
0.3% |
0.9609 |
| Low |
0.9577 |
0.9609 |
0.0032 |
0.3% |
0.9445 |
| Close |
0.9622 |
0.9640 |
0.0018 |
0.2% |
0.9592 |
| Range |
0.0051 |
0.0047 |
-0.0004 |
-7.8% |
0.0164 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
15,935 |
27,343 |
11,408 |
71.6% |
17,872 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9776 |
0.9755 |
0.9666 |
|
| R3 |
0.9729 |
0.9708 |
0.9653 |
|
| R2 |
0.9682 |
0.9682 |
0.9649 |
|
| R1 |
0.9661 |
0.9661 |
0.9644 |
0.9672 |
| PP |
0.9635 |
0.9635 |
0.9635 |
0.9640 |
| S1 |
0.9614 |
0.9614 |
0.9636 |
0.9625 |
| S2 |
0.9588 |
0.9588 |
0.9631 |
|
| S3 |
0.9541 |
0.9567 |
0.9627 |
|
| S4 |
0.9494 |
0.9520 |
0.9614 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0041 |
0.9980 |
0.9682 |
|
| R3 |
0.9877 |
0.9816 |
0.9637 |
|
| R2 |
0.9713 |
0.9713 |
0.9622 |
|
| R1 |
0.9652 |
0.9652 |
0.9607 |
0.9683 |
| PP |
0.9549 |
0.9549 |
0.9549 |
0.9564 |
| S1 |
0.9488 |
0.9488 |
0.9577 |
0.9519 |
| S2 |
0.9385 |
0.9385 |
0.9562 |
|
| S3 |
0.9221 |
0.9324 |
0.9547 |
|
| S4 |
0.9057 |
0.9160 |
0.9502 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9656 |
0.9461 |
0.0195 |
2.0% |
0.0062 |
0.6% |
92% |
True |
False |
11,897 |
| 10 |
0.9656 |
0.9445 |
0.0211 |
2.2% |
0.0054 |
0.6% |
92% |
True |
False |
6,801 |
| 20 |
0.9686 |
0.9437 |
0.0249 |
2.6% |
0.0052 |
0.5% |
82% |
False |
False |
3,897 |
| 40 |
0.9726 |
0.9437 |
0.0289 |
3.0% |
0.0053 |
0.5% |
70% |
False |
False |
2,200 |
| 60 |
0.9801 |
0.9390 |
0.0411 |
4.3% |
0.0056 |
0.6% |
61% |
False |
False |
1,595 |
| 80 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0060 |
0.6% |
58% |
False |
False |
1,255 |
| 100 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0055 |
0.6% |
47% |
False |
False |
1,038 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0052 |
0.5% |
47% |
False |
False |
871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9856 |
|
2.618 |
0.9779 |
|
1.618 |
0.9732 |
|
1.000 |
0.9703 |
|
0.618 |
0.9685 |
|
HIGH |
0.9656 |
|
0.618 |
0.9638 |
|
0.500 |
0.9633 |
|
0.382 |
0.9627 |
|
LOW |
0.9609 |
|
0.618 |
0.9580 |
|
1.000 |
0.9562 |
|
1.618 |
0.9533 |
|
2.618 |
0.9486 |
|
4.250 |
0.9409 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9638 |
0.9618 |
| PP |
0.9635 |
0.9597 |
| S1 |
0.9633 |
0.9575 |
|