CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9616 |
0.9640 |
0.0024 |
0.2% |
0.9466 |
| High |
0.9656 |
0.9674 |
0.0018 |
0.2% |
0.9609 |
| Low |
0.9609 |
0.9625 |
0.0016 |
0.2% |
0.9445 |
| Close |
0.9640 |
0.9669 |
0.0029 |
0.3% |
0.9592 |
| Range |
0.0047 |
0.0049 |
0.0002 |
4.3% |
0.0164 |
| ATR |
0.0056 |
0.0056 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
27,343 |
39,357 |
12,014 |
43.9% |
17,872 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9803 |
0.9785 |
0.9696 |
|
| R3 |
0.9754 |
0.9736 |
0.9682 |
|
| R2 |
0.9705 |
0.9705 |
0.9678 |
|
| R1 |
0.9687 |
0.9687 |
0.9673 |
0.9696 |
| PP |
0.9656 |
0.9656 |
0.9656 |
0.9661 |
| S1 |
0.9638 |
0.9638 |
0.9665 |
0.9647 |
| S2 |
0.9607 |
0.9607 |
0.9660 |
|
| S3 |
0.9558 |
0.9589 |
0.9656 |
|
| S4 |
0.9509 |
0.9540 |
0.9642 |
|
|
| 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 |
0.9674 |
0.9487 |
0.0187 |
1.9% |
0.0059 |
0.6% |
97% |
True |
False |
19,355 |
| 10 |
0.9674 |
0.9445 |
0.0229 |
2.4% |
0.0053 |
0.6% |
98% |
True |
False |
10,539 |
| 20 |
0.9686 |
0.9437 |
0.0249 |
2.6% |
0.0052 |
0.5% |
93% |
False |
False |
5,851 |
| 40 |
0.9726 |
0.9437 |
0.0289 |
3.0% |
0.0052 |
0.5% |
80% |
False |
False |
3,180 |
| 60 |
0.9785 |
0.9390 |
0.0395 |
4.1% |
0.0056 |
0.6% |
71% |
False |
False |
2,250 |
| 80 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0060 |
0.6% |
65% |
False |
False |
1,746 |
| 100 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0055 |
0.6% |
52% |
False |
False |
1,432 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0052 |
0.5% |
52% |
False |
False |
1,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9882 |
|
2.618 |
0.9802 |
|
1.618 |
0.9753 |
|
1.000 |
0.9723 |
|
0.618 |
0.9704 |
|
HIGH |
0.9674 |
|
0.618 |
0.9655 |
|
0.500 |
0.9650 |
|
0.382 |
0.9644 |
|
LOW |
0.9625 |
|
0.618 |
0.9595 |
|
1.000 |
0.9576 |
|
1.618 |
0.9546 |
|
2.618 |
0.9497 |
|
4.250 |
0.9417 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9663 |
0.9655 |
| PP |
0.9656 |
0.9640 |
| S1 |
0.9650 |
0.9626 |
|