CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9640 |
0.9672 |
0.0032 |
0.3% |
0.9466 |
| High |
0.9674 |
0.9681 |
0.0007 |
0.1% |
0.9609 |
| Low |
0.9625 |
0.9653 |
0.0028 |
0.3% |
0.9445 |
| Close |
0.9669 |
0.9664 |
-0.0005 |
-0.1% |
0.9592 |
| Range |
0.0049 |
0.0028 |
-0.0021 |
-42.9% |
0.0164 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
39,357 |
37,127 |
-2,230 |
-5.7% |
17,872 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9750 |
0.9735 |
0.9679 |
|
| R3 |
0.9722 |
0.9707 |
0.9672 |
|
| R2 |
0.9694 |
0.9694 |
0.9669 |
|
| R1 |
0.9679 |
0.9679 |
0.9667 |
0.9673 |
| PP |
0.9666 |
0.9666 |
0.9666 |
0.9663 |
| S1 |
0.9651 |
0.9651 |
0.9661 |
0.9645 |
| S2 |
0.9638 |
0.9638 |
0.9659 |
|
| S3 |
0.9610 |
0.9623 |
0.9656 |
|
| S4 |
0.9582 |
0.9595 |
0.9649 |
|
|
| 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 |
0.9681 |
0.9494 |
0.0187 |
1.9% |
0.0058 |
0.6% |
91% |
True |
False |
25,538 |
| 10 |
0.9681 |
0.9445 |
0.0236 |
2.4% |
0.0053 |
0.5% |
93% |
True |
False |
14,134 |
| 20 |
0.9686 |
0.9437 |
0.0249 |
2.6% |
0.0052 |
0.5% |
91% |
False |
False |
7,685 |
| 40 |
0.9726 |
0.9437 |
0.0289 |
3.0% |
0.0051 |
0.5% |
79% |
False |
False |
4,105 |
| 60 |
0.9785 |
0.9390 |
0.0395 |
4.1% |
0.0056 |
0.6% |
69% |
False |
False |
2,861 |
| 80 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0059 |
0.6% |
63% |
False |
False |
2,206 |
| 100 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0055 |
0.6% |
51% |
False |
False |
1,803 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0052 |
0.5% |
51% |
False |
False |
1,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9800 |
|
2.618 |
0.9754 |
|
1.618 |
0.9726 |
|
1.000 |
0.9709 |
|
0.618 |
0.9698 |
|
HIGH |
0.9681 |
|
0.618 |
0.9670 |
|
0.500 |
0.9667 |
|
0.382 |
0.9664 |
|
LOW |
0.9653 |
|
0.618 |
0.9636 |
|
1.000 |
0.9625 |
|
1.618 |
0.9608 |
|
2.618 |
0.9580 |
|
4.250 |
0.9534 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9667 |
0.9658 |
| PP |
0.9666 |
0.9651 |
| S1 |
0.9665 |
0.9645 |
|