CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9672 |
0.9664 |
-0.0008 |
-0.1% |
0.9585 |
| High |
0.9681 |
0.9666 |
-0.0015 |
-0.2% |
0.9681 |
| Low |
0.9653 |
0.9634 |
-0.0019 |
-0.2% |
0.9577 |
| Close |
0.9664 |
0.9651 |
-0.0013 |
-0.1% |
0.9651 |
| Range |
0.0028 |
0.0032 |
0.0004 |
14.3% |
0.0104 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
37,127 |
37,557 |
430 |
1.2% |
157,319 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9746 |
0.9731 |
0.9669 |
|
| R3 |
0.9714 |
0.9699 |
0.9660 |
|
| R2 |
0.9682 |
0.9682 |
0.9657 |
|
| R1 |
0.9667 |
0.9667 |
0.9654 |
0.9659 |
| PP |
0.9650 |
0.9650 |
0.9650 |
0.9646 |
| S1 |
0.9635 |
0.9635 |
0.9648 |
0.9627 |
| S2 |
0.9618 |
0.9618 |
0.9645 |
|
| S3 |
0.9586 |
0.9603 |
0.9642 |
|
| S4 |
0.9554 |
0.9571 |
0.9633 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9948 |
0.9904 |
0.9708 |
|
| R3 |
0.9844 |
0.9800 |
0.9680 |
|
| R2 |
0.9740 |
0.9740 |
0.9670 |
|
| R1 |
0.9696 |
0.9696 |
0.9661 |
0.9718 |
| PP |
0.9636 |
0.9636 |
0.9636 |
0.9648 |
| S1 |
0.9592 |
0.9592 |
0.9641 |
0.9614 |
| S2 |
0.9532 |
0.9532 |
0.9632 |
|
| S3 |
0.9428 |
0.9488 |
0.9622 |
|
| S4 |
0.9324 |
0.9384 |
0.9594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9681 |
0.9577 |
0.0104 |
1.1% |
0.0041 |
0.4% |
71% |
False |
False |
31,463 |
| 10 |
0.9681 |
0.9445 |
0.0236 |
2.4% |
0.0051 |
0.5% |
87% |
False |
False |
17,800 |
| 20 |
0.9686 |
0.9437 |
0.0249 |
2.6% |
0.0050 |
0.5% |
86% |
False |
False |
9,535 |
| 40 |
0.9726 |
0.9437 |
0.0289 |
3.0% |
0.0050 |
0.5% |
74% |
False |
False |
5,040 |
| 60 |
0.9726 |
0.9390 |
0.0336 |
3.5% |
0.0055 |
0.6% |
78% |
False |
False |
3,487 |
| 80 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0059 |
0.6% |
60% |
False |
False |
2,675 |
| 100 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0056 |
0.6% |
49% |
False |
False |
2,178 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0052 |
0.5% |
49% |
False |
False |
1,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9802 |
|
2.618 |
0.9750 |
|
1.618 |
0.9718 |
|
1.000 |
0.9698 |
|
0.618 |
0.9686 |
|
HIGH |
0.9666 |
|
0.618 |
0.9654 |
|
0.500 |
0.9650 |
|
0.382 |
0.9646 |
|
LOW |
0.9634 |
|
0.618 |
0.9614 |
|
1.000 |
0.9602 |
|
1.618 |
0.9582 |
|
2.618 |
0.9550 |
|
4.250 |
0.9498 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9651 |
0.9653 |
| PP |
0.9650 |
0.9652 |
| S1 |
0.9650 |
0.9652 |
|