CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 16-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9664 |
0.9667 |
0.0003 |
0.0% |
0.9585 |
| High |
0.9666 |
0.9704 |
0.0038 |
0.4% |
0.9681 |
| Low |
0.9634 |
0.9651 |
0.0017 |
0.2% |
0.9577 |
| Close |
0.9651 |
0.9667 |
0.0016 |
0.2% |
0.9651 |
| Range |
0.0032 |
0.0053 |
0.0021 |
65.6% |
0.0104 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.1% |
0.0000 |
| Volume |
37,557 |
52,623 |
15,066 |
40.1% |
157,319 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9833 |
0.9803 |
0.9696 |
|
| R3 |
0.9780 |
0.9750 |
0.9682 |
|
| R2 |
0.9727 |
0.9727 |
0.9677 |
|
| R1 |
0.9697 |
0.9697 |
0.9672 |
0.9694 |
| PP |
0.9674 |
0.9674 |
0.9674 |
0.9672 |
| S1 |
0.9644 |
0.9644 |
0.9662 |
0.9641 |
| S2 |
0.9621 |
0.9621 |
0.9657 |
|
| S3 |
0.9568 |
0.9591 |
0.9652 |
|
| S4 |
0.9515 |
0.9538 |
0.9638 |
|
|
| 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 |
0.9704 |
0.9609 |
0.0095 |
1.0% |
0.0042 |
0.4% |
61% |
True |
False |
38,801 |
| 10 |
0.9704 |
0.9445 |
0.0259 |
2.7% |
0.0052 |
0.5% |
86% |
True |
False |
22,781 |
| 20 |
0.9704 |
0.9437 |
0.0267 |
2.8% |
0.0050 |
0.5% |
86% |
True |
False |
12,139 |
| 40 |
0.9726 |
0.9437 |
0.0289 |
3.0% |
0.0051 |
0.5% |
80% |
False |
False |
6,351 |
| 60 |
0.9726 |
0.9390 |
0.0336 |
3.5% |
0.0054 |
0.6% |
82% |
False |
False |
4,361 |
| 80 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0058 |
0.6% |
64% |
False |
False |
3,331 |
| 100 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0056 |
0.6% |
52% |
False |
False |
2,701 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0052 |
0.5% |
52% |
False |
False |
2,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9929 |
|
2.618 |
0.9843 |
|
1.618 |
0.9790 |
|
1.000 |
0.9757 |
|
0.618 |
0.9737 |
|
HIGH |
0.9704 |
|
0.618 |
0.9684 |
|
0.500 |
0.9678 |
|
0.382 |
0.9671 |
|
LOW |
0.9651 |
|
0.618 |
0.9618 |
|
1.000 |
0.9598 |
|
1.618 |
0.9565 |
|
2.618 |
0.9512 |
|
4.250 |
0.9426 |
|
|
| Fisher Pivots for day following 16-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9678 |
0.9669 |
| PP |
0.9674 |
0.9668 |
| S1 |
0.9671 |
0.9668 |
|