CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 20-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9754 |
0.9722 |
-0.0032 |
-0.3% |
0.9667 |
| High |
0.9799 |
0.9725 |
-0.0074 |
-0.8% |
0.9799 |
| Low |
0.9719 |
0.9679 |
-0.0040 |
-0.4% |
0.9651 |
| Close |
0.9725 |
0.9695 |
-0.0030 |
-0.3% |
0.9695 |
| Range |
0.0080 |
0.0046 |
-0.0034 |
-42.5% |
0.0148 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
78,093 |
50,384 |
-27,709 |
-35.5% |
301,955 |
|
| Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9838 |
0.9812 |
0.9720 |
|
| R3 |
0.9792 |
0.9766 |
0.9708 |
|
| R2 |
0.9746 |
0.9746 |
0.9703 |
|
| R1 |
0.9720 |
0.9720 |
0.9699 |
0.9710 |
| PP |
0.9700 |
0.9700 |
0.9700 |
0.9695 |
| S1 |
0.9674 |
0.9674 |
0.9691 |
0.9664 |
| S2 |
0.9654 |
0.9654 |
0.9687 |
|
| S3 |
0.9608 |
0.9628 |
0.9682 |
|
| S4 |
0.9562 |
0.9582 |
0.9670 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0159 |
1.0075 |
0.9776 |
|
| R3 |
1.0011 |
0.9927 |
0.9736 |
|
| R2 |
0.9863 |
0.9863 |
0.9722 |
|
| R1 |
0.9779 |
0.9779 |
0.9709 |
0.9821 |
| PP |
0.9715 |
0.9715 |
0.9715 |
0.9736 |
| S1 |
0.9631 |
0.9631 |
0.9681 |
0.9673 |
| S2 |
0.9567 |
0.9567 |
0.9668 |
|
| S3 |
0.9419 |
0.9483 |
0.9654 |
|
| S4 |
0.9271 |
0.9335 |
0.9614 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9799 |
0.9651 |
0.0148 |
1.5% |
0.0069 |
0.7% |
30% |
False |
False |
60,391 |
| 10 |
0.9799 |
0.9577 |
0.0222 |
2.3% |
0.0055 |
0.6% |
53% |
False |
False |
45,927 |
| 20 |
0.9799 |
0.9437 |
0.0362 |
3.7% |
0.0054 |
0.6% |
71% |
False |
False |
24,396 |
| 40 |
0.9799 |
0.9437 |
0.0362 |
3.7% |
0.0053 |
0.5% |
71% |
False |
False |
12,538 |
| 60 |
0.9799 |
0.9390 |
0.0409 |
4.2% |
0.0054 |
0.6% |
75% |
False |
False |
8,464 |
| 80 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0058 |
0.6% |
71% |
False |
False |
6,434 |
| 100 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0057 |
0.6% |
57% |
False |
False |
5,181 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0054 |
0.6% |
57% |
False |
False |
4,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9921 |
|
2.618 |
0.9845 |
|
1.618 |
0.9799 |
|
1.000 |
0.9771 |
|
0.618 |
0.9753 |
|
HIGH |
0.9725 |
|
0.618 |
0.9707 |
|
0.500 |
0.9702 |
|
0.382 |
0.9697 |
|
LOW |
0.9679 |
|
0.618 |
0.9651 |
|
1.000 |
0.9633 |
|
1.618 |
0.9605 |
|
2.618 |
0.9559 |
|
4.250 |
0.9484 |
|
|
| Fisher Pivots for day following 20-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9702 |
0.9735 |
| PP |
0.9700 |
0.9721 |
| S1 |
0.9697 |
0.9708 |
|