CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 23-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9722 |
0.9685 |
-0.0037 |
-0.4% |
0.9667 |
| High |
0.9725 |
0.9712 |
-0.0013 |
-0.1% |
0.9799 |
| Low |
0.9679 |
0.9682 |
0.0003 |
0.0% |
0.9651 |
| Close |
0.9695 |
0.9711 |
0.0016 |
0.2% |
0.9695 |
| Range |
0.0046 |
0.0030 |
-0.0016 |
-34.8% |
0.0148 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
50,384 |
45,300 |
-5,084 |
-10.1% |
301,955 |
|
| Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9792 |
0.9781 |
0.9728 |
|
| R3 |
0.9762 |
0.9751 |
0.9719 |
|
| R2 |
0.9732 |
0.9732 |
0.9717 |
|
| R1 |
0.9721 |
0.9721 |
0.9714 |
0.9727 |
| PP |
0.9702 |
0.9702 |
0.9702 |
0.9704 |
| S1 |
0.9691 |
0.9691 |
0.9708 |
0.9697 |
| S2 |
0.9672 |
0.9672 |
0.9706 |
|
| S3 |
0.9642 |
0.9661 |
0.9703 |
|
| S4 |
0.9612 |
0.9631 |
0.9695 |
|
|
| 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 |
0.9655 |
0.0144 |
1.5% |
0.0065 |
0.7% |
39% |
False |
False |
58,926 |
| 10 |
0.9799 |
0.9609 |
0.0190 |
2.0% |
0.0053 |
0.5% |
54% |
False |
False |
48,863 |
| 20 |
0.9799 |
0.9445 |
0.0354 |
3.6% |
0.0053 |
0.5% |
75% |
False |
False |
26,541 |
| 40 |
0.9799 |
0.9437 |
0.0362 |
3.7% |
0.0053 |
0.5% |
76% |
False |
False |
13,659 |
| 60 |
0.9799 |
0.9390 |
0.0409 |
4.2% |
0.0054 |
0.6% |
78% |
False |
False |
9,211 |
| 80 |
0.9822 |
0.9390 |
0.0432 |
4.4% |
0.0058 |
0.6% |
74% |
False |
False |
6,995 |
| 100 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0057 |
0.6% |
60% |
False |
False |
5,630 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0054 |
0.6% |
60% |
False |
False |
4,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9840 |
|
2.618 |
0.9791 |
|
1.618 |
0.9761 |
|
1.000 |
0.9742 |
|
0.618 |
0.9731 |
|
HIGH |
0.9712 |
|
0.618 |
0.9701 |
|
0.500 |
0.9697 |
|
0.382 |
0.9693 |
|
LOW |
0.9682 |
|
0.618 |
0.9663 |
|
1.000 |
0.9652 |
|
1.618 |
0.9633 |
|
2.618 |
0.9603 |
|
4.250 |
0.9555 |
|
|
| Fisher Pivots for day following 23-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9706 |
0.9739 |
| PP |
0.9702 |
0.9730 |
| S1 |
0.9697 |
0.9720 |
|