CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 25-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9707 |
0.9686 |
-0.0021 |
-0.2% |
0.9667 |
| High |
0.9723 |
0.9703 |
-0.0020 |
-0.2% |
0.9799 |
| Low |
0.9678 |
0.9671 |
-0.0007 |
-0.1% |
0.9651 |
| Close |
0.9690 |
0.9678 |
-0.0012 |
-0.1% |
0.9695 |
| Range |
0.0045 |
0.0032 |
-0.0013 |
-28.9% |
0.0148 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
37,215 |
42,435 |
5,220 |
14.0% |
301,955 |
|
| Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9780 |
0.9761 |
0.9696 |
|
| R3 |
0.9748 |
0.9729 |
0.9687 |
|
| R2 |
0.9716 |
0.9716 |
0.9684 |
|
| R1 |
0.9697 |
0.9697 |
0.9681 |
0.9691 |
| PP |
0.9684 |
0.9684 |
0.9684 |
0.9681 |
| S1 |
0.9665 |
0.9665 |
0.9675 |
0.9659 |
| S2 |
0.9652 |
0.9652 |
0.9672 |
|
| S3 |
0.9620 |
0.9633 |
0.9669 |
|
| S4 |
0.9588 |
0.9601 |
0.9660 |
|
|
| 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 |
0.9671 |
0.0128 |
1.3% |
0.0047 |
0.5% |
5% |
False |
True |
50,685 |
| 10 |
0.9799 |
0.9634 |
0.0165 |
1.7% |
0.0051 |
0.5% |
27% |
False |
False |
50,158 |
| 20 |
0.9799 |
0.9445 |
0.0354 |
3.7% |
0.0052 |
0.5% |
66% |
False |
False |
30,349 |
| 40 |
0.9799 |
0.9437 |
0.0362 |
3.7% |
0.0053 |
0.5% |
67% |
False |
False |
15,633 |
| 60 |
0.9799 |
0.9390 |
0.0409 |
4.2% |
0.0053 |
0.6% |
70% |
False |
False |
10,528 |
| 80 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0057 |
0.6% |
67% |
False |
False |
7,988 |
| 100 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0057 |
0.6% |
54% |
False |
False |
6,424 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0054 |
0.6% |
54% |
False |
False |
5,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9839 |
|
2.618 |
0.9787 |
|
1.618 |
0.9755 |
|
1.000 |
0.9735 |
|
0.618 |
0.9723 |
|
HIGH |
0.9703 |
|
0.618 |
0.9691 |
|
0.500 |
0.9687 |
|
0.382 |
0.9683 |
|
LOW |
0.9671 |
|
0.618 |
0.9651 |
|
1.000 |
0.9639 |
|
1.618 |
0.9619 |
|
2.618 |
0.9587 |
|
4.250 |
0.9535 |
|
|
| Fisher Pivots for day following 25-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9687 |
0.9697 |
| PP |
0.9684 |
0.9691 |
| S1 |
0.9681 |
0.9684 |
|