CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 26-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9686 |
0.9676 |
-0.0010 |
-0.1% |
0.9667 |
| High |
0.9703 |
0.9687 |
-0.0016 |
-0.2% |
0.9799 |
| Low |
0.9671 |
0.9651 |
-0.0020 |
-0.2% |
0.9651 |
| Close |
0.9678 |
0.9679 |
0.0001 |
0.0% |
0.9695 |
| Range |
0.0032 |
0.0036 |
0.0004 |
12.5% |
0.0148 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
42,435 |
38,330 |
-4,105 |
-9.7% |
301,955 |
|
| Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9780 |
0.9766 |
0.9699 |
|
| R3 |
0.9744 |
0.9730 |
0.9689 |
|
| R2 |
0.9708 |
0.9708 |
0.9686 |
|
| R1 |
0.9694 |
0.9694 |
0.9682 |
0.9701 |
| PP |
0.9672 |
0.9672 |
0.9672 |
0.9676 |
| S1 |
0.9658 |
0.9658 |
0.9676 |
0.9665 |
| S2 |
0.9636 |
0.9636 |
0.9672 |
|
| S3 |
0.9600 |
0.9622 |
0.9669 |
|
| S4 |
0.9564 |
0.9586 |
0.9659 |
|
|
| 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 |
0.9725 |
0.9651 |
0.0074 |
0.8% |
0.0038 |
0.4% |
38% |
False |
True |
42,732 |
| 10 |
0.9799 |
0.9634 |
0.0165 |
1.7% |
0.0052 |
0.5% |
27% |
False |
False |
50,279 |
| 20 |
0.9799 |
0.9445 |
0.0354 |
3.7% |
0.0053 |
0.5% |
66% |
False |
False |
32,206 |
| 40 |
0.9799 |
0.9437 |
0.0362 |
3.7% |
0.0052 |
0.5% |
67% |
False |
False |
16,583 |
| 60 |
0.9799 |
0.9390 |
0.0409 |
4.2% |
0.0053 |
0.5% |
71% |
False |
False |
11,166 |
| 80 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0057 |
0.6% |
67% |
False |
False |
8,466 |
| 100 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0058 |
0.6% |
54% |
False |
False |
6,807 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0054 |
0.6% |
54% |
False |
False |
5,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9840 |
|
2.618 |
0.9781 |
|
1.618 |
0.9745 |
|
1.000 |
0.9723 |
|
0.618 |
0.9709 |
|
HIGH |
0.9687 |
|
0.618 |
0.9673 |
|
0.500 |
0.9669 |
|
0.382 |
0.9665 |
|
LOW |
0.9651 |
|
0.618 |
0.9629 |
|
1.000 |
0.9615 |
|
1.618 |
0.9593 |
|
2.618 |
0.9557 |
|
4.250 |
0.9498 |
|
|
| Fisher Pivots for day following 26-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9676 |
0.9687 |
| PP |
0.9672 |
0.9684 |
| S1 |
0.9669 |
0.9682 |
|