CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 01-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9676 |
0.9678 |
0.0002 |
0.0% |
0.9685 |
| High |
0.9725 |
0.9702 |
-0.0023 |
-0.2% |
0.9723 |
| Low |
0.9673 |
0.9656 |
-0.0017 |
-0.2% |
0.9651 |
| Close |
0.9687 |
0.9665 |
-0.0022 |
-0.2% |
0.9689 |
| Range |
0.0052 |
0.0046 |
-0.0006 |
-11.5% |
0.0072 |
| ATR |
0.0051 |
0.0050 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
46,457 |
49,848 |
3,391 |
7.3% |
194,724 |
|
| Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9812 |
0.9785 |
0.9690 |
|
| R3 |
0.9766 |
0.9739 |
0.9678 |
|
| R2 |
0.9720 |
0.9720 |
0.9673 |
|
| R1 |
0.9693 |
0.9693 |
0.9669 |
0.9684 |
| PP |
0.9674 |
0.9674 |
0.9674 |
0.9670 |
| S1 |
0.9647 |
0.9647 |
0.9661 |
0.9638 |
| S2 |
0.9628 |
0.9628 |
0.9657 |
|
| S3 |
0.9582 |
0.9601 |
0.9652 |
|
| S4 |
0.9536 |
0.9555 |
0.9640 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9904 |
0.9868 |
0.9729 |
|
| R3 |
0.9832 |
0.9796 |
0.9709 |
|
| R2 |
0.9760 |
0.9760 |
0.9702 |
|
| R1 |
0.9724 |
0.9724 |
0.9696 |
0.9742 |
| PP |
0.9688 |
0.9688 |
0.9688 |
0.9697 |
| S1 |
0.9652 |
0.9652 |
0.9682 |
0.9670 |
| S2 |
0.9616 |
0.9616 |
0.9676 |
|
| S3 |
0.9544 |
0.9580 |
0.9669 |
|
| S4 |
0.9472 |
0.9508 |
0.9649 |
|
|
| 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% |
0.0040 |
0.4% |
19% |
False |
False |
41,702 |
| 10 |
0.9799 |
0.9651 |
0.0148 |
1.5% |
0.0051 |
0.5% |
9% |
False |
False |
48,903 |
| 20 |
0.9799 |
0.9461 |
0.0338 |
3.5% |
0.0052 |
0.5% |
60% |
False |
False |
38,325 |
| 40 |
0.9799 |
0.9437 |
0.0362 |
3.7% |
0.0052 |
0.5% |
63% |
False |
False |
19,742 |
| 60 |
0.9799 |
0.9437 |
0.0362 |
3.7% |
0.0052 |
0.5% |
63% |
False |
False |
13,269 |
| 80 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0055 |
0.6% |
64% |
False |
False |
10,053 |
| 100 |
0.9880 |
0.9390 |
0.0490 |
5.1% |
0.0058 |
0.6% |
56% |
False |
False |
8,083 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0054 |
0.6% |
51% |
False |
False |
6,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9898 |
|
2.618 |
0.9822 |
|
1.618 |
0.9776 |
|
1.000 |
0.9748 |
|
0.618 |
0.9730 |
|
HIGH |
0.9702 |
|
0.618 |
0.9684 |
|
0.500 |
0.9679 |
|
0.382 |
0.9674 |
|
LOW |
0.9656 |
|
0.618 |
0.9628 |
|
1.000 |
0.9610 |
|
1.618 |
0.9582 |
|
2.618 |
0.9536 |
|
4.250 |
0.9461 |
|
|
| Fisher Pivots for day following 01-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9679 |
0.9691 |
| PP |
0.9674 |
0.9682 |
| S1 |
0.9670 |
0.9674 |
|