CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 23-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9489 |
0.9462 |
-0.0027 |
-0.3% |
0.9623 |
| High |
0.9495 |
0.9469 |
-0.0026 |
-0.3% |
0.9641 |
| Low |
0.9455 |
0.9420 |
-0.0035 |
-0.4% |
0.9420 |
| Close |
0.9455 |
0.9468 |
0.0013 |
0.1% |
0.9468 |
| Range |
0.0040 |
0.0049 |
0.0009 |
22.5% |
0.0221 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
65 |
117 |
52 |
80.0% |
232 |
|
| Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9599 |
0.9583 |
0.9495 |
|
| R3 |
0.9550 |
0.9534 |
0.9481 |
|
| R2 |
0.9501 |
0.9501 |
0.9477 |
|
| R1 |
0.9485 |
0.9485 |
0.9472 |
0.9493 |
| PP |
0.9452 |
0.9452 |
0.9452 |
0.9457 |
| S1 |
0.9436 |
0.9436 |
0.9464 |
0.9444 |
| S2 |
0.9403 |
0.9403 |
0.9459 |
|
| S3 |
0.9354 |
0.9387 |
0.9455 |
|
| S4 |
0.9305 |
0.9338 |
0.9441 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0173 |
1.0041 |
0.9590 |
|
| R3 |
0.9952 |
0.9820 |
0.9529 |
|
| R2 |
0.9731 |
0.9731 |
0.9509 |
|
| R1 |
0.9599 |
0.9599 |
0.9488 |
0.9555 |
| PP |
0.9510 |
0.9510 |
0.9510 |
0.9487 |
| S1 |
0.9378 |
0.9378 |
0.9448 |
0.9334 |
| S2 |
0.9289 |
0.9289 |
0.9427 |
|
| S3 |
0.9068 |
0.9157 |
0.9407 |
|
| S4 |
0.8847 |
0.8936 |
0.9346 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9641 |
0.9420 |
0.0221 |
2.3% |
0.0035 |
0.4% |
22% |
False |
True |
46 |
| 10 |
0.9662 |
0.9420 |
0.0242 |
2.6% |
0.0034 |
0.4% |
20% |
False |
True |
51 |
| 20 |
0.9700 |
0.9420 |
0.0280 |
3.0% |
0.0033 |
0.4% |
17% |
False |
True |
66 |
| 40 |
0.9700 |
0.9360 |
0.0340 |
3.6% |
0.0032 |
0.3% |
32% |
False |
False |
59 |
| 60 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0033 |
0.3% |
26% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9677 |
|
2.618 |
0.9597 |
|
1.618 |
0.9548 |
|
1.000 |
0.9518 |
|
0.618 |
0.9499 |
|
HIGH |
0.9469 |
|
0.618 |
0.9450 |
|
0.500 |
0.9445 |
|
0.382 |
0.9439 |
|
LOW |
0.9420 |
|
0.618 |
0.9390 |
|
1.000 |
0.9371 |
|
1.618 |
0.9341 |
|
2.618 |
0.9292 |
|
4.250 |
0.9212 |
|
|
| Fisher Pivots for day following 23-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9460 |
0.9481 |
| PP |
0.9452 |
0.9476 |
| S1 |
0.9445 |
0.9472 |
|