CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 06-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9499 |
0.9505 |
0.0006 |
0.1% |
0.9434 |
| High |
0.9499 |
0.9600 |
0.0101 |
1.1% |
0.9600 |
| Low |
0.9465 |
0.9505 |
0.0040 |
0.4% |
0.9434 |
| Close |
0.9476 |
0.9571 |
0.0095 |
1.0% |
0.9571 |
| Range |
0.0034 |
0.0095 |
0.0061 |
179.4% |
0.0166 |
| ATR |
0.0043 |
0.0049 |
0.0006 |
13.3% |
0.0000 |
| Volume |
27 |
46 |
19 |
70.4% |
146 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9844 |
0.9802 |
0.9623 |
|
| R3 |
0.9749 |
0.9707 |
0.9597 |
|
| R2 |
0.9654 |
0.9654 |
0.9588 |
|
| R1 |
0.9612 |
0.9612 |
0.9580 |
0.9633 |
| PP |
0.9559 |
0.9559 |
0.9559 |
0.9569 |
| S1 |
0.9517 |
0.9517 |
0.9562 |
0.9538 |
| S2 |
0.9464 |
0.9464 |
0.9554 |
|
| S3 |
0.9369 |
0.9422 |
0.9545 |
|
| S4 |
0.9274 |
0.9327 |
0.9519 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0033 |
0.9968 |
0.9662 |
|
| R3 |
0.9867 |
0.9802 |
0.9617 |
|
| R2 |
0.9701 |
0.9701 |
0.9601 |
|
| R1 |
0.9636 |
0.9636 |
0.9586 |
0.9669 |
| PP |
0.9535 |
0.9535 |
0.9535 |
0.9551 |
| S1 |
0.9470 |
0.9470 |
0.9556 |
0.9503 |
| S2 |
0.9369 |
0.9369 |
0.9541 |
|
| S3 |
0.9203 |
0.9304 |
0.9525 |
|
| S4 |
0.9037 |
0.9138 |
0.9480 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9600 |
0.9426 |
0.0174 |
1.8% |
0.0048 |
0.5% |
83% |
True |
False |
44 |
| 10 |
0.9600 |
0.9420 |
0.0180 |
1.9% |
0.0040 |
0.4% |
84% |
True |
False |
55 |
| 20 |
0.9680 |
0.9420 |
0.0260 |
2.7% |
0.0038 |
0.4% |
58% |
False |
False |
73 |
| 40 |
0.9700 |
0.9420 |
0.0280 |
2.9% |
0.0031 |
0.3% |
54% |
False |
False |
52 |
| 60 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0034 |
0.4% |
51% |
False |
False |
54 |
| 80 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0032 |
0.3% |
51% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0004 |
|
2.618 |
0.9849 |
|
1.618 |
0.9754 |
|
1.000 |
0.9695 |
|
0.618 |
0.9659 |
|
HIGH |
0.9600 |
|
0.618 |
0.9564 |
|
0.500 |
0.9553 |
|
0.382 |
0.9541 |
|
LOW |
0.9505 |
|
0.618 |
0.9446 |
|
1.000 |
0.9410 |
|
1.618 |
0.9351 |
|
2.618 |
0.9256 |
|
4.250 |
0.9101 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9565 |
0.9557 |
| PP |
0.9559 |
0.9542 |
| S1 |
0.9553 |
0.9528 |
|