CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9594 |
0.9611 |
0.0017 |
0.2% |
0.9434 |
| High |
0.9633 |
0.9650 |
0.0017 |
0.2% |
0.9600 |
| Low |
0.9593 |
0.9610 |
0.0017 |
0.2% |
0.9434 |
| Close |
0.9618 |
0.9647 |
0.0029 |
0.3% |
0.9571 |
| Range |
0.0040 |
0.0040 |
0.0000 |
0.0% |
0.0166 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
104 |
456 |
352 |
338.5% |
146 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9756 |
0.9741 |
0.9669 |
|
| R3 |
0.9716 |
0.9701 |
0.9658 |
|
| R2 |
0.9676 |
0.9676 |
0.9654 |
|
| R1 |
0.9661 |
0.9661 |
0.9651 |
0.9669 |
| PP |
0.9636 |
0.9636 |
0.9636 |
0.9639 |
| S1 |
0.9621 |
0.9621 |
0.9643 |
0.9629 |
| S2 |
0.9596 |
0.9596 |
0.9640 |
|
| S3 |
0.9556 |
0.9581 |
0.9636 |
|
| S4 |
0.9516 |
0.9541 |
0.9625 |
|
|
| 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 |
0.9650 |
0.9465 |
0.0185 |
1.9% |
0.0050 |
0.5% |
98% |
True |
False |
157 |
| 10 |
0.9650 |
0.9426 |
0.0224 |
2.3% |
0.0041 |
0.4% |
99% |
True |
False |
101 |
| 20 |
0.9658 |
0.9420 |
0.0238 |
2.5% |
0.0038 |
0.4% |
95% |
False |
False |
70 |
| 40 |
0.9700 |
0.9420 |
0.0280 |
2.9% |
0.0033 |
0.3% |
81% |
False |
False |
67 |
| 60 |
0.9753 |
0.9360 |
0.0393 |
4.1% |
0.0035 |
0.4% |
73% |
False |
False |
66 |
| 80 |
0.9777 |
0.9360 |
0.0417 |
4.3% |
0.0032 |
0.3% |
69% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9820 |
|
2.618 |
0.9755 |
|
1.618 |
0.9715 |
|
1.000 |
0.9690 |
|
0.618 |
0.9675 |
|
HIGH |
0.9650 |
|
0.618 |
0.9635 |
|
0.500 |
0.9630 |
|
0.382 |
0.9625 |
|
LOW |
0.9610 |
|
0.618 |
0.9585 |
|
1.000 |
0.9570 |
|
1.618 |
0.9545 |
|
2.618 |
0.9505 |
|
4.250 |
0.9440 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9641 |
0.9634 |
| PP |
0.9636 |
0.9620 |
| S1 |
0.9630 |
0.9607 |
|