CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 18-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9651 |
0.9661 |
0.0010 |
0.1% |
0.9563 |
| High |
0.9686 |
0.9755 |
0.0069 |
0.7% |
0.9655 |
| Low |
0.9651 |
0.9657 |
0.0006 |
0.1% |
0.9563 |
| Close |
0.9672 |
0.9748 |
0.0076 |
0.8% |
0.9629 |
| Range |
0.0035 |
0.0098 |
0.0063 |
180.0% |
0.0092 |
| ATR |
0.0044 |
0.0048 |
0.0004 |
8.6% |
0.0000 |
| Volume |
87 |
41 |
-46 |
-52.9% |
1,252 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0014 |
0.9979 |
0.9802 |
|
| R3 |
0.9916 |
0.9881 |
0.9775 |
|
| R2 |
0.9818 |
0.9818 |
0.9766 |
|
| R1 |
0.9783 |
0.9783 |
0.9757 |
0.9801 |
| PP |
0.9720 |
0.9720 |
0.9720 |
0.9729 |
| S1 |
0.9685 |
0.9685 |
0.9739 |
0.9703 |
| S2 |
0.9622 |
0.9622 |
0.9730 |
|
| S3 |
0.9524 |
0.9587 |
0.9721 |
|
| S4 |
0.9426 |
0.9489 |
0.9694 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9892 |
0.9852 |
0.9680 |
|
| R3 |
0.9800 |
0.9760 |
0.9654 |
|
| R2 |
0.9708 |
0.9708 |
0.9646 |
|
| R1 |
0.9668 |
0.9668 |
0.9637 |
0.9688 |
| PP |
0.9616 |
0.9616 |
0.9616 |
0.9626 |
| S1 |
0.9576 |
0.9576 |
0.9621 |
0.9596 |
| S2 |
0.9524 |
0.9524 |
0.9612 |
|
| S3 |
0.9432 |
0.9484 |
0.9604 |
|
| S4 |
0.9340 |
0.9392 |
0.9578 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9755 |
0.9616 |
0.0139 |
1.4% |
0.0041 |
0.4% |
95% |
True |
False |
139 |
| 10 |
0.9755 |
0.9465 |
0.0290 |
3.0% |
0.0046 |
0.5% |
98% |
True |
False |
148 |
| 20 |
0.9755 |
0.9420 |
0.0335 |
3.4% |
0.0041 |
0.4% |
98% |
True |
False |
102 |
| 40 |
0.9755 |
0.9420 |
0.0335 |
3.4% |
0.0035 |
0.4% |
98% |
True |
False |
80 |
| 60 |
0.9755 |
0.9360 |
0.0395 |
4.1% |
0.0034 |
0.3% |
98% |
True |
False |
75 |
| 80 |
0.9777 |
0.9360 |
0.0417 |
4.3% |
0.0034 |
0.4% |
93% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0172 |
|
2.618 |
1.0012 |
|
1.618 |
0.9914 |
|
1.000 |
0.9853 |
|
0.618 |
0.9816 |
|
HIGH |
0.9755 |
|
0.618 |
0.9718 |
|
0.500 |
0.9706 |
|
0.382 |
0.9694 |
|
LOW |
0.9657 |
|
0.618 |
0.9596 |
|
1.000 |
0.9559 |
|
1.618 |
0.9498 |
|
2.618 |
0.9400 |
|
4.250 |
0.9241 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9734 |
0.9732 |
| PP |
0.9720 |
0.9716 |
| S1 |
0.9706 |
0.9700 |
|