CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 19-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9661 |
0.9744 |
0.0083 |
0.9% |
0.9563 |
| High |
0.9755 |
0.9775 |
0.0020 |
0.2% |
0.9655 |
| Low |
0.9657 |
0.9700 |
0.0043 |
0.4% |
0.9563 |
| Close |
0.9748 |
0.9703 |
-0.0045 |
-0.5% |
0.9629 |
| Range |
0.0098 |
0.0075 |
-0.0023 |
-23.5% |
0.0092 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
4.0% |
0.0000 |
| Volume |
41 |
310 |
269 |
656.1% |
1,252 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9951 |
0.9902 |
0.9744 |
|
| R3 |
0.9876 |
0.9827 |
0.9724 |
|
| R2 |
0.9801 |
0.9801 |
0.9717 |
|
| R1 |
0.9752 |
0.9752 |
0.9710 |
0.9739 |
| PP |
0.9726 |
0.9726 |
0.9726 |
0.9720 |
| S1 |
0.9677 |
0.9677 |
0.9696 |
0.9664 |
| S2 |
0.9651 |
0.9651 |
0.9689 |
|
| S3 |
0.9576 |
0.9602 |
0.9682 |
|
| S4 |
0.9501 |
0.9527 |
0.9662 |
|
|
| 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 |
0.9775 |
0.9616 |
0.0159 |
1.6% |
0.0052 |
0.5% |
55% |
True |
False |
104 |
| 10 |
0.9775 |
0.9505 |
0.0270 |
2.8% |
0.0050 |
0.5% |
73% |
True |
False |
176 |
| 20 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0042 |
0.4% |
80% |
True |
False |
116 |
| 40 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0036 |
0.4% |
80% |
True |
False |
87 |
| 60 |
0.9775 |
0.9360 |
0.0415 |
4.3% |
0.0034 |
0.4% |
83% |
True |
False |
78 |
| 80 |
0.9777 |
0.9360 |
0.0417 |
4.3% |
0.0035 |
0.4% |
82% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0094 |
|
2.618 |
0.9971 |
|
1.618 |
0.9896 |
|
1.000 |
0.9850 |
|
0.618 |
0.9821 |
|
HIGH |
0.9775 |
|
0.618 |
0.9746 |
|
0.500 |
0.9738 |
|
0.382 |
0.9729 |
|
LOW |
0.9700 |
|
0.618 |
0.9654 |
|
1.000 |
0.9625 |
|
1.618 |
0.9579 |
|
2.618 |
0.9504 |
|
4.250 |
0.9381 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9738 |
0.9713 |
| PP |
0.9726 |
0.9710 |
| S1 |
0.9715 |
0.9706 |
|