CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 20-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9744 |
0.9695 |
-0.0049 |
-0.5% |
0.9653 |
| High |
0.9775 |
0.9695 |
-0.0080 |
-0.8% |
0.9775 |
| Low |
0.9700 |
0.9660 |
-0.0040 |
-0.4% |
0.9645 |
| Close |
0.9703 |
0.9673 |
-0.0030 |
-0.3% |
0.9673 |
| Range |
0.0075 |
0.0035 |
-0.0040 |
-53.3% |
0.0130 |
| ATR |
0.0050 |
0.0050 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
310 |
221 |
-89 |
-28.7% |
689 |
|
| Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9781 |
0.9762 |
0.9692 |
|
| R3 |
0.9746 |
0.9727 |
0.9683 |
|
| R2 |
0.9711 |
0.9711 |
0.9679 |
|
| R1 |
0.9692 |
0.9692 |
0.9676 |
0.9684 |
| PP |
0.9676 |
0.9676 |
0.9676 |
0.9672 |
| S1 |
0.9657 |
0.9657 |
0.9670 |
0.9649 |
| S2 |
0.9641 |
0.9641 |
0.9667 |
|
| S3 |
0.9606 |
0.9622 |
0.9663 |
|
| S4 |
0.9571 |
0.9587 |
0.9654 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0088 |
1.0010 |
0.9745 |
|
| R3 |
0.9958 |
0.9880 |
0.9709 |
|
| R2 |
0.9828 |
0.9828 |
0.9697 |
|
| R1 |
0.9750 |
0.9750 |
0.9685 |
0.9789 |
| PP |
0.9698 |
0.9698 |
0.9698 |
0.9717 |
| S1 |
0.9620 |
0.9620 |
0.9661 |
0.9659 |
| S2 |
0.9568 |
0.9568 |
0.9649 |
|
| S3 |
0.9438 |
0.9490 |
0.9637 |
|
| S4 |
0.9308 |
0.9360 |
0.9602 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9775 |
0.9645 |
0.0130 |
1.3% |
0.0056 |
0.6% |
22% |
False |
False |
137 |
| 10 |
0.9775 |
0.9563 |
0.0212 |
2.2% |
0.0044 |
0.5% |
52% |
False |
False |
194 |
| 20 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0042 |
0.4% |
71% |
False |
False |
124 |
| 40 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0037 |
0.4% |
71% |
False |
False |
93 |
| 60 |
0.9775 |
0.9360 |
0.0415 |
4.3% |
0.0035 |
0.4% |
75% |
False |
False |
81 |
| 80 |
0.9777 |
0.9360 |
0.0417 |
4.3% |
0.0035 |
0.4% |
75% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9844 |
|
2.618 |
0.9787 |
|
1.618 |
0.9752 |
|
1.000 |
0.9730 |
|
0.618 |
0.9717 |
|
HIGH |
0.9695 |
|
0.618 |
0.9682 |
|
0.500 |
0.9678 |
|
0.382 |
0.9673 |
|
LOW |
0.9660 |
|
0.618 |
0.9638 |
|
1.000 |
0.9625 |
|
1.618 |
0.9603 |
|
2.618 |
0.9568 |
|
4.250 |
0.9511 |
|
|
| Fisher Pivots for day following 20-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9678 |
0.9716 |
| PP |
0.9676 |
0.9702 |
| S1 |
0.9675 |
0.9687 |
|