CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 23-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9695 |
0.9665 |
-0.0030 |
-0.3% |
0.9653 |
| High |
0.9695 |
0.9689 |
-0.0006 |
-0.1% |
0.9775 |
| Low |
0.9660 |
0.9662 |
0.0002 |
0.0% |
0.9645 |
| Close |
0.9673 |
0.9689 |
0.0016 |
0.2% |
0.9673 |
| Range |
0.0035 |
0.0027 |
-0.0008 |
-22.9% |
0.0130 |
| ATR |
0.0050 |
0.0048 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
221 |
73 |
-148 |
-67.0% |
689 |
|
| Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9761 |
0.9752 |
0.9704 |
|
| R3 |
0.9734 |
0.9725 |
0.9696 |
|
| R2 |
0.9707 |
0.9707 |
0.9694 |
|
| R1 |
0.9698 |
0.9698 |
0.9691 |
0.9703 |
| PP |
0.9680 |
0.9680 |
0.9680 |
0.9682 |
| S1 |
0.9671 |
0.9671 |
0.9687 |
0.9676 |
| S2 |
0.9653 |
0.9653 |
0.9684 |
|
| S3 |
0.9626 |
0.9644 |
0.9682 |
|
| S4 |
0.9599 |
0.9617 |
0.9674 |
|
|
| 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 |
0.9651 |
0.0124 |
1.3% |
0.0054 |
0.6% |
31% |
False |
False |
146 |
| 10 |
0.9775 |
0.9593 |
0.0182 |
1.9% |
0.0042 |
0.4% |
53% |
False |
False |
186 |
| 20 |
0.9775 |
0.9426 |
0.0349 |
3.6% |
0.0041 |
0.4% |
75% |
False |
False |
122 |
| 40 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0037 |
0.4% |
76% |
False |
False |
94 |
| 60 |
0.9775 |
0.9360 |
0.0415 |
4.3% |
0.0035 |
0.4% |
79% |
False |
False |
80 |
| 80 |
0.9777 |
0.9360 |
0.0417 |
4.3% |
0.0035 |
0.4% |
79% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9804 |
|
2.618 |
0.9760 |
|
1.618 |
0.9733 |
|
1.000 |
0.9716 |
|
0.618 |
0.9706 |
|
HIGH |
0.9689 |
|
0.618 |
0.9679 |
|
0.500 |
0.9676 |
|
0.382 |
0.9672 |
|
LOW |
0.9662 |
|
0.618 |
0.9645 |
|
1.000 |
0.9635 |
|
1.618 |
0.9618 |
|
2.618 |
0.9591 |
|
4.250 |
0.9547 |
|
|
| Fisher Pivots for day following 23-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9685 |
0.9718 |
| PP |
0.9680 |
0.9708 |
| S1 |
0.9676 |
0.9699 |
|