CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 27-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9651 |
0.9647 |
-0.0004 |
0.0% |
0.9665 |
| High |
0.9660 |
0.9668 |
0.0008 |
0.1% |
0.9689 |
| Low |
0.9631 |
0.9647 |
0.0016 |
0.2% |
0.9631 |
| Close |
0.9657 |
0.9667 |
0.0010 |
0.1% |
0.9667 |
| Range |
0.0029 |
0.0021 |
-0.0008 |
-27.6% |
0.0058 |
| ATR |
0.0044 |
0.0042 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
225 |
65 |
-160 |
-71.1% |
450 |
|
| Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9724 |
0.9716 |
0.9679 |
|
| R3 |
0.9703 |
0.9695 |
0.9673 |
|
| R2 |
0.9682 |
0.9682 |
0.9671 |
|
| R1 |
0.9674 |
0.9674 |
0.9669 |
0.9678 |
| PP |
0.9661 |
0.9661 |
0.9661 |
0.9663 |
| S1 |
0.9653 |
0.9653 |
0.9665 |
0.9657 |
| S2 |
0.9640 |
0.9640 |
0.9663 |
|
| S3 |
0.9619 |
0.9632 |
0.9661 |
|
| S4 |
0.9598 |
0.9611 |
0.9655 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9836 |
0.9810 |
0.9699 |
|
| R3 |
0.9778 |
0.9752 |
0.9683 |
|
| R2 |
0.9720 |
0.9720 |
0.9678 |
|
| R1 |
0.9694 |
0.9694 |
0.9672 |
0.9707 |
| PP |
0.9662 |
0.9662 |
0.9662 |
0.9669 |
| S1 |
0.9636 |
0.9636 |
0.9662 |
0.9649 |
| S2 |
0.9604 |
0.9604 |
0.9656 |
|
| S3 |
0.9546 |
0.9578 |
0.9651 |
|
| S4 |
0.9488 |
0.9520 |
0.9635 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9689 |
0.9631 |
0.0058 |
0.6% |
0.0026 |
0.3% |
62% |
False |
False |
90 |
| 10 |
0.9775 |
0.9631 |
0.0144 |
1.5% |
0.0041 |
0.4% |
25% |
False |
False |
113 |
| 20 |
0.9775 |
0.9426 |
0.0349 |
3.6% |
0.0040 |
0.4% |
69% |
False |
False |
130 |
| 40 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0036 |
0.4% |
70% |
False |
False |
102 |
| 60 |
0.9775 |
0.9360 |
0.0415 |
4.3% |
0.0034 |
0.3% |
74% |
False |
False |
80 |
| 80 |
0.9777 |
0.9360 |
0.0417 |
4.3% |
0.0034 |
0.4% |
74% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9757 |
|
2.618 |
0.9723 |
|
1.618 |
0.9702 |
|
1.000 |
0.9689 |
|
0.618 |
0.9681 |
|
HIGH |
0.9668 |
|
0.618 |
0.9660 |
|
0.500 |
0.9658 |
|
0.382 |
0.9655 |
|
LOW |
0.9647 |
|
0.618 |
0.9634 |
|
1.000 |
0.9626 |
|
1.618 |
0.9613 |
|
2.618 |
0.9592 |
|
4.250 |
0.9558 |
|
|
| Fisher Pivots for day following 27-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9664 |
0.9662 |
| PP |
0.9661 |
0.9657 |
| S1 |
0.9658 |
0.9653 |
|