CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 02-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9655 |
0.9640 |
-0.0015 |
-0.2% |
0.9665 |
| High |
0.9675 |
0.9645 |
-0.0030 |
-0.3% |
0.9689 |
| Low |
0.9635 |
0.9619 |
-0.0016 |
-0.2% |
0.9631 |
| Close |
0.9643 |
0.9640 |
-0.0003 |
0.0% |
0.9667 |
| Range |
0.0040 |
0.0026 |
-0.0014 |
-35.0% |
0.0058 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
117 |
133 |
16 |
13.7% |
450 |
|
| Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9713 |
0.9702 |
0.9654 |
|
| R3 |
0.9687 |
0.9676 |
0.9647 |
|
| R2 |
0.9661 |
0.9661 |
0.9645 |
|
| R1 |
0.9650 |
0.9650 |
0.9642 |
0.9653 |
| PP |
0.9635 |
0.9635 |
0.9635 |
0.9636 |
| S1 |
0.9624 |
0.9624 |
0.9638 |
0.9627 |
| S2 |
0.9609 |
0.9609 |
0.9635 |
|
| S3 |
0.9583 |
0.9598 |
0.9633 |
|
| S4 |
0.9557 |
0.9572 |
0.9626 |
|
|
| 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 |
0.9700 |
0.9619 |
0.0081 |
0.8% |
0.0033 |
0.3% |
26% |
False |
True |
116 |
| 10 |
0.9775 |
0.9619 |
0.0156 |
1.6% |
0.0035 |
0.4% |
13% |
False |
True |
127 |
| 20 |
0.9775 |
0.9465 |
0.0310 |
3.2% |
0.0041 |
0.4% |
56% |
False |
False |
137 |
| 40 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0038 |
0.4% |
62% |
False |
False |
108 |
| 60 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0034 |
0.4% |
62% |
False |
False |
80 |
| 80 |
0.9777 |
0.9360 |
0.0417 |
4.3% |
0.0034 |
0.3% |
67% |
False |
False |
74 |
| 100 |
0.9823 |
0.9360 |
0.0463 |
4.8% |
0.0033 |
0.3% |
60% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9756 |
|
2.618 |
0.9713 |
|
1.618 |
0.9687 |
|
1.000 |
0.9671 |
|
0.618 |
0.9661 |
|
HIGH |
0.9645 |
|
0.618 |
0.9635 |
|
0.500 |
0.9632 |
|
0.382 |
0.9629 |
|
LOW |
0.9619 |
|
0.618 |
0.9603 |
|
1.000 |
0.9593 |
|
1.618 |
0.9577 |
|
2.618 |
0.9551 |
|
4.250 |
0.9509 |
|
|
| Fisher Pivots for day following 02-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9637 |
0.9660 |
| PP |
0.9635 |
0.9653 |
| S1 |
0.9632 |
0.9647 |
|