CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 25-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9706 |
0.9683 |
-0.0023 |
-0.2% |
0.9607 |
| High |
0.9732 |
0.9739 |
0.0007 |
0.1% |
0.9644 |
| Low |
0.9673 |
0.9678 |
0.0005 |
0.1% |
0.9552 |
| Close |
0.9680 |
0.9710 |
0.0030 |
0.3% |
0.9631 |
| Range |
0.0059 |
0.0061 |
0.0002 |
3.4% |
0.0092 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
70,731 |
59,141 |
-11,590 |
-16.4% |
290,546 |
|
| Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9892 |
0.9862 |
0.9744 |
|
| R3 |
0.9831 |
0.9801 |
0.9727 |
|
| R2 |
0.9770 |
0.9770 |
0.9721 |
|
| R1 |
0.9740 |
0.9740 |
0.9716 |
0.9755 |
| PP |
0.9709 |
0.9709 |
0.9709 |
0.9717 |
| S1 |
0.9679 |
0.9679 |
0.9704 |
0.9694 |
| S2 |
0.9648 |
0.9648 |
0.9699 |
|
| S3 |
0.9587 |
0.9618 |
0.9693 |
|
| S4 |
0.9526 |
0.9557 |
0.9676 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9885 |
0.9850 |
0.9682 |
|
| R3 |
0.9793 |
0.9758 |
0.9656 |
|
| R2 |
0.9701 |
0.9701 |
0.9648 |
|
| R1 |
0.9666 |
0.9666 |
0.9639 |
0.9684 |
| PP |
0.9609 |
0.9609 |
0.9609 |
0.9618 |
| S1 |
0.9574 |
0.9574 |
0.9623 |
0.9592 |
| S2 |
0.9517 |
0.9517 |
0.9614 |
|
| S3 |
0.9425 |
0.9482 |
0.9606 |
|
| S4 |
0.9333 |
0.9390 |
0.9580 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9739 |
0.9607 |
0.0132 |
1.4% |
0.0054 |
0.6% |
78% |
True |
False |
59,254 |
| 10 |
0.9739 |
0.9552 |
0.0187 |
1.9% |
0.0058 |
0.6% |
84% |
True |
False |
60,114 |
| 20 |
0.9739 |
0.9409 |
0.0330 |
3.4% |
0.0069 |
0.7% |
91% |
True |
False |
66,800 |
| 40 |
0.9846 |
0.9409 |
0.0437 |
4.5% |
0.0076 |
0.8% |
69% |
False |
False |
56,333 |
| 60 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0073 |
0.7% |
55% |
False |
False |
37,820 |
| 80 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0066 |
0.7% |
55% |
False |
False |
28,406 |
| 100 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0060 |
0.6% |
55% |
False |
False |
22,748 |
| 120 |
1.0000 |
0.9409 |
0.0591 |
6.1% |
0.0056 |
0.6% |
51% |
False |
False |
18,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9998 |
|
2.618 |
0.9899 |
|
1.618 |
0.9838 |
|
1.000 |
0.9800 |
|
0.618 |
0.9777 |
|
HIGH |
0.9739 |
|
0.618 |
0.9716 |
|
0.500 |
0.9709 |
|
0.382 |
0.9701 |
|
LOW |
0.9678 |
|
0.618 |
0.9640 |
|
1.000 |
0.9617 |
|
1.618 |
0.9579 |
|
2.618 |
0.9518 |
|
4.250 |
0.9419 |
|
|
| Fisher Pivots for day following 25-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9710 |
0.9705 |
| PP |
0.9709 |
0.9699 |
| S1 |
0.9709 |
0.9694 |
|