CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 26-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9683 |
0.9711 |
0.0028 |
0.3% |
0.9630 |
| High |
0.9739 |
0.9733 |
-0.0006 |
-0.1% |
0.9739 |
| Low |
0.9678 |
0.9694 |
0.0016 |
0.2% |
0.9630 |
| Close |
0.9710 |
0.9713 |
0.0003 |
0.0% |
0.9713 |
| Range |
0.0061 |
0.0039 |
-0.0022 |
-36.1% |
0.0109 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
59,141 |
51,590 |
-7,551 |
-12.8% |
300,166 |
|
| Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9830 |
0.9811 |
0.9734 |
|
| R3 |
0.9791 |
0.9772 |
0.9724 |
|
| R2 |
0.9752 |
0.9752 |
0.9720 |
|
| R1 |
0.9733 |
0.9733 |
0.9717 |
0.9743 |
| PP |
0.9713 |
0.9713 |
0.9713 |
0.9718 |
| S1 |
0.9694 |
0.9694 |
0.9709 |
0.9704 |
| S2 |
0.9674 |
0.9674 |
0.9706 |
|
| S3 |
0.9635 |
0.9655 |
0.9702 |
|
| S4 |
0.9596 |
0.9616 |
0.9692 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0021 |
0.9976 |
0.9773 |
|
| R3 |
0.9912 |
0.9867 |
0.9743 |
|
| R2 |
0.9803 |
0.9803 |
0.9733 |
|
| R1 |
0.9758 |
0.9758 |
0.9723 |
0.9781 |
| PP |
0.9694 |
0.9694 |
0.9694 |
0.9705 |
| S1 |
0.9649 |
0.9649 |
0.9703 |
0.9672 |
| S2 |
0.9585 |
0.9585 |
0.9693 |
|
| S3 |
0.9476 |
0.9540 |
0.9683 |
|
| S4 |
0.9367 |
0.9431 |
0.9653 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9739 |
0.9630 |
0.0109 |
1.1% |
0.0054 |
0.6% |
76% |
False |
False |
60,033 |
| 10 |
0.9739 |
0.9552 |
0.0187 |
1.9% |
0.0058 |
0.6% |
86% |
False |
False |
59,071 |
| 20 |
0.9739 |
0.9409 |
0.0330 |
3.4% |
0.0068 |
0.7% |
92% |
False |
False |
65,616 |
| 40 |
0.9846 |
0.9409 |
0.0437 |
4.5% |
0.0075 |
0.8% |
70% |
False |
False |
57,575 |
| 60 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0073 |
0.7% |
56% |
False |
False |
38,672 |
| 80 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0067 |
0.7% |
56% |
False |
False |
29,050 |
| 100 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0060 |
0.6% |
56% |
False |
False |
23,264 |
| 120 |
1.0000 |
0.9409 |
0.0591 |
6.1% |
0.0056 |
0.6% |
51% |
False |
False |
19,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9899 |
|
2.618 |
0.9835 |
|
1.618 |
0.9796 |
|
1.000 |
0.9772 |
|
0.618 |
0.9757 |
|
HIGH |
0.9733 |
|
0.618 |
0.9718 |
|
0.500 |
0.9714 |
|
0.382 |
0.9709 |
|
LOW |
0.9694 |
|
0.618 |
0.9670 |
|
1.000 |
0.9655 |
|
1.618 |
0.9631 |
|
2.618 |
0.9592 |
|
4.250 |
0.9528 |
|
|
| Fisher Pivots for day following 26-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9714 |
0.9711 |
| PP |
0.9713 |
0.9708 |
| S1 |
0.9713 |
0.9706 |
|