CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 29-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9711 |
0.9713 |
0.0002 |
0.0% |
0.9630 |
| High |
0.9733 |
0.9742 |
0.0009 |
0.1% |
0.9739 |
| Low |
0.9694 |
0.9713 |
0.0019 |
0.2% |
0.9630 |
| Close |
0.9713 |
0.9739 |
0.0026 |
0.3% |
0.9713 |
| Range |
0.0039 |
0.0029 |
-0.0010 |
-25.6% |
0.0109 |
| ATR |
0.0067 |
0.0065 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
51,590 |
42,959 |
-8,631 |
-16.7% |
300,166 |
|
| Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9818 |
0.9808 |
0.9755 |
|
| R3 |
0.9789 |
0.9779 |
0.9747 |
|
| R2 |
0.9760 |
0.9760 |
0.9744 |
|
| R1 |
0.9750 |
0.9750 |
0.9742 |
0.9755 |
| PP |
0.9731 |
0.9731 |
0.9731 |
0.9734 |
| S1 |
0.9721 |
0.9721 |
0.9736 |
0.9726 |
| S2 |
0.9702 |
0.9702 |
0.9734 |
|
| S3 |
0.9673 |
0.9692 |
0.9731 |
|
| S4 |
0.9644 |
0.9663 |
0.9723 |
|
|
| 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 |
0.9742 |
0.9649 |
0.0093 |
1.0% |
0.0051 |
0.5% |
97% |
True |
False |
58,488 |
| 10 |
0.9742 |
0.9552 |
0.0190 |
2.0% |
0.0056 |
0.6% |
98% |
True |
False |
58,405 |
| 20 |
0.9742 |
0.9409 |
0.0333 |
3.4% |
0.0064 |
0.7% |
99% |
True |
False |
63,395 |
| 40 |
0.9846 |
0.9409 |
0.0437 |
4.5% |
0.0073 |
0.8% |
76% |
False |
False |
58,599 |
| 60 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0072 |
0.7% |
60% |
False |
False |
39,386 |
| 80 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0066 |
0.7% |
60% |
False |
False |
29,586 |
| 100 |
0.9955 |
0.9409 |
0.0546 |
5.6% |
0.0060 |
0.6% |
60% |
False |
False |
23,693 |
| 120 |
1.0000 |
0.9409 |
0.0591 |
6.1% |
0.0056 |
0.6% |
56% |
False |
False |
19,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9865 |
|
2.618 |
0.9818 |
|
1.618 |
0.9789 |
|
1.000 |
0.9771 |
|
0.618 |
0.9760 |
|
HIGH |
0.9742 |
|
0.618 |
0.9731 |
|
0.500 |
0.9728 |
|
0.382 |
0.9724 |
|
LOW |
0.9713 |
|
0.618 |
0.9695 |
|
1.000 |
0.9684 |
|
1.618 |
0.9666 |
|
2.618 |
0.9637 |
|
4.250 |
0.9590 |
|
|
| Fisher Pivots for day following 29-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9735 |
0.9729 |
| PP |
0.9731 |
0.9720 |
| S1 |
0.9728 |
0.9710 |
|