CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9706 |
0.9696 |
-0.0010 |
-0.1% |
0.9616 |
| High |
0.9719 |
0.9705 |
-0.0014 |
-0.1% |
0.9724 |
| Low |
0.9684 |
0.9656 |
-0.0028 |
-0.3% |
0.9564 |
| Close |
0.9705 |
0.9660 |
-0.0045 |
-0.5% |
0.9723 |
| Range |
0.0035 |
0.0049 |
0.0014 |
40.0% |
0.0160 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
41,459 |
48,308 |
6,849 |
16.5% |
321,032 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9821 |
0.9789 |
0.9687 |
|
| R3 |
0.9772 |
0.9740 |
0.9673 |
|
| R2 |
0.9723 |
0.9723 |
0.9669 |
|
| R1 |
0.9691 |
0.9691 |
0.9664 |
0.9683 |
| PP |
0.9674 |
0.9674 |
0.9674 |
0.9669 |
| S1 |
0.9642 |
0.9642 |
0.9656 |
0.9634 |
| S2 |
0.9625 |
0.9625 |
0.9651 |
|
| S3 |
0.9576 |
0.9593 |
0.9647 |
|
| S4 |
0.9527 |
0.9544 |
0.9633 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0150 |
1.0097 |
0.9811 |
|
| R3 |
0.9990 |
0.9937 |
0.9767 |
|
| R2 |
0.9830 |
0.9830 |
0.9752 |
|
| R1 |
0.9777 |
0.9777 |
0.9738 |
0.9804 |
| PP |
0.9670 |
0.9670 |
0.9670 |
0.9684 |
| S1 |
0.9617 |
0.9617 |
0.9708 |
0.9644 |
| S2 |
0.9510 |
0.9510 |
0.9694 |
|
| S3 |
0.9350 |
0.9457 |
0.9679 |
|
| S4 |
0.9190 |
0.9297 |
0.9635 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9724 |
0.9564 |
0.0160 |
1.7% |
0.0070 |
0.7% |
60% |
False |
False |
63,461 |
| 10 |
0.9749 |
0.9564 |
0.0185 |
1.9% |
0.0067 |
0.7% |
52% |
False |
False |
65,745 |
| 20 |
0.9749 |
0.9552 |
0.0197 |
2.0% |
0.0060 |
0.6% |
55% |
False |
False |
61,831 |
| 40 |
0.9808 |
0.9409 |
0.0399 |
4.1% |
0.0070 |
0.7% |
63% |
False |
False |
69,273 |
| 60 |
0.9846 |
0.9409 |
0.0437 |
4.5% |
0.0073 |
0.8% |
57% |
False |
False |
51,286 |
| 80 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0068 |
0.7% |
46% |
False |
False |
38,553 |
| 100 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0063 |
0.7% |
46% |
False |
False |
30,870 |
| 120 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0059 |
0.6% |
46% |
False |
False |
25,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9913 |
|
2.618 |
0.9833 |
|
1.618 |
0.9784 |
|
1.000 |
0.9754 |
|
0.618 |
0.9735 |
|
HIGH |
0.9705 |
|
0.618 |
0.9686 |
|
0.500 |
0.9681 |
|
0.382 |
0.9675 |
|
LOW |
0.9656 |
|
0.618 |
0.9626 |
|
1.000 |
0.9607 |
|
1.618 |
0.9577 |
|
2.618 |
0.9528 |
|
4.250 |
0.9448 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9681 |
0.9687 |
| PP |
0.9674 |
0.9678 |
| S1 |
0.9667 |
0.9669 |
|