CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 23-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9540 |
0.9502 |
-0.0038 |
-0.4% |
0.9673 |
| High |
0.9544 |
0.9522 |
-0.0022 |
-0.2% |
0.9687 |
| Low |
0.9490 |
0.9455 |
-0.0035 |
-0.4% |
0.9455 |
| Close |
0.9495 |
0.9508 |
0.0013 |
0.1% |
0.9508 |
| Range |
0.0054 |
0.0067 |
0.0013 |
24.1% |
0.0232 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.5% |
0.0000 |
| Volume |
77,449 |
75,506 |
-1,943 |
-2.5% |
331,823 |
|
| Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9696 |
0.9669 |
0.9545 |
|
| R3 |
0.9629 |
0.9602 |
0.9526 |
|
| R2 |
0.9562 |
0.9562 |
0.9520 |
|
| R1 |
0.9535 |
0.9535 |
0.9514 |
0.9549 |
| PP |
0.9495 |
0.9495 |
0.9495 |
0.9502 |
| S1 |
0.9468 |
0.9468 |
0.9502 |
0.9482 |
| S2 |
0.9428 |
0.9428 |
0.9496 |
|
| S3 |
0.9361 |
0.9401 |
0.9490 |
|
| S4 |
0.9294 |
0.9334 |
0.9471 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0246 |
1.0109 |
0.9636 |
|
| R3 |
1.0014 |
0.9877 |
0.9572 |
|
| R2 |
0.9782 |
0.9782 |
0.9551 |
|
| R1 |
0.9645 |
0.9645 |
0.9529 |
0.9598 |
| PP |
0.9550 |
0.9550 |
0.9550 |
0.9526 |
| S1 |
0.9413 |
0.9413 |
0.9487 |
0.9366 |
| S2 |
0.9318 |
0.9318 |
0.9465 |
|
| S3 |
0.9086 |
0.9181 |
0.9444 |
|
| S4 |
0.8854 |
0.8949 |
0.9380 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9687 |
0.9455 |
0.0232 |
2.4% |
0.0059 |
0.6% |
23% |
False |
True |
66,364 |
| 10 |
0.9719 |
0.9455 |
0.0264 |
2.8% |
0.0055 |
0.6% |
20% |
False |
True |
58,572 |
| 20 |
0.9749 |
0.9455 |
0.0294 |
3.1% |
0.0061 |
0.6% |
18% |
False |
True |
62,912 |
| 40 |
0.9749 |
0.9409 |
0.0340 |
3.6% |
0.0064 |
0.7% |
29% |
False |
False |
64,264 |
| 60 |
0.9846 |
0.9409 |
0.0437 |
4.6% |
0.0070 |
0.7% |
23% |
False |
False |
59,354 |
| 80 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0070 |
0.7% |
18% |
False |
False |
44,732 |
| 100 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0065 |
0.7% |
18% |
False |
False |
35,822 |
| 120 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0060 |
0.6% |
18% |
False |
False |
29,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9807 |
|
2.618 |
0.9697 |
|
1.618 |
0.9630 |
|
1.000 |
0.9589 |
|
0.618 |
0.9563 |
|
HIGH |
0.9522 |
|
0.618 |
0.9496 |
|
0.500 |
0.9489 |
|
0.382 |
0.9481 |
|
LOW |
0.9455 |
|
0.618 |
0.9414 |
|
1.000 |
0.9388 |
|
1.618 |
0.9347 |
|
2.618 |
0.9280 |
|
4.250 |
0.9170 |
|
|
| Fisher Pivots for day following 23-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9502 |
0.9538 |
| PP |
0.9495 |
0.9528 |
| S1 |
0.9489 |
0.9518 |
|