CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9518 |
0.9541 |
0.0023 |
0.2% |
0.9673 |
| High |
0.9544 |
0.9542 |
-0.0002 |
0.0% |
0.9687 |
| Low |
0.9482 |
0.9509 |
0.0027 |
0.3% |
0.9455 |
| Close |
0.9530 |
0.9535 |
0.0005 |
0.1% |
0.9508 |
| Range |
0.0062 |
0.0033 |
-0.0029 |
-46.8% |
0.0232 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
49,463 |
51,276 |
1,813 |
3.7% |
331,823 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9628 |
0.9614 |
0.9553 |
|
| R3 |
0.9595 |
0.9581 |
0.9544 |
|
| R2 |
0.9562 |
0.9562 |
0.9541 |
|
| R1 |
0.9548 |
0.9548 |
0.9538 |
0.9539 |
| PP |
0.9529 |
0.9529 |
0.9529 |
0.9524 |
| S1 |
0.9515 |
0.9515 |
0.9532 |
0.9506 |
| S2 |
0.9496 |
0.9496 |
0.9529 |
|
| S3 |
0.9463 |
0.9482 |
0.9526 |
|
| S4 |
0.9430 |
0.9449 |
0.9517 |
|
|
| 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 |
0.9544 |
0.9455 |
0.0089 |
0.9% |
0.0050 |
0.5% |
90% |
False |
False |
58,413 |
| 10 |
0.9708 |
0.9455 |
0.0253 |
2.7% |
0.0055 |
0.6% |
32% |
False |
False |
59,157 |
| 20 |
0.9745 |
0.9455 |
0.0290 |
3.0% |
0.0059 |
0.6% |
28% |
False |
False |
59,808 |
| 40 |
0.9749 |
0.9409 |
0.0340 |
3.6% |
0.0062 |
0.7% |
37% |
False |
False |
62,605 |
| 60 |
0.9846 |
0.9409 |
0.0437 |
4.6% |
0.0068 |
0.7% |
29% |
False |
False |
61,522 |
| 80 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0070 |
0.7% |
23% |
False |
False |
46,465 |
| 100 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0065 |
0.7% |
23% |
False |
False |
37,208 |
| 120 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0060 |
0.6% |
23% |
False |
False |
31,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9682 |
|
2.618 |
0.9628 |
|
1.618 |
0.9595 |
|
1.000 |
0.9575 |
|
0.618 |
0.9562 |
|
HIGH |
0.9542 |
|
0.618 |
0.9529 |
|
0.500 |
0.9526 |
|
0.382 |
0.9522 |
|
LOW |
0.9509 |
|
0.618 |
0.9489 |
|
1.000 |
0.9476 |
|
1.618 |
0.9456 |
|
2.618 |
0.9423 |
|
4.250 |
0.9369 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9532 |
0.9528 |
| PP |
0.9529 |
0.9520 |
| S1 |
0.9526 |
0.9513 |
|