CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9517 |
0.9607 |
0.0090 |
0.9% |
0.9492 |
| High |
0.9632 |
0.9651 |
0.0019 |
0.2% |
0.9632 |
| Low |
0.9516 |
0.9597 |
0.0081 |
0.9% |
0.9461 |
| Close |
0.9614 |
0.9644 |
0.0030 |
0.3% |
0.9614 |
| Range |
0.0116 |
0.0054 |
-0.0062 |
-53.4% |
0.0171 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
74,623 |
52,731 |
-21,892 |
-29.3% |
249,655 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9793 |
0.9772 |
0.9674 |
|
| R3 |
0.9739 |
0.9718 |
0.9659 |
|
| R2 |
0.9685 |
0.9685 |
0.9654 |
|
| R1 |
0.9664 |
0.9664 |
0.9649 |
0.9675 |
| PP |
0.9631 |
0.9631 |
0.9631 |
0.9636 |
| S1 |
0.9610 |
0.9610 |
0.9639 |
0.9621 |
| S2 |
0.9577 |
0.9577 |
0.9634 |
|
| S3 |
0.9523 |
0.9556 |
0.9629 |
|
| S4 |
0.9469 |
0.9502 |
0.9614 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0082 |
1.0019 |
0.9708 |
|
| R3 |
0.9911 |
0.9848 |
0.9661 |
|
| R2 |
0.9740 |
0.9740 |
0.9645 |
|
| R1 |
0.9677 |
0.9677 |
0.9630 |
0.9709 |
| PP |
0.9569 |
0.9569 |
0.9569 |
0.9585 |
| S1 |
0.9506 |
0.9506 |
0.9598 |
0.9538 |
| S2 |
0.9398 |
0.9398 |
0.9583 |
|
| S3 |
0.9227 |
0.9335 |
0.9567 |
|
| S4 |
0.9056 |
0.9164 |
0.9520 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9651 |
0.9461 |
0.0190 |
2.0% |
0.0064 |
0.7% |
96% |
True |
False |
60,477 |
| 10 |
0.9651 |
0.9461 |
0.0190 |
2.0% |
0.0055 |
0.6% |
96% |
True |
False |
54,667 |
| 20 |
0.9719 |
0.9455 |
0.0264 |
2.7% |
0.0055 |
0.6% |
72% |
False |
False |
56,620 |
| 40 |
0.9749 |
0.9455 |
0.0294 |
3.0% |
0.0059 |
0.6% |
64% |
False |
False |
59,890 |
| 60 |
0.9846 |
0.9409 |
0.0437 |
4.5% |
0.0065 |
0.7% |
54% |
False |
False |
65,422 |
| 80 |
0.9846 |
0.9409 |
0.0437 |
4.5% |
0.0070 |
0.7% |
54% |
False |
False |
51,512 |
| 100 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0065 |
0.7% |
43% |
False |
False |
41,272 |
| 120 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0062 |
0.6% |
43% |
False |
False |
34,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9881 |
|
2.618 |
0.9792 |
|
1.618 |
0.9738 |
|
1.000 |
0.9705 |
|
0.618 |
0.9684 |
|
HIGH |
0.9651 |
|
0.618 |
0.9630 |
|
0.500 |
0.9624 |
|
0.382 |
0.9618 |
|
LOW |
0.9597 |
|
0.618 |
0.9564 |
|
1.000 |
0.9543 |
|
1.618 |
0.9510 |
|
2.618 |
0.9456 |
|
4.250 |
0.9368 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9637 |
0.9622 |
| PP |
0.9631 |
0.9600 |
| S1 |
0.9624 |
0.9579 |
|