CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 10-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9607 |
0.9640 |
0.0033 |
0.3% |
0.9492 |
| High |
0.9651 |
0.9679 |
0.0028 |
0.3% |
0.9632 |
| Low |
0.9597 |
0.9631 |
0.0034 |
0.4% |
0.9461 |
| Close |
0.9644 |
0.9662 |
0.0018 |
0.2% |
0.9614 |
| Range |
0.0054 |
0.0048 |
-0.0006 |
-11.1% |
0.0171 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
52,731 |
66,202 |
13,471 |
25.5% |
249,655 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9801 |
0.9780 |
0.9688 |
|
| R3 |
0.9753 |
0.9732 |
0.9675 |
|
| R2 |
0.9705 |
0.9705 |
0.9671 |
|
| R1 |
0.9684 |
0.9684 |
0.9666 |
0.9695 |
| PP |
0.9657 |
0.9657 |
0.9657 |
0.9663 |
| S1 |
0.9636 |
0.9636 |
0.9658 |
0.9647 |
| S2 |
0.9609 |
0.9609 |
0.9653 |
|
| S3 |
0.9561 |
0.9588 |
0.9649 |
|
| S4 |
0.9513 |
0.9540 |
0.9636 |
|
|
| 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 |
0.9679 |
0.9482 |
0.0197 |
2.0% |
0.0063 |
0.7% |
91% |
True |
False |
59,406 |
| 10 |
0.9679 |
0.9461 |
0.0218 |
2.3% |
0.0056 |
0.6% |
92% |
True |
False |
57,450 |
| 20 |
0.9708 |
0.9455 |
0.0253 |
2.6% |
0.0056 |
0.6% |
82% |
False |
False |
57,857 |
| 40 |
0.9749 |
0.9455 |
0.0294 |
3.0% |
0.0059 |
0.6% |
70% |
False |
False |
60,305 |
| 60 |
0.9831 |
0.9409 |
0.0422 |
4.4% |
0.0065 |
0.7% |
60% |
False |
False |
65,513 |
| 80 |
0.9846 |
0.9409 |
0.0437 |
4.5% |
0.0070 |
0.7% |
58% |
False |
False |
52,332 |
| 100 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0066 |
0.7% |
46% |
False |
False |
41,931 |
| 120 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0062 |
0.6% |
46% |
False |
False |
34,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9883 |
|
2.618 |
0.9805 |
|
1.618 |
0.9757 |
|
1.000 |
0.9727 |
|
0.618 |
0.9709 |
|
HIGH |
0.9679 |
|
0.618 |
0.9661 |
|
0.500 |
0.9655 |
|
0.382 |
0.9649 |
|
LOW |
0.9631 |
|
0.618 |
0.9601 |
|
1.000 |
0.9583 |
|
1.618 |
0.9553 |
|
2.618 |
0.9505 |
|
4.250 |
0.9427 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9660 |
0.9641 |
| PP |
0.9657 |
0.9619 |
| S1 |
0.9655 |
0.9598 |
|