CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9603 |
0.9560 |
-0.0043 |
-0.4% |
0.9419 |
| High |
0.9613 |
0.9576 |
-0.0037 |
-0.4% |
0.9640 |
| Low |
0.9576 |
0.9550 |
-0.0026 |
-0.3% |
0.9414 |
| Close |
0.9586 |
0.9561 |
-0.0025 |
-0.3% |
0.9586 |
| Range |
0.0037 |
0.0026 |
-0.0011 |
-29.7% |
0.0226 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
660 |
115 |
-545 |
-82.6% |
2,047 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9640 |
0.9627 |
0.9575 |
|
| R3 |
0.9614 |
0.9601 |
0.9568 |
|
| R2 |
0.9588 |
0.9588 |
0.9566 |
|
| R1 |
0.9575 |
0.9575 |
0.9563 |
0.9582 |
| PP |
0.9562 |
0.9562 |
0.9562 |
0.9566 |
| S1 |
0.9549 |
0.9549 |
0.9559 |
0.9556 |
| S2 |
0.9536 |
0.9536 |
0.9556 |
|
| S3 |
0.9510 |
0.9523 |
0.9554 |
|
| S4 |
0.9484 |
0.9497 |
0.9547 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0225 |
1.0131 |
0.9710 |
|
| R3 |
0.9999 |
0.9905 |
0.9648 |
|
| R2 |
0.9773 |
0.9773 |
0.9627 |
|
| R1 |
0.9679 |
0.9679 |
0.9607 |
0.9726 |
| PP |
0.9547 |
0.9547 |
0.9547 |
0.9570 |
| S1 |
0.9453 |
0.9453 |
0.9565 |
0.9500 |
| S2 |
0.9321 |
0.9321 |
0.9545 |
|
| S3 |
0.9095 |
0.9227 |
0.9524 |
|
| S4 |
0.8869 |
0.9001 |
0.9462 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9640 |
0.9445 |
0.0195 |
2.0% |
0.0053 |
0.6% |
59% |
False |
False |
233 |
| 10 |
0.9640 |
0.9390 |
0.0250 |
2.6% |
0.0056 |
0.6% |
68% |
False |
False |
304 |
| 20 |
0.9801 |
0.9390 |
0.0411 |
4.3% |
0.0063 |
0.7% |
42% |
False |
False |
387 |
| 40 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0068 |
0.7% |
40% |
False |
False |
311 |
| 60 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0057 |
0.6% |
32% |
False |
False |
264 |
| 80 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0052 |
0.5% |
32% |
False |
False |
207 |
| 100 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0048 |
0.5% |
32% |
False |
False |
179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9687 |
|
2.618 |
0.9644 |
|
1.618 |
0.9618 |
|
1.000 |
0.9602 |
|
0.618 |
0.9592 |
|
HIGH |
0.9576 |
|
0.618 |
0.9566 |
|
0.500 |
0.9563 |
|
0.382 |
0.9560 |
|
LOW |
0.9550 |
|
0.618 |
0.9534 |
|
1.000 |
0.9524 |
|
1.618 |
0.9508 |
|
2.618 |
0.9482 |
|
4.250 |
0.9440 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9563 |
0.9590 |
| PP |
0.9562 |
0.9580 |
| S1 |
0.9562 |
0.9571 |
|