CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 24-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9655 |
0.9685 |
0.0030 |
0.3% |
0.9560 |
| High |
0.9692 |
0.9705 |
0.0013 |
0.1% |
0.9622 |
| Low |
0.9630 |
0.9652 |
0.0022 |
0.2% |
0.9535 |
| Close |
0.9692 |
0.9658 |
-0.0034 |
-0.4% |
0.9610 |
| Range |
0.0062 |
0.0053 |
-0.0009 |
-14.5% |
0.0087 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
229 |
811 |
582 |
254.1% |
745 |
|
| Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9831 |
0.9797 |
0.9687 |
|
| R3 |
0.9778 |
0.9744 |
0.9673 |
|
| R2 |
0.9725 |
0.9725 |
0.9668 |
|
| R1 |
0.9691 |
0.9691 |
0.9663 |
0.9682 |
| PP |
0.9672 |
0.9672 |
0.9672 |
0.9667 |
| S1 |
0.9638 |
0.9638 |
0.9653 |
0.9629 |
| S2 |
0.9619 |
0.9619 |
0.9648 |
|
| S3 |
0.9566 |
0.9585 |
0.9643 |
|
| S4 |
0.9513 |
0.9532 |
0.9629 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9850 |
0.9817 |
0.9658 |
|
| R3 |
0.9763 |
0.9730 |
0.9634 |
|
| R2 |
0.9676 |
0.9676 |
0.9626 |
|
| R1 |
0.9643 |
0.9643 |
0.9618 |
0.9660 |
| PP |
0.9589 |
0.9589 |
0.9589 |
0.9597 |
| S1 |
0.9556 |
0.9556 |
0.9602 |
0.9573 |
| S2 |
0.9502 |
0.9502 |
0.9594 |
|
| S3 |
0.9415 |
0.9469 |
0.9586 |
|
| S4 |
0.9328 |
0.9382 |
0.9562 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9705 |
0.9545 |
0.0160 |
1.7% |
0.0048 |
0.5% |
71% |
True |
False |
368 |
| 10 |
0.9705 |
0.9535 |
0.0170 |
1.8% |
0.0055 |
0.6% |
72% |
True |
False |
302 |
| 20 |
0.9705 |
0.9390 |
0.0315 |
3.3% |
0.0057 |
0.6% |
85% |
True |
False |
314 |
| 40 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0064 |
0.7% |
62% |
False |
False |
333 |
| 60 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0060 |
0.6% |
50% |
False |
False |
272 |
| 80 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0054 |
0.6% |
50% |
False |
False |
231 |
| 100 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0049 |
0.5% |
50% |
False |
False |
197 |
| 120 |
0.9975 |
0.9390 |
0.0585 |
6.1% |
0.0047 |
0.5% |
46% |
False |
False |
171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9930 |
|
2.618 |
0.9844 |
|
1.618 |
0.9791 |
|
1.000 |
0.9758 |
|
0.618 |
0.9738 |
|
HIGH |
0.9705 |
|
0.618 |
0.9685 |
|
0.500 |
0.9679 |
|
0.382 |
0.9672 |
|
LOW |
0.9652 |
|
0.618 |
0.9619 |
|
1.000 |
0.9599 |
|
1.618 |
0.9566 |
|
2.618 |
0.9513 |
|
4.250 |
0.9427 |
|
|
| Fisher Pivots for day following 24-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9679 |
0.9660 |
| PP |
0.9672 |
0.9659 |
| S1 |
0.9665 |
0.9659 |
|