CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9586 |
0.9520 |
-0.0066 |
-0.7% |
0.9692 |
| High |
0.9588 |
0.9521 |
-0.0067 |
-0.7% |
0.9692 |
| Low |
0.9514 |
0.9473 |
-0.0041 |
-0.4% |
0.9615 |
| Close |
0.9535 |
0.9475 |
-0.0060 |
-0.6% |
0.9659 |
| Range |
0.0074 |
0.0048 |
-0.0026 |
-35.1% |
0.0077 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.4% |
0.0000 |
| Volume |
891 |
2,101 |
1,210 |
135.8% |
2,360 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9634 |
0.9602 |
0.9501 |
|
| R3 |
0.9586 |
0.9554 |
0.9488 |
|
| R2 |
0.9538 |
0.9538 |
0.9484 |
|
| R1 |
0.9506 |
0.9506 |
0.9479 |
0.9498 |
| PP |
0.9490 |
0.9490 |
0.9490 |
0.9486 |
| S1 |
0.9458 |
0.9458 |
0.9471 |
0.9450 |
| S2 |
0.9442 |
0.9442 |
0.9466 |
|
| S3 |
0.9394 |
0.9410 |
0.9462 |
|
| S4 |
0.9346 |
0.9362 |
0.9449 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9886 |
0.9850 |
0.9701 |
|
| R3 |
0.9809 |
0.9773 |
0.9680 |
|
| R2 |
0.9732 |
0.9732 |
0.9673 |
|
| R1 |
0.9696 |
0.9696 |
0.9666 |
0.9676 |
| PP |
0.9655 |
0.9655 |
0.9655 |
0.9645 |
| S1 |
0.9619 |
0.9619 |
0.9652 |
0.9599 |
| S2 |
0.9578 |
0.9578 |
0.9645 |
|
| S3 |
0.9501 |
0.9542 |
0.9638 |
|
| S4 |
0.9424 |
0.9465 |
0.9617 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9686 |
0.9473 |
0.0213 |
2.2% |
0.0052 |
0.6% |
1% |
False |
True |
948 |
| 10 |
0.9702 |
0.9473 |
0.0229 |
2.4% |
0.0050 |
0.5% |
1% |
False |
True |
956 |
| 20 |
0.9726 |
0.9473 |
0.0253 |
2.7% |
0.0052 |
0.5% |
1% |
False |
True |
680 |
| 40 |
0.9726 |
0.9390 |
0.0336 |
3.5% |
0.0054 |
0.6% |
25% |
False |
False |
498 |
| 60 |
0.9822 |
0.9390 |
0.0432 |
4.6% |
0.0060 |
0.6% |
20% |
False |
False |
447 |
| 80 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0058 |
0.6% |
16% |
False |
False |
377 |
| 100 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0054 |
0.6% |
16% |
False |
False |
324 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0050 |
0.5% |
16% |
False |
False |
280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9725 |
|
2.618 |
0.9647 |
|
1.618 |
0.9599 |
|
1.000 |
0.9569 |
|
0.618 |
0.9551 |
|
HIGH |
0.9521 |
|
0.618 |
0.9503 |
|
0.500 |
0.9497 |
|
0.382 |
0.9491 |
|
LOW |
0.9473 |
|
0.618 |
0.9443 |
|
1.000 |
0.9425 |
|
1.618 |
0.9395 |
|
2.618 |
0.9347 |
|
4.250 |
0.9269 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9497 |
0.9556 |
| PP |
0.9490 |
0.9529 |
| S1 |
0.9482 |
0.9502 |
|