CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 23-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9520 |
0.9481 |
-0.0039 |
-0.4% |
0.9658 |
| High |
0.9521 |
0.9500 |
-0.0021 |
-0.2% |
0.9664 |
| Low |
0.9473 |
0.9437 |
-0.0036 |
-0.4% |
0.9437 |
| Close |
0.9475 |
0.9488 |
0.0013 |
0.1% |
0.9488 |
| Range |
0.0048 |
0.0063 |
0.0015 |
31.3% |
0.0227 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.5% |
0.0000 |
| Volume |
2,101 |
2,404 |
303 |
14.4% |
6,602 |
|
| Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9664 |
0.9639 |
0.9523 |
|
| R3 |
0.9601 |
0.9576 |
0.9505 |
|
| R2 |
0.9538 |
0.9538 |
0.9500 |
|
| R1 |
0.9513 |
0.9513 |
0.9494 |
0.9526 |
| PP |
0.9475 |
0.9475 |
0.9475 |
0.9481 |
| S1 |
0.9450 |
0.9450 |
0.9482 |
0.9463 |
| S2 |
0.9412 |
0.9412 |
0.9476 |
|
| S3 |
0.9349 |
0.9387 |
0.9471 |
|
| S4 |
0.9286 |
0.9324 |
0.9453 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0211 |
1.0076 |
0.9613 |
|
| R3 |
0.9984 |
0.9849 |
0.9550 |
|
| R2 |
0.9757 |
0.9757 |
0.9530 |
|
| R1 |
0.9622 |
0.9622 |
0.9509 |
0.9576 |
| PP |
0.9530 |
0.9530 |
0.9530 |
0.9507 |
| S1 |
0.9395 |
0.9395 |
0.9467 |
0.9349 |
| S2 |
0.9303 |
0.9303 |
0.9446 |
|
| S3 |
0.9076 |
0.9168 |
0.9426 |
|
| S4 |
0.8849 |
0.8941 |
0.9363 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9664 |
0.9437 |
0.0227 |
2.4% |
0.0053 |
0.6% |
22% |
False |
True |
1,320 |
| 10 |
0.9692 |
0.9437 |
0.0255 |
2.7% |
0.0049 |
0.5% |
20% |
False |
True |
896 |
| 20 |
0.9726 |
0.9437 |
0.0289 |
3.0% |
0.0053 |
0.6% |
18% |
False |
True |
778 |
| 40 |
0.9726 |
0.9390 |
0.0336 |
3.5% |
0.0054 |
0.6% |
29% |
False |
False |
546 |
| 60 |
0.9822 |
0.9390 |
0.0432 |
4.6% |
0.0060 |
0.6% |
23% |
False |
False |
480 |
| 80 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0058 |
0.6% |
18% |
False |
False |
403 |
| 100 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0055 |
0.6% |
18% |
False |
False |
348 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0050 |
0.5% |
18% |
False |
False |
300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9768 |
|
2.618 |
0.9665 |
|
1.618 |
0.9602 |
|
1.000 |
0.9563 |
|
0.618 |
0.9539 |
|
HIGH |
0.9500 |
|
0.618 |
0.9476 |
|
0.500 |
0.9469 |
|
0.382 |
0.9461 |
|
LOW |
0.9437 |
|
0.618 |
0.9398 |
|
1.000 |
0.9374 |
|
1.618 |
0.9335 |
|
2.618 |
0.9272 |
|
4.250 |
0.9169 |
|
|
| Fisher Pivots for day following 23-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9482 |
0.9513 |
| PP |
0.9475 |
0.9504 |
| S1 |
0.9469 |
0.9496 |
|