CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 29-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9519 |
0.9509 |
-0.0010 |
-0.1% |
0.9658 |
| High |
0.9520 |
0.9517 |
-0.0003 |
0.0% |
0.9664 |
| Low |
0.9490 |
0.9460 |
-0.0030 |
-0.3% |
0.9437 |
| Close |
0.9515 |
0.9471 |
-0.0044 |
-0.5% |
0.9488 |
| Range |
0.0030 |
0.0057 |
0.0027 |
90.0% |
0.0227 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.2% |
0.0000 |
| Volume |
1,177 |
899 |
-278 |
-23.6% |
6,602 |
|
| Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9654 |
0.9619 |
0.9502 |
|
| R3 |
0.9597 |
0.9562 |
0.9487 |
|
| R2 |
0.9540 |
0.9540 |
0.9481 |
|
| R1 |
0.9505 |
0.9505 |
0.9476 |
0.9494 |
| PP |
0.9483 |
0.9483 |
0.9483 |
0.9477 |
| S1 |
0.9448 |
0.9448 |
0.9466 |
0.9437 |
| S2 |
0.9426 |
0.9426 |
0.9461 |
|
| S3 |
0.9369 |
0.9391 |
0.9455 |
|
| S4 |
0.9312 |
0.9334 |
0.9440 |
|
|
| 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 |
0.9522 |
0.9437 |
0.0085 |
0.9% |
0.0047 |
0.5% |
40% |
False |
False |
1,594 |
| 10 |
0.9686 |
0.9437 |
0.0249 |
2.6% |
0.0050 |
0.5% |
14% |
False |
False |
1,271 |
| 20 |
0.9702 |
0.9437 |
0.0265 |
2.8% |
0.0051 |
0.5% |
13% |
False |
False |
985 |
| 40 |
0.9726 |
0.9390 |
0.0336 |
3.5% |
0.0053 |
0.6% |
24% |
False |
False |
662 |
| 60 |
0.9822 |
0.9390 |
0.0432 |
4.6% |
0.0058 |
0.6% |
19% |
False |
False |
565 |
| 80 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0059 |
0.6% |
15% |
False |
False |
467 |
| 100 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0054 |
0.6% |
15% |
False |
False |
402 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0051 |
0.5% |
15% |
False |
False |
343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9759 |
|
2.618 |
0.9666 |
|
1.618 |
0.9609 |
|
1.000 |
0.9574 |
|
0.618 |
0.9552 |
|
HIGH |
0.9517 |
|
0.618 |
0.9495 |
|
0.500 |
0.9489 |
|
0.382 |
0.9482 |
|
LOW |
0.9460 |
|
0.618 |
0.9425 |
|
1.000 |
0.9403 |
|
1.618 |
0.9368 |
|
2.618 |
0.9311 |
|
4.250 |
0.9218 |
|
|
| Fisher Pivots for day following 29-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9489 |
0.9491 |
| PP |
0.9483 |
0.9484 |
| S1 |
0.9477 |
0.9478 |
|