CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 06-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9503 |
0.9496 |
-0.0007 |
-0.1% |
0.9466 |
| High |
0.9521 |
0.9609 |
0.0088 |
0.9% |
0.9609 |
| Low |
0.9487 |
0.9494 |
0.0007 |
0.1% |
0.9445 |
| Close |
0.9497 |
0.9592 |
0.0095 |
1.0% |
0.9592 |
| Range |
0.0034 |
0.0115 |
0.0081 |
238.2% |
0.0164 |
| ATR |
0.0053 |
0.0057 |
0.0004 |
8.4% |
0.0000 |
| Volume |
6,209 |
7,932 |
1,723 |
27.8% |
17,872 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9910 |
0.9866 |
0.9655 |
|
| R3 |
0.9795 |
0.9751 |
0.9624 |
|
| R2 |
0.9680 |
0.9680 |
0.9613 |
|
| R1 |
0.9636 |
0.9636 |
0.9603 |
0.9658 |
| PP |
0.9565 |
0.9565 |
0.9565 |
0.9576 |
| S1 |
0.9521 |
0.9521 |
0.9581 |
0.9543 |
| S2 |
0.9450 |
0.9450 |
0.9571 |
|
| S3 |
0.9335 |
0.9406 |
0.9560 |
|
| S4 |
0.9220 |
0.9291 |
0.9529 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0041 |
0.9980 |
0.9682 |
|
| R3 |
0.9877 |
0.9816 |
0.9637 |
|
| R2 |
0.9713 |
0.9713 |
0.9622 |
|
| R1 |
0.9652 |
0.9652 |
0.9607 |
0.9683 |
| PP |
0.9549 |
0.9549 |
0.9549 |
0.9564 |
| S1 |
0.9488 |
0.9488 |
0.9577 |
0.9519 |
| S2 |
0.9385 |
0.9385 |
0.9562 |
|
| S3 |
0.9221 |
0.9324 |
0.9547 |
|
| S4 |
0.9057 |
0.9160 |
0.9502 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9609 |
0.9445 |
0.0164 |
1.7% |
0.0060 |
0.6% |
90% |
True |
False |
4,136 |
| 10 |
0.9609 |
0.9437 |
0.0172 |
1.8% |
0.0054 |
0.6% |
90% |
True |
False |
2,865 |
| 20 |
0.9702 |
0.9437 |
0.0265 |
2.8% |
0.0052 |
0.5% |
58% |
False |
False |
1,910 |
| 40 |
0.9726 |
0.9437 |
0.0289 |
3.0% |
0.0052 |
0.5% |
54% |
False |
False |
1,137 |
| 60 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0056 |
0.6% |
47% |
False |
False |
883 |
| 80 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0060 |
0.6% |
47% |
False |
False |
720 |
| 100 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0055 |
0.6% |
38% |
False |
False |
606 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.6% |
0.0052 |
0.5% |
38% |
False |
False |
511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0098 |
|
2.618 |
0.9910 |
|
1.618 |
0.9795 |
|
1.000 |
0.9724 |
|
0.618 |
0.9680 |
|
HIGH |
0.9609 |
|
0.618 |
0.9565 |
|
0.500 |
0.9552 |
|
0.382 |
0.9538 |
|
LOW |
0.9494 |
|
0.618 |
0.9423 |
|
1.000 |
0.9379 |
|
1.618 |
0.9308 |
|
2.618 |
0.9193 |
|
4.250 |
0.9005 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9579 |
0.9573 |
| PP |
0.9565 |
0.9554 |
| S1 |
0.9552 |
0.9535 |
|