CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9496 |
0.9585 |
0.0089 |
0.9% |
0.9466 |
| High |
0.9609 |
0.9628 |
0.0019 |
0.2% |
0.9609 |
| Low |
0.9494 |
0.9577 |
0.0083 |
0.9% |
0.9445 |
| Close |
0.9592 |
0.9622 |
0.0030 |
0.3% |
0.9592 |
| Range |
0.0115 |
0.0051 |
-0.0064 |
-55.7% |
0.0164 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
7,932 |
15,935 |
8,003 |
100.9% |
17,872 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9762 |
0.9743 |
0.9650 |
|
| R3 |
0.9711 |
0.9692 |
0.9636 |
|
| R2 |
0.9660 |
0.9660 |
0.9631 |
|
| R1 |
0.9641 |
0.9641 |
0.9627 |
0.9651 |
| PP |
0.9609 |
0.9609 |
0.9609 |
0.9614 |
| S1 |
0.9590 |
0.9590 |
0.9617 |
0.9600 |
| S2 |
0.9558 |
0.9558 |
0.9613 |
|
| S3 |
0.9507 |
0.9539 |
0.9608 |
|
| S4 |
0.9456 |
0.9488 |
0.9594 |
|
|
| 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 |
0.9628 |
0.9445 |
0.0183 |
1.9% |
0.0061 |
0.6% |
97% |
True |
False |
6,761 |
| 10 |
0.9628 |
0.9445 |
0.0183 |
1.9% |
0.0052 |
0.5% |
97% |
True |
False |
4,218 |
| 20 |
0.9692 |
0.9437 |
0.0255 |
2.7% |
0.0051 |
0.5% |
73% |
False |
False |
2,557 |
| 40 |
0.9726 |
0.9437 |
0.0289 |
3.0% |
0.0052 |
0.5% |
64% |
False |
False |
1,519 |
| 60 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0056 |
0.6% |
54% |
False |
False |
1,146 |
| 80 |
0.9822 |
0.9390 |
0.0432 |
4.5% |
0.0060 |
0.6% |
54% |
False |
False |
915 |
| 100 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0055 |
0.6% |
43% |
False |
False |
765 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0052 |
0.5% |
43% |
False |
False |
643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9845 |
|
2.618 |
0.9762 |
|
1.618 |
0.9711 |
|
1.000 |
0.9679 |
|
0.618 |
0.9660 |
|
HIGH |
0.9628 |
|
0.618 |
0.9609 |
|
0.500 |
0.9603 |
|
0.382 |
0.9596 |
|
LOW |
0.9577 |
|
0.618 |
0.9545 |
|
1.000 |
0.9526 |
|
1.618 |
0.9494 |
|
2.618 |
0.9443 |
|
4.250 |
0.9360 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9616 |
0.9601 |
| PP |
0.9609 |
0.9579 |
| S1 |
0.9603 |
0.9558 |
|