CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 18-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9663 |
0.9690 |
0.0027 |
0.3% |
0.9585 |
| High |
0.9711 |
0.9781 |
0.0070 |
0.7% |
0.9681 |
| Low |
0.9655 |
0.9670 |
0.0015 |
0.2% |
0.9577 |
| Close |
0.9694 |
0.9770 |
0.0076 |
0.8% |
0.9651 |
| Range |
0.0056 |
0.0111 |
0.0055 |
98.2% |
0.0104 |
| ATR |
0.0052 |
0.0057 |
0.0004 |
8.0% |
0.0000 |
| Volume |
51,327 |
69,528 |
18,201 |
35.5% |
157,319 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0073 |
1.0033 |
0.9831 |
|
| R3 |
0.9962 |
0.9922 |
0.9801 |
|
| R2 |
0.9851 |
0.9851 |
0.9790 |
|
| R1 |
0.9811 |
0.9811 |
0.9780 |
0.9831 |
| PP |
0.9740 |
0.9740 |
0.9740 |
0.9751 |
| S1 |
0.9700 |
0.9700 |
0.9760 |
0.9720 |
| S2 |
0.9629 |
0.9629 |
0.9750 |
|
| S3 |
0.9518 |
0.9589 |
0.9739 |
|
| S4 |
0.9407 |
0.9478 |
0.9709 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9948 |
0.9904 |
0.9708 |
|
| R3 |
0.9844 |
0.9800 |
0.9680 |
|
| R2 |
0.9740 |
0.9740 |
0.9670 |
|
| R1 |
0.9696 |
0.9696 |
0.9661 |
0.9718 |
| PP |
0.9636 |
0.9636 |
0.9636 |
0.9648 |
| S1 |
0.9592 |
0.9592 |
0.9641 |
0.9614 |
| S2 |
0.9532 |
0.9532 |
0.9632 |
|
| S3 |
0.9428 |
0.9488 |
0.9622 |
|
| S4 |
0.9324 |
0.9384 |
0.9594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9781 |
0.9634 |
0.0147 |
1.5% |
0.0056 |
0.6% |
93% |
True |
False |
49,632 |
| 10 |
0.9781 |
0.9487 |
0.0294 |
3.0% |
0.0058 |
0.6% |
96% |
True |
False |
34,493 |
| 20 |
0.9781 |
0.9437 |
0.0344 |
3.5% |
0.0054 |
0.6% |
97% |
True |
False |
18,122 |
| 40 |
0.9781 |
0.9437 |
0.0344 |
3.5% |
0.0053 |
0.5% |
97% |
True |
False |
9,355 |
| 60 |
0.9781 |
0.9390 |
0.0391 |
4.0% |
0.0054 |
0.6% |
97% |
True |
False |
6,341 |
| 80 |
0.9822 |
0.9390 |
0.0432 |
4.4% |
0.0058 |
0.6% |
88% |
False |
False |
4,836 |
| 100 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0057 |
0.6% |
71% |
False |
False |
3,907 |
| 120 |
0.9924 |
0.9390 |
0.0534 |
5.5% |
0.0053 |
0.5% |
71% |
False |
False |
3,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0253 |
|
2.618 |
1.0072 |
|
1.618 |
0.9961 |
|
1.000 |
0.9892 |
|
0.618 |
0.9850 |
|
HIGH |
0.9781 |
|
0.618 |
0.9739 |
|
0.500 |
0.9726 |
|
0.382 |
0.9712 |
|
LOW |
0.9670 |
|
0.618 |
0.9601 |
|
1.000 |
0.9559 |
|
1.618 |
0.9490 |
|
2.618 |
0.9379 |
|
4.250 |
0.9198 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9755 |
0.9752 |
| PP |
0.9740 |
0.9734 |
| S1 |
0.9726 |
0.9716 |
|