CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 06-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9592 |
0.9593 |
0.0001 |
0.0% |
0.9677 |
| High |
0.9592 |
0.9593 |
0.0001 |
0.0% |
0.9700 |
| Low |
0.9592 |
0.9593 |
0.0001 |
0.0% |
0.9569 |
| Close |
0.9592 |
0.9593 |
0.0001 |
0.0% |
0.9573 |
| Range |
|
|
|
|
|
| ATR |
0.0047 |
0.0043 |
-0.0003 |
-7.0% |
0.0000 |
| Volume |
37 |
2 |
-35 |
-94.6% |
83 |
|
| Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9593 |
0.9593 |
0.9593 |
|
| R3 |
0.9593 |
0.9593 |
0.9593 |
|
| R2 |
0.9593 |
0.9593 |
0.9593 |
|
| R1 |
0.9593 |
0.9593 |
0.9593 |
0.9593 |
| PP |
0.9593 |
0.9593 |
0.9593 |
0.9593 |
| S1 |
0.9593 |
0.9593 |
0.9593 |
0.9593 |
| S2 |
0.9593 |
0.9593 |
0.9593 |
|
| S3 |
0.9593 |
0.9593 |
0.9593 |
|
| S4 |
0.9593 |
0.9593 |
0.9593 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0007 |
0.9921 |
0.9645 |
|
| R3 |
0.9876 |
0.9790 |
0.9609 |
|
| R2 |
0.9745 |
0.9745 |
0.9597 |
|
| R1 |
0.9659 |
0.9659 |
0.9585 |
0.9637 |
| PP |
0.9614 |
0.9614 |
0.9614 |
0.9603 |
| S1 |
0.9528 |
0.9528 |
0.9561 |
0.9506 |
| S2 |
0.9483 |
0.9483 |
0.9549 |
|
| S3 |
0.9352 |
0.9397 |
0.9537 |
|
| S4 |
0.9221 |
0.9266 |
0.9501 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9700 |
0.9569 |
0.0131 |
1.4% |
0.0022 |
0.2% |
18% |
False |
False |
20 |
| 10 |
0.9700 |
0.9569 |
0.0131 |
1.4% |
0.0024 |
0.3% |
18% |
False |
False |
16 |
| 20 |
0.9700 |
0.9448 |
0.0252 |
2.6% |
0.0027 |
0.3% |
58% |
False |
False |
25 |
| 40 |
0.9777 |
0.9360 |
0.0417 |
4.3% |
0.0029 |
0.3% |
56% |
False |
False |
41 |
| 60 |
0.9823 |
0.9360 |
0.0463 |
4.8% |
0.0029 |
0.3% |
50% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9593 |
|
2.618 |
0.9593 |
|
1.618 |
0.9593 |
|
1.000 |
0.9593 |
|
0.618 |
0.9593 |
|
HIGH |
0.9593 |
|
0.618 |
0.9593 |
|
0.500 |
0.9593 |
|
0.382 |
0.9593 |
|
LOW |
0.9593 |
|
0.618 |
0.9593 |
|
1.000 |
0.9593 |
|
1.618 |
0.9593 |
|
2.618 |
0.9593 |
|
4.250 |
0.9593 |
|
|
| Fisher Pivots for day following 06-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9593 |
0.9592 |
| PP |
0.9593 |
0.9591 |
| S1 |
0.9593 |
0.9590 |
|