CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 05-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9455 |
0.9499 |
0.0044 |
0.5% |
0.9463 |
| High |
0.9500 |
0.9499 |
-0.0001 |
0.0% |
0.9503 |
| Low |
0.9455 |
0.9465 |
0.0010 |
0.1% |
0.9426 |
| Close |
0.9483 |
0.9476 |
-0.0007 |
-0.1% |
0.9450 |
| Range |
0.0045 |
0.0034 |
-0.0011 |
-24.4% |
0.0077 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
59 |
27 |
-32 |
-54.2% |
291 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9582 |
0.9563 |
0.9495 |
|
| R3 |
0.9548 |
0.9529 |
0.9485 |
|
| R2 |
0.9514 |
0.9514 |
0.9482 |
|
| R1 |
0.9495 |
0.9495 |
0.9479 |
0.9488 |
| PP |
0.9480 |
0.9480 |
0.9480 |
0.9476 |
| S1 |
0.9461 |
0.9461 |
0.9473 |
0.9454 |
| S2 |
0.9446 |
0.9446 |
0.9470 |
|
| S3 |
0.9412 |
0.9427 |
0.9467 |
|
| S4 |
0.9378 |
0.9393 |
0.9457 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9691 |
0.9647 |
0.9492 |
|
| R3 |
0.9614 |
0.9570 |
0.9471 |
|
| R2 |
0.9537 |
0.9537 |
0.9464 |
|
| R1 |
0.9493 |
0.9493 |
0.9457 |
0.9477 |
| PP |
0.9460 |
0.9460 |
0.9460 |
0.9451 |
| S1 |
0.9416 |
0.9416 |
0.9443 |
0.9400 |
| S2 |
0.9383 |
0.9383 |
0.9436 |
|
| S3 |
0.9306 |
0.9339 |
0.9429 |
|
| S4 |
0.9229 |
0.9262 |
0.9408 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9500 |
0.9426 |
0.0074 |
0.8% |
0.0036 |
0.4% |
68% |
False |
False |
48 |
| 10 |
0.9503 |
0.9420 |
0.0083 |
0.9% |
0.0034 |
0.4% |
67% |
False |
False |
57 |
| 20 |
0.9680 |
0.9420 |
0.0260 |
2.7% |
0.0036 |
0.4% |
22% |
False |
False |
79 |
| 40 |
0.9700 |
0.9420 |
0.0280 |
3.0% |
0.0031 |
0.3% |
20% |
False |
False |
52 |
| 60 |
0.9777 |
0.9360 |
0.0417 |
4.4% |
0.0032 |
0.3% |
28% |
False |
False |
54 |
| 80 |
0.9785 |
0.9360 |
0.0425 |
4.5% |
0.0031 |
0.3% |
27% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9644 |
|
2.618 |
0.9588 |
|
1.618 |
0.9554 |
|
1.000 |
0.9533 |
|
0.618 |
0.9520 |
|
HIGH |
0.9499 |
|
0.618 |
0.9486 |
|
0.500 |
0.9482 |
|
0.382 |
0.9478 |
|
LOW |
0.9465 |
|
0.618 |
0.9444 |
|
1.000 |
0.9431 |
|
1.618 |
0.9410 |
|
2.618 |
0.9376 |
|
4.250 |
0.9321 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9482 |
0.9473 |
| PP |
0.9480 |
0.9470 |
| S1 |
0.9478 |
0.9467 |
|