CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 10-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9563 |
0.9594 |
0.0031 |
0.3% |
0.9434 |
| High |
0.9605 |
0.9633 |
0.0028 |
0.3% |
0.9600 |
| Low |
0.9563 |
0.9593 |
0.0030 |
0.3% |
0.9434 |
| Close |
0.9600 |
0.9618 |
0.0018 |
0.2% |
0.9571 |
| Range |
0.0042 |
0.0040 |
-0.0002 |
-4.8% |
0.0166 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
154 |
104 |
-50 |
-32.5% |
146 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9735 |
0.9716 |
0.9640 |
|
| R3 |
0.9695 |
0.9676 |
0.9629 |
|
| R2 |
0.9655 |
0.9655 |
0.9625 |
|
| R1 |
0.9636 |
0.9636 |
0.9622 |
0.9646 |
| PP |
0.9615 |
0.9615 |
0.9615 |
0.9619 |
| S1 |
0.9596 |
0.9596 |
0.9614 |
0.9606 |
| S2 |
0.9575 |
0.9575 |
0.9611 |
|
| S3 |
0.9535 |
0.9556 |
0.9607 |
|
| S4 |
0.9495 |
0.9516 |
0.9596 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0033 |
0.9968 |
0.9662 |
|
| R3 |
0.9867 |
0.9802 |
0.9617 |
|
| R2 |
0.9701 |
0.9701 |
0.9601 |
|
| R1 |
0.9636 |
0.9636 |
0.9586 |
0.9669 |
| PP |
0.9535 |
0.9535 |
0.9535 |
0.9551 |
| S1 |
0.9470 |
0.9470 |
0.9556 |
0.9503 |
| S2 |
0.9369 |
0.9369 |
0.9541 |
|
| S3 |
0.9203 |
0.9304 |
0.9525 |
|
| S4 |
0.9037 |
0.9138 |
0.9480 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9633 |
0.9455 |
0.0178 |
1.9% |
0.0051 |
0.5% |
92% |
True |
False |
78 |
| 10 |
0.9633 |
0.9426 |
0.0207 |
2.2% |
0.0042 |
0.4% |
93% |
True |
False |
58 |
| 20 |
0.9658 |
0.9420 |
0.0238 |
2.5% |
0.0038 |
0.4% |
83% |
False |
False |
48 |
| 40 |
0.9700 |
0.9420 |
0.0280 |
2.9% |
0.0032 |
0.3% |
71% |
False |
False |
56 |
| 60 |
0.9777 |
0.9360 |
0.0417 |
4.3% |
0.0035 |
0.4% |
62% |
False |
False |
58 |
| 80 |
0.9777 |
0.9360 |
0.0417 |
4.3% |
0.0033 |
0.3% |
62% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9803 |
|
2.618 |
0.9738 |
|
1.618 |
0.9698 |
|
1.000 |
0.9673 |
|
0.618 |
0.9658 |
|
HIGH |
0.9633 |
|
0.618 |
0.9618 |
|
0.500 |
0.9613 |
|
0.382 |
0.9608 |
|
LOW |
0.9593 |
|
0.618 |
0.9568 |
|
1.000 |
0.9553 |
|
1.618 |
0.9528 |
|
2.618 |
0.9488 |
|
4.250 |
0.9423 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9616 |
0.9602 |
| PP |
0.9615 |
0.9585 |
| S1 |
0.9613 |
0.9569 |
|