CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9611 |
0.9654 |
0.0043 |
0.4% |
0.9434 |
| High |
0.9650 |
0.9655 |
0.0005 |
0.1% |
0.9600 |
| Low |
0.9610 |
0.9633 |
0.0023 |
0.2% |
0.9434 |
| Close |
0.9647 |
0.9642 |
-0.0005 |
-0.1% |
0.9571 |
| Range |
0.0040 |
0.0022 |
-0.0018 |
-45.0% |
0.0166 |
| ATR |
0.0047 |
0.0046 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
456 |
483 |
27 |
5.9% |
146 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9709 |
0.9698 |
0.9654 |
|
| R3 |
0.9687 |
0.9676 |
0.9648 |
|
| R2 |
0.9665 |
0.9665 |
0.9646 |
|
| R1 |
0.9654 |
0.9654 |
0.9644 |
0.9649 |
| PP |
0.9643 |
0.9643 |
0.9643 |
0.9641 |
| S1 |
0.9632 |
0.9632 |
0.9640 |
0.9627 |
| S2 |
0.9621 |
0.9621 |
0.9638 |
|
| S3 |
0.9599 |
0.9610 |
0.9636 |
|
| S4 |
0.9577 |
0.9588 |
0.9630 |
|
|
| 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 |
0.9655 |
0.9505 |
0.0150 |
1.6% |
0.0048 |
0.5% |
91% |
True |
False |
248 |
| 10 |
0.9655 |
0.9426 |
0.0229 |
2.4% |
0.0042 |
0.4% |
94% |
True |
False |
148 |
| 20 |
0.9658 |
0.9420 |
0.0238 |
2.5% |
0.0038 |
0.4% |
93% |
False |
False |
93 |
| 40 |
0.9700 |
0.9420 |
0.0280 |
2.9% |
0.0033 |
0.3% |
79% |
False |
False |
78 |
| 60 |
0.9748 |
0.9360 |
0.0388 |
4.0% |
0.0035 |
0.4% |
73% |
False |
False |
74 |
| 80 |
0.9777 |
0.9360 |
0.0417 |
4.3% |
0.0032 |
0.3% |
68% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9749 |
|
2.618 |
0.9713 |
|
1.618 |
0.9691 |
|
1.000 |
0.9677 |
|
0.618 |
0.9669 |
|
HIGH |
0.9655 |
|
0.618 |
0.9647 |
|
0.500 |
0.9644 |
|
0.382 |
0.9641 |
|
LOW |
0.9633 |
|
0.618 |
0.9619 |
|
1.000 |
0.9611 |
|
1.618 |
0.9597 |
|
2.618 |
0.9575 |
|
4.250 |
0.9540 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9644 |
0.9636 |
| PP |
0.9643 |
0.9630 |
| S1 |
0.9643 |
0.9624 |
|