CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9654 |
0.9632 |
-0.0022 |
-0.2% |
0.9563 |
| High |
0.9655 |
0.9632 |
-0.0023 |
-0.2% |
0.9655 |
| Low |
0.9633 |
0.9616 |
-0.0017 |
-0.2% |
0.9563 |
| Close |
0.9642 |
0.9629 |
-0.0013 |
-0.1% |
0.9629 |
| Range |
0.0022 |
0.0016 |
-0.0006 |
-27.3% |
0.0092 |
| ATR |
0.0046 |
0.0044 |
-0.0001 |
-3.1% |
0.0000 |
| Volume |
483 |
55 |
-428 |
-88.6% |
1,252 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9674 |
0.9667 |
0.9638 |
|
| R3 |
0.9658 |
0.9651 |
0.9633 |
|
| R2 |
0.9642 |
0.9642 |
0.9632 |
|
| R1 |
0.9635 |
0.9635 |
0.9630 |
0.9631 |
| PP |
0.9626 |
0.9626 |
0.9626 |
0.9623 |
| S1 |
0.9619 |
0.9619 |
0.9628 |
0.9615 |
| S2 |
0.9610 |
0.9610 |
0.9626 |
|
| S3 |
0.9594 |
0.9603 |
0.9625 |
|
| S4 |
0.9578 |
0.9587 |
0.9620 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9892 |
0.9852 |
0.9680 |
|
| R3 |
0.9800 |
0.9760 |
0.9654 |
|
| R2 |
0.9708 |
0.9708 |
0.9646 |
|
| R1 |
0.9668 |
0.9668 |
0.9637 |
0.9688 |
| PP |
0.9616 |
0.9616 |
0.9616 |
0.9626 |
| S1 |
0.9576 |
0.9576 |
0.9621 |
0.9596 |
| S2 |
0.9524 |
0.9524 |
0.9612 |
|
| S3 |
0.9432 |
0.9484 |
0.9604 |
|
| S4 |
0.9340 |
0.9392 |
0.9578 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9655 |
0.9563 |
0.0092 |
1.0% |
0.0032 |
0.3% |
72% |
False |
False |
250 |
| 10 |
0.9655 |
0.9426 |
0.0229 |
2.4% |
0.0040 |
0.4% |
89% |
False |
False |
147 |
| 20 |
0.9655 |
0.9420 |
0.0235 |
2.4% |
0.0036 |
0.4% |
89% |
False |
False |
96 |
| 40 |
0.9700 |
0.9420 |
0.0280 |
2.9% |
0.0033 |
0.3% |
75% |
False |
False |
79 |
| 60 |
0.9700 |
0.9360 |
0.0340 |
3.5% |
0.0034 |
0.4% |
79% |
False |
False |
75 |
| 80 |
0.9777 |
0.9360 |
0.0417 |
4.3% |
0.0033 |
0.3% |
65% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9700 |
|
2.618 |
0.9674 |
|
1.618 |
0.9658 |
|
1.000 |
0.9648 |
|
0.618 |
0.9642 |
|
HIGH |
0.9632 |
|
0.618 |
0.9626 |
|
0.500 |
0.9624 |
|
0.382 |
0.9622 |
|
LOW |
0.9616 |
|
0.618 |
0.9606 |
|
1.000 |
0.9600 |
|
1.618 |
0.9590 |
|
2.618 |
0.9574 |
|
4.250 |
0.9548 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9627 |
0.9633 |
| PP |
0.9626 |
0.9631 |
| S1 |
0.9624 |
0.9630 |
|