CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 16-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9632 |
0.9653 |
0.0021 |
0.2% |
0.9563 |
| High |
0.9632 |
0.9680 |
0.0048 |
0.5% |
0.9655 |
| Low |
0.9616 |
0.9645 |
0.0029 |
0.3% |
0.9563 |
| Close |
0.9629 |
0.9645 |
0.0016 |
0.2% |
0.9629 |
| Range |
0.0016 |
0.0035 |
0.0019 |
118.8% |
0.0092 |
| ATR |
0.0044 |
0.0045 |
0.0000 |
1.1% |
0.0000 |
| Volume |
55 |
30 |
-25 |
-45.5% |
1,252 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9762 |
0.9738 |
0.9664 |
|
| R3 |
0.9727 |
0.9703 |
0.9655 |
|
| R2 |
0.9692 |
0.9692 |
0.9651 |
|
| R1 |
0.9668 |
0.9668 |
0.9648 |
0.9663 |
| PP |
0.9657 |
0.9657 |
0.9657 |
0.9654 |
| S1 |
0.9633 |
0.9633 |
0.9642 |
0.9628 |
| S2 |
0.9622 |
0.9622 |
0.9639 |
|
| S3 |
0.9587 |
0.9598 |
0.9635 |
|
| S4 |
0.9552 |
0.9563 |
0.9626 |
|
|
| 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 |
0.9680 |
0.9593 |
0.0087 |
0.9% |
0.0031 |
0.3% |
60% |
True |
False |
225 |
| 10 |
0.9680 |
0.9434 |
0.0246 |
2.6% |
0.0040 |
0.4% |
86% |
True |
False |
142 |
| 20 |
0.9680 |
0.9420 |
0.0260 |
2.7% |
0.0036 |
0.4% |
87% |
True |
False |
97 |
| 40 |
0.9700 |
0.9420 |
0.0280 |
2.9% |
0.0033 |
0.3% |
80% |
False |
False |
80 |
| 60 |
0.9700 |
0.9360 |
0.0340 |
3.5% |
0.0033 |
0.3% |
84% |
False |
False |
75 |
| 80 |
0.9777 |
0.9360 |
0.0417 |
4.3% |
0.0033 |
0.3% |
68% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9829 |
|
2.618 |
0.9772 |
|
1.618 |
0.9737 |
|
1.000 |
0.9715 |
|
0.618 |
0.9702 |
|
HIGH |
0.9680 |
|
0.618 |
0.9667 |
|
0.500 |
0.9663 |
|
0.382 |
0.9658 |
|
LOW |
0.9645 |
|
0.618 |
0.9623 |
|
1.000 |
0.9610 |
|
1.618 |
0.9588 |
|
2.618 |
0.9553 |
|
4.250 |
0.9496 |
|
|
| Fisher Pivots for day following 16-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9663 |
0.9648 |
| PP |
0.9657 |
0.9647 |
| S1 |
0.9651 |
0.9646 |
|