CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 17-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9653 |
0.9651 |
-0.0002 |
0.0% |
0.9563 |
| High |
0.9680 |
0.9686 |
0.0006 |
0.1% |
0.9655 |
| Low |
0.9645 |
0.9651 |
0.0006 |
0.1% |
0.9563 |
| Close |
0.9645 |
0.9672 |
0.0027 |
0.3% |
0.9629 |
| Range |
0.0035 |
0.0035 |
0.0000 |
0.0% |
0.0092 |
| ATR |
0.0045 |
0.0044 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
30 |
87 |
57 |
190.0% |
1,252 |
|
| Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9775 |
0.9758 |
0.9691 |
|
| R3 |
0.9740 |
0.9723 |
0.9682 |
|
| R2 |
0.9705 |
0.9705 |
0.9678 |
|
| R1 |
0.9688 |
0.9688 |
0.9675 |
0.9697 |
| PP |
0.9670 |
0.9670 |
0.9670 |
0.9674 |
| S1 |
0.9653 |
0.9653 |
0.9669 |
0.9662 |
| S2 |
0.9635 |
0.9635 |
0.9666 |
|
| S3 |
0.9600 |
0.9618 |
0.9662 |
|
| S4 |
0.9565 |
0.9583 |
0.9653 |
|
|
| 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 |
0.9686 |
0.9610 |
0.0076 |
0.8% |
0.0030 |
0.3% |
82% |
True |
False |
222 |
| 10 |
0.9686 |
0.9455 |
0.0231 |
2.4% |
0.0040 |
0.4% |
94% |
True |
False |
150 |
| 20 |
0.9686 |
0.9420 |
0.0266 |
2.8% |
0.0037 |
0.4% |
95% |
True |
False |
101 |
| 40 |
0.9700 |
0.9420 |
0.0280 |
2.9% |
0.0033 |
0.3% |
90% |
False |
False |
80 |
| 60 |
0.9700 |
0.9360 |
0.0340 |
3.5% |
0.0033 |
0.3% |
92% |
False |
False |
76 |
| 80 |
0.9777 |
0.9360 |
0.0417 |
4.3% |
0.0033 |
0.3% |
75% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9835 |
|
2.618 |
0.9778 |
|
1.618 |
0.9743 |
|
1.000 |
0.9721 |
|
0.618 |
0.9708 |
|
HIGH |
0.9686 |
|
0.618 |
0.9673 |
|
0.500 |
0.9669 |
|
0.382 |
0.9664 |
|
LOW |
0.9651 |
|
0.618 |
0.9629 |
|
1.000 |
0.9616 |
|
1.618 |
0.9594 |
|
2.618 |
0.9559 |
|
4.250 |
0.9502 |
|
|
| Fisher Pivots for day following 17-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9671 |
0.9665 |
| PP |
0.9670 |
0.9658 |
| S1 |
0.9669 |
0.9651 |
|