CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 25-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9685 |
0.9660 |
-0.0025 |
-0.3% |
0.9653 |
| High |
0.9687 |
0.9674 |
-0.0013 |
-0.1% |
0.9775 |
| Low |
0.9658 |
0.9650 |
-0.0008 |
-0.1% |
0.9645 |
| Close |
0.9668 |
0.9656 |
-0.0012 |
-0.1% |
0.9673 |
| Range |
0.0029 |
0.0024 |
-0.0005 |
-17.2% |
0.0130 |
| ATR |
0.0047 |
0.0045 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
29 |
58 |
29 |
100.0% |
689 |
|
| Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9732 |
0.9718 |
0.9669 |
|
| R3 |
0.9708 |
0.9694 |
0.9663 |
|
| R2 |
0.9684 |
0.9684 |
0.9660 |
|
| R1 |
0.9670 |
0.9670 |
0.9658 |
0.9665 |
| PP |
0.9660 |
0.9660 |
0.9660 |
0.9658 |
| S1 |
0.9646 |
0.9646 |
0.9654 |
0.9641 |
| S2 |
0.9636 |
0.9636 |
0.9652 |
|
| S3 |
0.9612 |
0.9622 |
0.9649 |
|
| S4 |
0.9588 |
0.9598 |
0.9643 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0088 |
1.0010 |
0.9745 |
|
| R3 |
0.9958 |
0.9880 |
0.9709 |
|
| R2 |
0.9828 |
0.9828 |
0.9697 |
|
| R1 |
0.9750 |
0.9750 |
0.9685 |
0.9789 |
| PP |
0.9698 |
0.9698 |
0.9698 |
0.9717 |
| S1 |
0.9620 |
0.9620 |
0.9661 |
0.9659 |
| S2 |
0.9568 |
0.9568 |
0.9649 |
|
| S3 |
0.9438 |
0.9490 |
0.9637 |
|
| S4 |
0.9308 |
0.9360 |
0.9602 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9775 |
0.9650 |
0.0125 |
1.3% |
0.0038 |
0.4% |
5% |
False |
True |
138 |
| 10 |
0.9775 |
0.9616 |
0.0159 |
1.6% |
0.0040 |
0.4% |
25% |
False |
False |
138 |
| 20 |
0.9775 |
0.9426 |
0.0349 |
3.6% |
0.0040 |
0.4% |
66% |
False |
False |
120 |
| 40 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0037 |
0.4% |
66% |
False |
False |
96 |
| 60 |
0.9775 |
0.9360 |
0.0415 |
4.3% |
0.0035 |
0.4% |
71% |
False |
False |
77 |
| 80 |
0.9777 |
0.9360 |
0.0417 |
4.3% |
0.0034 |
0.4% |
71% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9776 |
|
2.618 |
0.9737 |
|
1.618 |
0.9713 |
|
1.000 |
0.9698 |
|
0.618 |
0.9689 |
|
HIGH |
0.9674 |
|
0.618 |
0.9665 |
|
0.500 |
0.9662 |
|
0.382 |
0.9659 |
|
LOW |
0.9650 |
|
0.618 |
0.9635 |
|
1.000 |
0.9626 |
|
1.618 |
0.9611 |
|
2.618 |
0.9587 |
|
4.250 |
0.9548 |
|
|
| Fisher Pivots for day following 25-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9662 |
0.9670 |
| PP |
0.9660 |
0.9665 |
| S1 |
0.9658 |
0.9661 |
|