CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 26-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9660 |
0.9651 |
-0.0009 |
-0.1% |
0.9653 |
| High |
0.9674 |
0.9660 |
-0.0014 |
-0.1% |
0.9775 |
| Low |
0.9650 |
0.9631 |
-0.0019 |
-0.2% |
0.9645 |
| Close |
0.9656 |
0.9657 |
0.0001 |
0.0% |
0.9673 |
| Range |
0.0024 |
0.0029 |
0.0005 |
20.8% |
0.0130 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
58 |
225 |
167 |
287.9% |
689 |
|
| Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9736 |
0.9726 |
0.9673 |
|
| R3 |
0.9707 |
0.9697 |
0.9665 |
|
| R2 |
0.9678 |
0.9678 |
0.9662 |
|
| R1 |
0.9668 |
0.9668 |
0.9660 |
0.9673 |
| PP |
0.9649 |
0.9649 |
0.9649 |
0.9652 |
| S1 |
0.9639 |
0.9639 |
0.9654 |
0.9644 |
| S2 |
0.9620 |
0.9620 |
0.9652 |
|
| S3 |
0.9591 |
0.9610 |
0.9649 |
|
| S4 |
0.9562 |
0.9581 |
0.9641 |
|
|
| 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 |
0.9695 |
0.9631 |
0.0064 |
0.7% |
0.0029 |
0.3% |
41% |
False |
True |
121 |
| 10 |
0.9775 |
0.9616 |
0.0159 |
1.6% |
0.0040 |
0.4% |
26% |
False |
False |
112 |
| 20 |
0.9775 |
0.9426 |
0.0349 |
3.6% |
0.0041 |
0.4% |
66% |
False |
False |
130 |
| 40 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0036 |
0.4% |
67% |
False |
False |
100 |
| 60 |
0.9775 |
0.9360 |
0.0415 |
4.3% |
0.0034 |
0.4% |
72% |
False |
False |
80 |
| 80 |
0.9777 |
0.9360 |
0.0417 |
4.3% |
0.0034 |
0.4% |
71% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9783 |
|
2.618 |
0.9736 |
|
1.618 |
0.9707 |
|
1.000 |
0.9689 |
|
0.618 |
0.9678 |
|
HIGH |
0.9660 |
|
0.618 |
0.9649 |
|
0.500 |
0.9646 |
|
0.382 |
0.9642 |
|
LOW |
0.9631 |
|
0.618 |
0.9613 |
|
1.000 |
0.9602 |
|
1.618 |
0.9584 |
|
2.618 |
0.9555 |
|
4.250 |
0.9508 |
|
|
| Fisher Pivots for day following 26-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9653 |
0.9659 |
| PP |
0.9649 |
0.9658 |
| S1 |
0.9646 |
0.9658 |
|