CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 30-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9647 |
0.9657 |
0.0010 |
0.1% |
0.9665 |
| High |
0.9668 |
0.9700 |
0.0032 |
0.3% |
0.9689 |
| Low |
0.9647 |
0.9653 |
0.0006 |
0.1% |
0.9631 |
| Close |
0.9667 |
0.9665 |
-0.0002 |
0.0% |
0.9667 |
| Range |
0.0021 |
0.0047 |
0.0026 |
123.8% |
0.0058 |
| ATR |
0.0042 |
0.0043 |
0.0000 |
0.8% |
0.0000 |
| Volume |
65 |
42 |
-23 |
-35.4% |
450 |
|
| Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9814 |
0.9786 |
0.9691 |
|
| R3 |
0.9767 |
0.9739 |
0.9678 |
|
| R2 |
0.9720 |
0.9720 |
0.9674 |
|
| R1 |
0.9692 |
0.9692 |
0.9669 |
0.9706 |
| PP |
0.9673 |
0.9673 |
0.9673 |
0.9680 |
| S1 |
0.9645 |
0.9645 |
0.9661 |
0.9659 |
| S2 |
0.9626 |
0.9626 |
0.9656 |
|
| S3 |
0.9579 |
0.9598 |
0.9652 |
|
| S4 |
0.9532 |
0.9551 |
0.9639 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9836 |
0.9810 |
0.9699 |
|
| R3 |
0.9778 |
0.9752 |
0.9683 |
|
| R2 |
0.9720 |
0.9720 |
0.9678 |
|
| R1 |
0.9694 |
0.9694 |
0.9672 |
0.9707 |
| PP |
0.9662 |
0.9662 |
0.9662 |
0.9669 |
| S1 |
0.9636 |
0.9636 |
0.9662 |
0.9649 |
| S2 |
0.9604 |
0.9604 |
0.9656 |
|
| S3 |
0.9546 |
0.9578 |
0.9651 |
|
| S4 |
0.9488 |
0.9520 |
0.9635 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9700 |
0.9631 |
0.0069 |
0.7% |
0.0030 |
0.3% |
49% |
True |
False |
83 |
| 10 |
0.9775 |
0.9631 |
0.0144 |
1.5% |
0.0042 |
0.4% |
24% |
False |
False |
115 |
| 20 |
0.9775 |
0.9434 |
0.0341 |
3.5% |
0.0041 |
0.4% |
68% |
False |
False |
128 |
| 40 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0036 |
0.4% |
69% |
False |
False |
102 |
| 60 |
0.9775 |
0.9398 |
0.0377 |
3.9% |
0.0034 |
0.4% |
71% |
False |
False |
80 |
| 80 |
0.9777 |
0.9360 |
0.0417 |
4.3% |
0.0033 |
0.3% |
73% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9900 |
|
2.618 |
0.9823 |
|
1.618 |
0.9776 |
|
1.000 |
0.9747 |
|
0.618 |
0.9729 |
|
HIGH |
0.9700 |
|
0.618 |
0.9682 |
|
0.500 |
0.9677 |
|
0.382 |
0.9671 |
|
LOW |
0.9653 |
|
0.618 |
0.9624 |
|
1.000 |
0.9606 |
|
1.618 |
0.9577 |
|
2.618 |
0.9530 |
|
4.250 |
0.9453 |
|
|
| Fisher Pivots for day following 30-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9677 |
0.9666 |
| PP |
0.9673 |
0.9665 |
| S1 |
0.9669 |
0.9665 |
|