CME Canadian Dollar Future March 2014
| Trading Metrics calculated at close of trading on 01-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9657 |
0.9655 |
-0.0002 |
0.0% |
0.9665 |
| High |
0.9700 |
0.9675 |
-0.0025 |
-0.3% |
0.9689 |
| Low |
0.9653 |
0.9635 |
-0.0018 |
-0.2% |
0.9631 |
| Close |
0.9665 |
0.9643 |
-0.0022 |
-0.2% |
0.9667 |
| Range |
0.0047 |
0.0040 |
-0.0007 |
-14.9% |
0.0058 |
| ATR |
0.0043 |
0.0042 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
42 |
117 |
75 |
178.6% |
450 |
|
| Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9771 |
0.9747 |
0.9665 |
|
| R3 |
0.9731 |
0.9707 |
0.9654 |
|
| R2 |
0.9691 |
0.9691 |
0.9650 |
|
| R1 |
0.9667 |
0.9667 |
0.9647 |
0.9659 |
| PP |
0.9651 |
0.9651 |
0.9651 |
0.9647 |
| S1 |
0.9627 |
0.9627 |
0.9639 |
0.9619 |
| S2 |
0.9611 |
0.9611 |
0.9636 |
|
| S3 |
0.9571 |
0.9587 |
0.9632 |
|
| S4 |
0.9531 |
0.9547 |
0.9621 |
|
|
| 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% |
0.0032 |
0.3% |
17% |
False |
False |
101 |
| 10 |
0.9775 |
0.9631 |
0.0144 |
1.5% |
0.0043 |
0.4% |
8% |
False |
False |
118 |
| 20 |
0.9775 |
0.9455 |
0.0320 |
3.3% |
0.0041 |
0.4% |
59% |
False |
False |
134 |
| 40 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0037 |
0.4% |
63% |
False |
False |
104 |
| 60 |
0.9775 |
0.9420 |
0.0355 |
3.7% |
0.0034 |
0.4% |
63% |
False |
False |
79 |
| 80 |
0.9777 |
0.9360 |
0.0417 |
4.3% |
0.0033 |
0.3% |
68% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9845 |
|
2.618 |
0.9780 |
|
1.618 |
0.9740 |
|
1.000 |
0.9715 |
|
0.618 |
0.9700 |
|
HIGH |
0.9675 |
|
0.618 |
0.9660 |
|
0.500 |
0.9655 |
|
0.382 |
0.9650 |
|
LOW |
0.9635 |
|
0.618 |
0.9610 |
|
1.000 |
0.9595 |
|
1.618 |
0.9570 |
|
2.618 |
0.9530 |
|
4.250 |
0.9465 |
|
|
| Fisher Pivots for day following 01-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9655 |
0.9668 |
| PP |
0.9651 |
0.9659 |
| S1 |
0.9647 |
0.9651 |
|