CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 03-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9910 |
0.9885 |
-0.0025 |
-0.3% |
0.9820 |
| High |
0.9931 |
0.9915 |
-0.0016 |
-0.2% |
0.9938 |
| Low |
0.9881 |
0.9860 |
-0.0021 |
-0.2% |
0.9820 |
| Close |
0.9914 |
0.9911 |
-0.0003 |
0.0% |
0.9911 |
| Range |
0.0050 |
0.0055 |
0.0005 |
10.0% |
0.0118 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.1% |
0.0000 |
| Volume |
69,608 |
64,899 |
-4,709 |
-6.8% |
347,780 |
|
| Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0060 |
1.0041 |
0.9941 |
|
| R3 |
1.0005 |
0.9986 |
0.9926 |
|
| R2 |
0.9950 |
0.9950 |
0.9921 |
|
| R1 |
0.9931 |
0.9931 |
0.9916 |
0.9941 |
| PP |
0.9895 |
0.9895 |
0.9895 |
0.9900 |
| S1 |
0.9876 |
0.9876 |
0.9906 |
0.9886 |
| S2 |
0.9840 |
0.9840 |
0.9901 |
|
| S3 |
0.9785 |
0.9821 |
0.9896 |
|
| S4 |
0.9730 |
0.9766 |
0.9881 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0244 |
1.0195 |
0.9976 |
|
| R3 |
1.0126 |
1.0077 |
0.9943 |
|
| R2 |
1.0008 |
1.0008 |
0.9933 |
|
| R1 |
0.9959 |
0.9959 |
0.9922 |
0.9984 |
| PP |
0.9890 |
0.9890 |
0.9890 |
0.9902 |
| S1 |
0.9841 |
0.9841 |
0.9900 |
0.9866 |
| S2 |
0.9772 |
0.9772 |
0.9889 |
|
| S3 |
0.9654 |
0.9723 |
0.9879 |
|
| S4 |
0.9536 |
0.9605 |
0.9846 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9938 |
0.9820 |
0.0118 |
1.2% |
0.0057 |
0.6% |
77% |
False |
False |
69,556 |
| 10 |
0.9938 |
0.9709 |
0.0229 |
2.3% |
0.0051 |
0.5% |
88% |
False |
False |
65,912 |
| 20 |
0.9938 |
0.9690 |
0.0248 |
2.5% |
0.0055 |
0.6% |
89% |
False |
False |
67,699 |
| 40 |
0.9938 |
0.9674 |
0.0264 |
2.7% |
0.0053 |
0.5% |
90% |
False |
False |
64,098 |
| 60 |
1.0035 |
0.9646 |
0.0389 |
3.9% |
0.0054 |
0.5% |
68% |
False |
False |
43,398 |
| 80 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0051 |
0.5% |
52% |
False |
False |
32,654 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0046 |
0.5% |
52% |
False |
False |
26,140 |
| 120 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0042 |
0.4% |
52% |
False |
False |
21,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0149 |
|
2.618 |
1.0059 |
|
1.618 |
1.0004 |
|
1.000 |
0.9970 |
|
0.618 |
0.9949 |
|
HIGH |
0.9915 |
|
0.618 |
0.9894 |
|
0.500 |
0.9888 |
|
0.382 |
0.9881 |
|
LOW |
0.9860 |
|
0.618 |
0.9826 |
|
1.000 |
0.9805 |
|
1.618 |
0.9771 |
|
2.618 |
0.9716 |
|
4.250 |
0.9626 |
|
|
| Fisher Pivots for day following 03-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9903 |
0.9907 |
| PP |
0.9895 |
0.9903 |
| S1 |
0.9888 |
0.9899 |
|