CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 08-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9922 |
0.9946 |
0.0024 |
0.2% |
0.9820 |
| High |
0.9955 |
0.9973 |
0.0018 |
0.2% |
0.9938 |
| Low |
0.9909 |
0.9933 |
0.0024 |
0.2% |
0.9820 |
| Close |
0.9946 |
0.9963 |
0.0017 |
0.2% |
0.9911 |
| Range |
0.0046 |
0.0040 |
-0.0006 |
-13.0% |
0.0118 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
62,763 |
52,086 |
-10,677 |
-17.0% |
347,780 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0076 |
1.0060 |
0.9985 |
|
| R3 |
1.0036 |
1.0020 |
0.9974 |
|
| R2 |
0.9996 |
0.9996 |
0.9970 |
|
| R1 |
0.9980 |
0.9980 |
0.9967 |
0.9988 |
| PP |
0.9956 |
0.9956 |
0.9956 |
0.9961 |
| S1 |
0.9940 |
0.9940 |
0.9959 |
0.9948 |
| S2 |
0.9916 |
0.9916 |
0.9956 |
|
| S3 |
0.9876 |
0.9900 |
0.9952 |
|
| S4 |
0.9836 |
0.9860 |
0.9941 |
|
|
| 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 |
0.9973 |
0.9860 |
0.0113 |
1.1% |
0.0045 |
0.4% |
91% |
True |
False |
58,334 |
| 10 |
0.9973 |
0.9734 |
0.0239 |
2.4% |
0.0053 |
0.5% |
96% |
True |
False |
64,499 |
| 20 |
0.9973 |
0.9690 |
0.0283 |
2.8% |
0.0055 |
0.6% |
96% |
True |
False |
67,321 |
| 40 |
0.9973 |
0.9690 |
0.0283 |
2.8% |
0.0053 |
0.5% |
96% |
True |
False |
65,744 |
| 60 |
0.9973 |
0.9646 |
0.0327 |
3.3% |
0.0053 |
0.5% |
97% |
True |
False |
45,999 |
| 80 |
1.0133 |
0.9646 |
0.0487 |
4.9% |
0.0052 |
0.5% |
65% |
False |
False |
34,616 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0047 |
0.5% |
63% |
False |
False |
27,707 |
| 120 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0042 |
0.4% |
63% |
False |
False |
23,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0143 |
|
2.618 |
1.0078 |
|
1.618 |
1.0038 |
|
1.000 |
1.0013 |
|
0.618 |
0.9998 |
|
HIGH |
0.9973 |
|
0.618 |
0.9958 |
|
0.500 |
0.9953 |
|
0.382 |
0.9948 |
|
LOW |
0.9933 |
|
0.618 |
0.9908 |
|
1.000 |
0.9893 |
|
1.618 |
0.9868 |
|
2.618 |
0.9828 |
|
4.250 |
0.9763 |
|
|
| Fisher Pivots for day following 08-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9960 |
0.9953 |
| PP |
0.9956 |
0.9944 |
| S1 |
0.9953 |
0.9934 |
|