CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 09-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9946 |
0.9962 |
0.0016 |
0.2% |
0.9820 |
| High |
0.9973 |
0.9977 |
0.0004 |
0.0% |
0.9938 |
| Low |
0.9933 |
0.9901 |
-0.0032 |
-0.3% |
0.9820 |
| Close |
0.9963 |
0.9906 |
-0.0057 |
-0.6% |
0.9911 |
| Range |
0.0040 |
0.0076 |
0.0036 |
90.0% |
0.0118 |
| ATR |
0.0051 |
0.0053 |
0.0002 |
3.4% |
0.0000 |
| Volume |
52,086 |
75,227 |
23,141 |
44.4% |
347,780 |
|
| Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0156 |
1.0107 |
0.9948 |
|
| R3 |
1.0080 |
1.0031 |
0.9927 |
|
| R2 |
1.0004 |
1.0004 |
0.9920 |
|
| R1 |
0.9955 |
0.9955 |
0.9913 |
0.9942 |
| PP |
0.9928 |
0.9928 |
0.9928 |
0.9921 |
| S1 |
0.9879 |
0.9879 |
0.9899 |
0.9866 |
| S2 |
0.9852 |
0.9852 |
0.9892 |
|
| S3 |
0.9776 |
0.9803 |
0.9885 |
|
| S4 |
0.9700 |
0.9727 |
0.9864 |
|
|
| 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 |
0.9977 |
0.9860 |
0.0117 |
1.2% |
0.0050 |
0.5% |
39% |
True |
False |
59,458 |
| 10 |
0.9977 |
0.9778 |
0.0199 |
2.0% |
0.0053 |
0.5% |
64% |
True |
False |
64,732 |
| 20 |
0.9977 |
0.9690 |
0.0287 |
2.9% |
0.0055 |
0.6% |
75% |
True |
False |
67,880 |
| 40 |
0.9977 |
0.9690 |
0.0287 |
2.9% |
0.0053 |
0.5% |
75% |
True |
False |
66,001 |
| 60 |
0.9977 |
0.9646 |
0.0331 |
3.3% |
0.0053 |
0.5% |
79% |
True |
False |
47,245 |
| 80 |
1.0130 |
0.9646 |
0.0484 |
4.9% |
0.0052 |
0.5% |
54% |
False |
False |
35,555 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0047 |
0.5% |
51% |
False |
False |
28,459 |
| 120 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0043 |
0.4% |
51% |
False |
False |
23,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0300 |
|
2.618 |
1.0176 |
|
1.618 |
1.0100 |
|
1.000 |
1.0053 |
|
0.618 |
1.0024 |
|
HIGH |
0.9977 |
|
0.618 |
0.9948 |
|
0.500 |
0.9939 |
|
0.382 |
0.9930 |
|
LOW |
0.9901 |
|
0.618 |
0.9854 |
|
1.000 |
0.9825 |
|
1.618 |
0.9778 |
|
2.618 |
0.9702 |
|
4.250 |
0.9578 |
|
|
| Fisher Pivots for day following 09-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9939 |
0.9939 |
| PP |
0.9928 |
0.9928 |
| S1 |
0.9917 |
0.9917 |
|