CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 13-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9923 |
0.9883 |
-0.0040 |
-0.4% |
0.9912 |
| High |
0.9929 |
0.9910 |
-0.0019 |
-0.2% |
0.9977 |
| Low |
0.9842 |
0.9860 |
0.0018 |
0.2% |
0.9842 |
| Close |
0.9880 |
0.9886 |
0.0006 |
0.1% |
0.9880 |
| Range |
0.0087 |
0.0050 |
-0.0037 |
-42.5% |
0.0135 |
| ATR |
0.0056 |
0.0055 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
100,641 |
62,919 |
-37,722 |
-37.5% |
333,032 |
|
| Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0035 |
1.0011 |
0.9914 |
|
| R3 |
0.9985 |
0.9961 |
0.9900 |
|
| R2 |
0.9935 |
0.9935 |
0.9895 |
|
| R1 |
0.9911 |
0.9911 |
0.9891 |
0.9923 |
| PP |
0.9885 |
0.9885 |
0.9885 |
0.9892 |
| S1 |
0.9861 |
0.9861 |
0.9881 |
0.9873 |
| S2 |
0.9835 |
0.9835 |
0.9877 |
|
| S3 |
0.9785 |
0.9811 |
0.9872 |
|
| S4 |
0.9735 |
0.9761 |
0.9859 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0305 |
1.0227 |
0.9954 |
|
| R3 |
1.0170 |
1.0092 |
0.9917 |
|
| R2 |
1.0035 |
1.0035 |
0.9905 |
|
| R1 |
0.9957 |
0.9957 |
0.9892 |
0.9929 |
| PP |
0.9900 |
0.9900 |
0.9900 |
0.9885 |
| S1 |
0.9822 |
0.9822 |
0.9868 |
0.9794 |
| S2 |
0.9765 |
0.9765 |
0.9855 |
|
| S3 |
0.9630 |
0.9687 |
0.9843 |
|
| S4 |
0.9495 |
0.9552 |
0.9806 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9977 |
0.9842 |
0.0135 |
1.4% |
0.0060 |
0.6% |
33% |
False |
False |
70,727 |
| 10 |
0.9977 |
0.9842 |
0.0135 |
1.4% |
0.0055 |
0.6% |
33% |
False |
False |
67,643 |
| 20 |
0.9977 |
0.9690 |
0.0287 |
2.9% |
0.0053 |
0.5% |
68% |
False |
False |
67,456 |
| 40 |
0.9977 |
0.9690 |
0.0287 |
2.9% |
0.0054 |
0.5% |
68% |
False |
False |
66,469 |
| 60 |
0.9977 |
0.9646 |
0.0331 |
3.3% |
0.0055 |
0.6% |
73% |
False |
False |
49,966 |
| 80 |
1.0123 |
0.9646 |
0.0477 |
4.8% |
0.0053 |
0.5% |
50% |
False |
False |
37,599 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0049 |
0.5% |
48% |
False |
False |
30,094 |
| 120 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0044 |
0.4% |
48% |
False |
False |
25,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0123 |
|
2.618 |
1.0041 |
|
1.618 |
0.9991 |
|
1.000 |
0.9960 |
|
0.618 |
0.9941 |
|
HIGH |
0.9910 |
|
0.618 |
0.9891 |
|
0.500 |
0.9885 |
|
0.382 |
0.9879 |
|
LOW |
0.9860 |
|
0.618 |
0.9829 |
|
1.000 |
0.9810 |
|
1.618 |
0.9779 |
|
2.618 |
0.9729 |
|
4.250 |
0.9648 |
|
|
| Fisher Pivots for day following 13-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9886 |
0.9910 |
| PP |
0.9885 |
0.9902 |
| S1 |
0.9885 |
0.9894 |
|