CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 28-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9701 |
0.9691 |
-0.0010 |
-0.1% |
0.9721 |
| High |
0.9704 |
0.9692 |
-0.0012 |
-0.1% |
0.9782 |
| Low |
0.9651 |
0.9602 |
-0.0049 |
-0.5% |
0.9615 |
| Close |
0.9671 |
0.9626 |
-0.0045 |
-0.5% |
0.9671 |
| Range |
0.0053 |
0.0090 |
0.0037 |
69.8% |
0.0167 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.8% |
0.0000 |
| Volume |
66,038 |
84,739 |
18,701 |
28.3% |
460,065 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9910 |
0.9858 |
0.9676 |
|
| R3 |
0.9820 |
0.9768 |
0.9651 |
|
| R2 |
0.9730 |
0.9730 |
0.9643 |
|
| R1 |
0.9678 |
0.9678 |
0.9634 |
0.9659 |
| PP |
0.9640 |
0.9640 |
0.9640 |
0.9631 |
| S1 |
0.9588 |
0.9588 |
0.9618 |
0.9569 |
| S2 |
0.9550 |
0.9550 |
0.9610 |
|
| S3 |
0.9460 |
0.9498 |
0.9601 |
|
| S4 |
0.9370 |
0.9408 |
0.9577 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0190 |
1.0098 |
0.9763 |
|
| R3 |
1.0023 |
0.9931 |
0.9717 |
|
| R2 |
0.9856 |
0.9856 |
0.9702 |
|
| R1 |
0.9764 |
0.9764 |
0.9686 |
0.9727 |
| PP |
0.9689 |
0.9689 |
0.9689 |
0.9671 |
| S1 |
0.9597 |
0.9597 |
0.9656 |
0.9560 |
| S2 |
0.9522 |
0.9522 |
0.9640 |
|
| S3 |
0.9355 |
0.9430 |
0.9625 |
|
| S4 |
0.9188 |
0.9263 |
0.9579 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9772 |
0.9602 |
0.0170 |
1.8% |
0.0092 |
1.0% |
14% |
False |
True |
93,748 |
| 10 |
0.9903 |
0.9602 |
0.0301 |
3.1% |
0.0090 |
0.9% |
8% |
False |
True |
89,177 |
| 20 |
0.9977 |
0.9602 |
0.0375 |
3.9% |
0.0073 |
0.8% |
6% |
False |
True |
78,410 |
| 40 |
0.9977 |
0.9602 |
0.0375 |
3.9% |
0.0065 |
0.7% |
6% |
False |
True |
73,685 |
| 60 |
0.9977 |
0.9602 |
0.0375 |
3.9% |
0.0059 |
0.6% |
6% |
False |
True |
64,607 |
| 80 |
1.0035 |
0.9602 |
0.0433 |
4.5% |
0.0058 |
0.6% |
6% |
False |
True |
48,660 |
| 100 |
1.0151 |
0.9602 |
0.0549 |
5.7% |
0.0055 |
0.6% |
4% |
False |
True |
39,002 |
| 120 |
1.0151 |
0.9602 |
0.0549 |
5.7% |
0.0050 |
0.5% |
4% |
False |
True |
32,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0075 |
|
2.618 |
0.9928 |
|
1.618 |
0.9838 |
|
1.000 |
0.9782 |
|
0.618 |
0.9748 |
|
HIGH |
0.9692 |
|
0.618 |
0.9658 |
|
0.500 |
0.9647 |
|
0.382 |
0.9636 |
|
LOW |
0.9602 |
|
0.618 |
0.9546 |
|
1.000 |
0.9512 |
|
1.618 |
0.9456 |
|
2.618 |
0.9366 |
|
4.250 |
0.9220 |
|
|
| Fisher Pivots for day following 28-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9647 |
0.9659 |
| PP |
0.9640 |
0.9648 |
| S1 |
0.9633 |
0.9637 |
|