CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 29-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9691 |
0.9610 |
-0.0081 |
-0.8% |
0.9721 |
| High |
0.9692 |
0.9666 |
-0.0026 |
-0.3% |
0.9782 |
| Low |
0.9602 |
0.9591 |
-0.0011 |
-0.1% |
0.9615 |
| Close |
0.9626 |
0.9649 |
0.0023 |
0.2% |
0.9671 |
| Range |
0.0090 |
0.0075 |
-0.0015 |
-16.7% |
0.0167 |
| ATR |
0.0073 |
0.0074 |
0.0000 |
0.1% |
0.0000 |
| Volume |
84,739 |
87,588 |
2,849 |
3.4% |
460,065 |
|
| Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9860 |
0.9830 |
0.9690 |
|
| R3 |
0.9785 |
0.9755 |
0.9670 |
|
| R2 |
0.9710 |
0.9710 |
0.9663 |
|
| R1 |
0.9680 |
0.9680 |
0.9656 |
0.9695 |
| PP |
0.9635 |
0.9635 |
0.9635 |
0.9643 |
| S1 |
0.9605 |
0.9605 |
0.9642 |
0.9620 |
| S2 |
0.9560 |
0.9560 |
0.9635 |
|
| S3 |
0.9485 |
0.9530 |
0.9628 |
|
| S4 |
0.9410 |
0.9455 |
0.9608 |
|
|
| 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 |
0.9744 |
0.9591 |
0.0153 |
1.6% |
0.0089 |
0.9% |
38% |
False |
True |
94,654 |
| 10 |
0.9846 |
0.9591 |
0.0255 |
2.6% |
0.0088 |
0.9% |
23% |
False |
True |
90,101 |
| 20 |
0.9977 |
0.9591 |
0.0386 |
4.0% |
0.0073 |
0.8% |
15% |
False |
True |
78,672 |
| 40 |
0.9977 |
0.9591 |
0.0386 |
4.0% |
0.0066 |
0.7% |
15% |
False |
True |
74,363 |
| 60 |
0.9977 |
0.9591 |
0.0386 |
4.0% |
0.0060 |
0.6% |
15% |
False |
True |
65,959 |
| 80 |
1.0035 |
0.9591 |
0.0444 |
4.6% |
0.0058 |
0.6% |
13% |
False |
True |
49,753 |
| 100 |
1.0151 |
0.9591 |
0.0560 |
5.8% |
0.0055 |
0.6% |
10% |
False |
True |
39,877 |
| 120 |
1.0151 |
0.9591 |
0.0560 |
5.8% |
0.0050 |
0.5% |
10% |
False |
True |
33,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9985 |
|
2.618 |
0.9862 |
|
1.618 |
0.9787 |
|
1.000 |
0.9741 |
|
0.618 |
0.9712 |
|
HIGH |
0.9666 |
|
0.618 |
0.9637 |
|
0.500 |
0.9629 |
|
0.382 |
0.9620 |
|
LOW |
0.9591 |
|
0.618 |
0.9545 |
|
1.000 |
0.9516 |
|
1.618 |
0.9470 |
|
2.618 |
0.9395 |
|
4.250 |
0.9272 |
|
|
| Fisher Pivots for day following 29-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9642 |
0.9649 |
| PP |
0.9635 |
0.9648 |
| S1 |
0.9629 |
0.9648 |
|