CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 31-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9656 |
0.9704 |
0.0048 |
0.5% |
0.9691 |
| High |
0.9708 |
0.9709 |
0.0001 |
0.0% |
0.9709 |
| Low |
0.9622 |
0.9628 |
0.0006 |
0.1% |
0.9591 |
| Close |
0.9705 |
0.9642 |
-0.0063 |
-0.6% |
0.9642 |
| Range |
0.0086 |
0.0081 |
-0.0005 |
-5.8% |
0.0118 |
| ATR |
0.0074 |
0.0075 |
0.0000 |
0.6% |
0.0000 |
| Volume |
76,393 |
95,758 |
19,365 |
25.3% |
344,478 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9903 |
0.9853 |
0.9687 |
|
| R3 |
0.9822 |
0.9772 |
0.9664 |
|
| R2 |
0.9741 |
0.9741 |
0.9657 |
|
| R1 |
0.9691 |
0.9691 |
0.9649 |
0.9676 |
| PP |
0.9660 |
0.9660 |
0.9660 |
0.9652 |
| S1 |
0.9610 |
0.9610 |
0.9635 |
0.9595 |
| S2 |
0.9579 |
0.9579 |
0.9627 |
|
| S3 |
0.9498 |
0.9529 |
0.9620 |
|
| S4 |
0.9417 |
0.9448 |
0.9597 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0001 |
0.9940 |
0.9707 |
|
| R3 |
0.9883 |
0.9822 |
0.9674 |
|
| R2 |
0.9765 |
0.9765 |
0.9664 |
|
| R1 |
0.9704 |
0.9704 |
0.9653 |
0.9676 |
| PP |
0.9647 |
0.9647 |
0.9647 |
0.9633 |
| S1 |
0.9586 |
0.9586 |
0.9631 |
0.9558 |
| S2 |
0.9529 |
0.9529 |
0.9620 |
|
| S3 |
0.9411 |
0.9468 |
0.9610 |
|
| S4 |
0.9293 |
0.9350 |
0.9577 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9709 |
0.9591 |
0.0118 |
1.2% |
0.0077 |
0.8% |
43% |
True |
False |
82,103 |
| 10 |
0.9827 |
0.9591 |
0.0236 |
2.4% |
0.0093 |
1.0% |
22% |
False |
False |
91,705 |
| 20 |
0.9977 |
0.9591 |
0.0386 |
4.0% |
0.0076 |
0.8% |
13% |
False |
False |
80,618 |
| 40 |
0.9977 |
0.9591 |
0.0386 |
4.0% |
0.0067 |
0.7% |
13% |
False |
False |
74,926 |
| 60 |
0.9977 |
0.9591 |
0.0386 |
4.0% |
0.0061 |
0.6% |
13% |
False |
False |
68,655 |
| 80 |
1.0035 |
0.9591 |
0.0444 |
4.6% |
0.0059 |
0.6% |
11% |
False |
False |
51,894 |
| 100 |
1.0151 |
0.9591 |
0.0560 |
5.8% |
0.0056 |
0.6% |
9% |
False |
False |
41,598 |
| 120 |
1.0151 |
0.9591 |
0.0560 |
5.8% |
0.0051 |
0.5% |
9% |
False |
False |
34,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0053 |
|
2.618 |
0.9921 |
|
1.618 |
0.9840 |
|
1.000 |
0.9790 |
|
0.618 |
0.9759 |
|
HIGH |
0.9709 |
|
0.618 |
0.9678 |
|
0.500 |
0.9669 |
|
0.382 |
0.9659 |
|
LOW |
0.9628 |
|
0.618 |
0.9578 |
|
1.000 |
0.9547 |
|
1.618 |
0.9497 |
|
2.618 |
0.9416 |
|
4.250 |
0.9284 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9669 |
0.9650 |
| PP |
0.9660 |
0.9647 |
| S1 |
0.9651 |
0.9645 |
|