CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9809 |
0.9811 |
0.0002 |
0.0% |
0.9647 |
| High |
0.9826 |
0.9846 |
0.0020 |
0.2% |
0.9834 |
| Low |
0.9753 |
0.9786 |
0.0033 |
0.3% |
0.9631 |
| Close |
0.9813 |
0.9791 |
-0.0022 |
-0.2% |
0.9790 |
| Range |
0.0073 |
0.0060 |
-0.0013 |
-17.8% |
0.0203 |
| ATR |
0.0081 |
0.0079 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
93,062 |
94,478 |
1,416 |
1.5% |
425,264 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9988 |
0.9949 |
0.9824 |
|
| R3 |
0.9928 |
0.9889 |
0.9808 |
|
| R2 |
0.9868 |
0.9868 |
0.9802 |
|
| R1 |
0.9829 |
0.9829 |
0.9797 |
0.9819 |
| PP |
0.9808 |
0.9808 |
0.9808 |
0.9802 |
| S1 |
0.9769 |
0.9769 |
0.9786 |
0.9759 |
| S2 |
0.9748 |
0.9748 |
0.9780 |
|
| S3 |
0.9688 |
0.9709 |
0.9775 |
|
| S4 |
0.9628 |
0.9649 |
0.9758 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0361 |
1.0278 |
0.9902 |
|
| R3 |
1.0158 |
1.0075 |
0.9846 |
|
| R2 |
0.9955 |
0.9955 |
0.9827 |
|
| R1 |
0.9872 |
0.9872 |
0.9809 |
0.9914 |
| PP |
0.9752 |
0.9752 |
0.9752 |
0.9772 |
| S1 |
0.9669 |
0.9669 |
0.9771 |
0.9711 |
| S2 |
0.9549 |
0.9549 |
0.9753 |
|
| S3 |
0.9346 |
0.9466 |
0.9734 |
|
| S4 |
0.9143 |
0.9263 |
0.9678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9846 |
0.9643 |
0.0203 |
2.1% |
0.0091 |
0.9% |
73% |
True |
False |
95,202 |
| 10 |
0.9846 |
0.9622 |
0.0224 |
2.3% |
0.0086 |
0.9% |
75% |
True |
False |
87,058 |
| 20 |
0.9846 |
0.9591 |
0.0255 |
2.6% |
0.0087 |
0.9% |
78% |
True |
False |
88,579 |
| 40 |
0.9977 |
0.9591 |
0.0386 |
3.9% |
0.0071 |
0.7% |
52% |
False |
False |
77,954 |
| 60 |
0.9977 |
0.9591 |
0.0386 |
3.9% |
0.0066 |
0.7% |
52% |
False |
False |
74,075 |
| 80 |
0.9977 |
0.9591 |
0.0386 |
3.9% |
0.0063 |
0.6% |
52% |
False |
False |
60,594 |
| 100 |
1.0092 |
0.9591 |
0.0501 |
5.1% |
0.0061 |
0.6% |
40% |
False |
False |
48,578 |
| 120 |
1.0151 |
0.9591 |
0.0560 |
5.7% |
0.0056 |
0.6% |
36% |
False |
False |
40,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0101 |
|
2.618 |
1.0003 |
|
1.618 |
0.9943 |
|
1.000 |
0.9906 |
|
0.618 |
0.9883 |
|
HIGH |
0.9846 |
|
0.618 |
0.9823 |
|
0.500 |
0.9816 |
|
0.382 |
0.9809 |
|
LOW |
0.9786 |
|
0.618 |
0.9749 |
|
1.000 |
0.9726 |
|
1.618 |
0.9689 |
|
2.618 |
0.9629 |
|
4.250 |
0.9531 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9816 |
0.9800 |
| PP |
0.9808 |
0.9797 |
| S1 |
0.9799 |
0.9794 |
|