CME Canadian Dollar Future September 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 |
0.9906 |
0.9860 |
-0.0046 |
-0.5% |
0.9895 |
| High |
0.9906 |
0.9883 |
-0.0023 |
-0.2% |
0.9955 |
| Low |
0.9825 |
0.9845 |
0.0020 |
0.2% |
0.9825 |
| Close |
0.9859 |
0.9865 |
0.0006 |
0.1% |
0.9859 |
| Range |
0.0081 |
0.0038 |
-0.0043 |
-53.1% |
0.0130 |
| ATR |
0.0049 |
0.0049 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
778 |
495 |
-283 |
-36.4% |
1,643 |
|
| Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9978 |
0.9960 |
0.9886 |
|
| R3 |
0.9940 |
0.9922 |
0.9875 |
|
| R2 |
0.9902 |
0.9902 |
0.9872 |
|
| R1 |
0.9884 |
0.9884 |
0.9868 |
0.9893 |
| PP |
0.9864 |
0.9864 |
0.9864 |
0.9869 |
| S1 |
0.9846 |
0.9846 |
0.9862 |
0.9855 |
| S2 |
0.9826 |
0.9826 |
0.9858 |
|
| S3 |
0.9788 |
0.9808 |
0.9855 |
|
| S4 |
0.9750 |
0.9770 |
0.9844 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0270 |
1.0194 |
0.9931 |
|
| R3 |
1.0140 |
1.0064 |
0.9895 |
|
| R2 |
1.0010 |
1.0010 |
0.9883 |
|
| R1 |
0.9934 |
0.9934 |
0.9871 |
0.9907 |
| PP |
0.9880 |
0.9880 |
0.9880 |
0.9866 |
| S1 |
0.9804 |
0.9804 |
0.9847 |
0.9777 |
| S2 |
0.9750 |
0.9750 |
0.9835 |
|
| S3 |
0.9620 |
0.9674 |
0.9823 |
|
| S4 |
0.9490 |
0.9544 |
0.9788 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9955 |
0.9825 |
0.0130 |
1.3% |
0.0052 |
0.5% |
31% |
False |
False |
404 |
| 10 |
0.9955 |
0.9825 |
0.0130 |
1.3% |
0.0050 |
0.5% |
31% |
False |
False |
328 |
| 20 |
0.9955 |
0.9680 |
0.0275 |
2.8% |
0.0047 |
0.5% |
67% |
False |
False |
256 |
| 40 |
0.9955 |
0.9680 |
0.0275 |
2.8% |
0.0044 |
0.4% |
67% |
False |
False |
182 |
| 60 |
0.9955 |
0.9637 |
0.0318 |
3.2% |
0.0043 |
0.4% |
72% |
False |
False |
176 |
| 80 |
1.0094 |
0.9637 |
0.0457 |
4.6% |
0.0041 |
0.4% |
50% |
False |
False |
159 |
| 100 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0036 |
0.4% |
48% |
False |
False |
129 |
| 120 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0033 |
0.3% |
48% |
False |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0045 |
|
2.618 |
0.9982 |
|
1.618 |
0.9944 |
|
1.000 |
0.9921 |
|
0.618 |
0.9906 |
|
HIGH |
0.9883 |
|
0.618 |
0.9868 |
|
0.500 |
0.9864 |
|
0.382 |
0.9860 |
|
LOW |
0.9845 |
|
0.618 |
0.9822 |
|
1.000 |
0.9807 |
|
1.618 |
0.9784 |
|
2.618 |
0.9746 |
|
4.250 |
0.9684 |
|
|
| Fisher Pivots for day following 13-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9865 |
0.9890 |
| PP |
0.9864 |
0.9882 |
| S1 |
0.9864 |
0.9873 |
|