CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 15-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9867 |
0.9790 |
-0.0077 |
-0.8% |
0.9895 |
| High |
0.9881 |
0.9815 |
-0.0066 |
-0.7% |
0.9955 |
| Low |
0.9792 |
0.9760 |
-0.0032 |
-0.3% |
0.9825 |
| Close |
0.9796 |
0.9799 |
0.0003 |
0.0% |
0.9859 |
| Range |
0.0089 |
0.0055 |
-0.0034 |
-38.2% |
0.0130 |
| ATR |
0.0051 |
0.0052 |
0.0000 |
0.5% |
0.0000 |
| Volume |
1,161 |
654 |
-507 |
-43.7% |
1,643 |
|
| Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9956 |
0.9933 |
0.9829 |
|
| R3 |
0.9901 |
0.9878 |
0.9814 |
|
| R2 |
0.9846 |
0.9846 |
0.9809 |
|
| R1 |
0.9823 |
0.9823 |
0.9804 |
0.9835 |
| PP |
0.9791 |
0.9791 |
0.9791 |
0.9797 |
| S1 |
0.9768 |
0.9768 |
0.9794 |
0.9780 |
| S2 |
0.9736 |
0.9736 |
0.9789 |
|
| S3 |
0.9681 |
0.9713 |
0.9784 |
|
| S4 |
0.9626 |
0.9658 |
0.9769 |
|
|
| 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 |
0.9760 |
0.0195 |
2.0% |
0.0068 |
0.7% |
20% |
False |
True |
713 |
| 10 |
0.9955 |
0.9760 |
0.0195 |
2.0% |
0.0053 |
0.5% |
20% |
False |
True |
429 |
| 20 |
0.9955 |
0.9693 |
0.0262 |
2.7% |
0.0048 |
0.5% |
40% |
False |
False |
311 |
| 40 |
0.9955 |
0.9680 |
0.0275 |
2.8% |
0.0046 |
0.5% |
43% |
False |
False |
222 |
| 60 |
0.9955 |
0.9637 |
0.0318 |
3.2% |
0.0044 |
0.4% |
51% |
False |
False |
205 |
| 80 |
1.0032 |
0.9637 |
0.0395 |
4.0% |
0.0042 |
0.4% |
41% |
False |
False |
182 |
| 100 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0038 |
0.4% |
34% |
False |
False |
147 |
| 120 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0033 |
0.3% |
34% |
False |
False |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0049 |
|
2.618 |
0.9959 |
|
1.618 |
0.9904 |
|
1.000 |
0.9870 |
|
0.618 |
0.9849 |
|
HIGH |
0.9815 |
|
0.618 |
0.9794 |
|
0.500 |
0.9788 |
|
0.382 |
0.9781 |
|
LOW |
0.9760 |
|
0.618 |
0.9726 |
|
1.000 |
0.9705 |
|
1.618 |
0.9671 |
|
2.618 |
0.9616 |
|
4.250 |
0.9526 |
|
|
| Fisher Pivots for day following 15-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9795 |
0.9822 |
| PP |
0.9791 |
0.9814 |
| S1 |
0.9788 |
0.9807 |
|