CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 20-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9779 |
0.9694 |
-0.0085 |
-0.9% |
0.9860 |
| High |
0.9779 |
0.9760 |
-0.0019 |
-0.2% |
0.9883 |
| Low |
0.9657 |
0.9687 |
0.0030 |
0.3% |
0.9657 |
| Close |
0.9696 |
0.9752 |
0.0056 |
0.6% |
0.9696 |
| Range |
0.0122 |
0.0073 |
-0.0049 |
-40.2% |
0.0226 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
1.7% |
0.0000 |
| Volume |
554 |
2,077 |
1,523 |
274.9% |
3,480 |
|
| Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9952 |
0.9925 |
0.9792 |
|
| R3 |
0.9879 |
0.9852 |
0.9772 |
|
| R2 |
0.9806 |
0.9806 |
0.9765 |
|
| R1 |
0.9779 |
0.9779 |
0.9759 |
0.9793 |
| PP |
0.9733 |
0.9733 |
0.9733 |
0.9740 |
| S1 |
0.9706 |
0.9706 |
0.9745 |
0.9720 |
| S2 |
0.9660 |
0.9660 |
0.9739 |
|
| S3 |
0.9587 |
0.9633 |
0.9732 |
|
| S4 |
0.9514 |
0.9560 |
0.9712 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0423 |
1.0286 |
0.9820 |
|
| R3 |
1.0197 |
1.0060 |
0.9758 |
|
| R2 |
0.9971 |
0.9971 |
0.9737 |
|
| R1 |
0.9834 |
0.9834 |
0.9717 |
0.9790 |
| PP |
0.9745 |
0.9745 |
0.9745 |
0.9723 |
| S1 |
0.9608 |
0.9608 |
0.9675 |
0.9564 |
| S2 |
0.9519 |
0.9519 |
0.9655 |
|
| S3 |
0.9293 |
0.9382 |
0.9634 |
|
| S4 |
0.9067 |
0.9156 |
0.9572 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9881 |
0.9657 |
0.0224 |
2.3% |
0.0079 |
0.8% |
42% |
False |
False |
1,012 |
| 10 |
0.9955 |
0.9657 |
0.0298 |
3.1% |
0.0065 |
0.7% |
32% |
False |
False |
708 |
| 20 |
0.9955 |
0.9657 |
0.0298 |
3.1% |
0.0056 |
0.6% |
32% |
False |
False |
451 |
| 40 |
0.9955 |
0.9657 |
0.0298 |
3.1% |
0.0049 |
0.5% |
32% |
False |
False |
294 |
| 60 |
0.9955 |
0.9637 |
0.0318 |
3.3% |
0.0045 |
0.5% |
36% |
False |
False |
256 |
| 80 |
1.0000 |
0.9637 |
0.0363 |
3.7% |
0.0043 |
0.4% |
32% |
False |
False |
221 |
| 100 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0040 |
0.4% |
24% |
False |
False |
179 |
| 120 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0035 |
0.4% |
24% |
False |
False |
152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0070 |
|
2.618 |
0.9951 |
|
1.618 |
0.9878 |
|
1.000 |
0.9833 |
|
0.618 |
0.9805 |
|
HIGH |
0.9760 |
|
0.618 |
0.9732 |
|
0.500 |
0.9724 |
|
0.382 |
0.9715 |
|
LOW |
0.9687 |
|
0.618 |
0.9642 |
|
1.000 |
0.9614 |
|
1.618 |
0.9569 |
|
2.618 |
0.9496 |
|
4.250 |
0.9377 |
|
|
| Fisher Pivots for day following 20-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9743 |
0.9749 |
| PP |
0.9733 |
0.9745 |
| S1 |
0.9724 |
0.9742 |
|