CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 21-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9694 |
0.9738 |
0.0044 |
0.5% |
0.9860 |
| High |
0.9760 |
0.9738 |
-0.0022 |
-0.2% |
0.9883 |
| Low |
0.9687 |
0.9663 |
-0.0024 |
-0.2% |
0.9657 |
| Close |
0.9752 |
0.9710 |
-0.0042 |
-0.4% |
0.9696 |
| Range |
0.0073 |
0.0075 |
0.0002 |
2.7% |
0.0226 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
3.5% |
0.0000 |
| Volume |
2,077 |
385 |
-1,692 |
-81.5% |
3,480 |
|
| Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9929 |
0.9894 |
0.9751 |
|
| R3 |
0.9854 |
0.9819 |
0.9731 |
|
| R2 |
0.9779 |
0.9779 |
0.9724 |
|
| R1 |
0.9744 |
0.9744 |
0.9717 |
0.9724 |
| PP |
0.9704 |
0.9704 |
0.9704 |
0.9694 |
| S1 |
0.9669 |
0.9669 |
0.9703 |
0.9649 |
| S2 |
0.9629 |
0.9629 |
0.9696 |
|
| S3 |
0.9554 |
0.9594 |
0.9689 |
|
| S4 |
0.9479 |
0.9519 |
0.9669 |
|
|
| 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 |
0.9826 |
0.9657 |
0.0169 |
1.7% |
0.0076 |
0.8% |
31% |
False |
False |
857 |
| 10 |
0.9955 |
0.9657 |
0.0298 |
3.1% |
0.0070 |
0.7% |
18% |
False |
False |
741 |
| 20 |
0.9955 |
0.9657 |
0.0298 |
3.1% |
0.0058 |
0.6% |
18% |
False |
False |
465 |
| 40 |
0.9955 |
0.9657 |
0.0298 |
3.1% |
0.0050 |
0.5% |
18% |
False |
False |
303 |
| 60 |
0.9955 |
0.9637 |
0.0318 |
3.3% |
0.0046 |
0.5% |
23% |
False |
False |
259 |
| 80 |
1.0000 |
0.9637 |
0.0363 |
3.7% |
0.0043 |
0.4% |
20% |
False |
False |
222 |
| 100 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0041 |
0.4% |
15% |
False |
False |
183 |
| 120 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0035 |
0.4% |
15% |
False |
False |
155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0057 |
|
2.618 |
0.9934 |
|
1.618 |
0.9859 |
|
1.000 |
0.9813 |
|
0.618 |
0.9784 |
|
HIGH |
0.9738 |
|
0.618 |
0.9709 |
|
0.500 |
0.9701 |
|
0.382 |
0.9692 |
|
LOW |
0.9663 |
|
0.618 |
0.9617 |
|
1.000 |
0.9588 |
|
1.618 |
0.9542 |
|
2.618 |
0.9467 |
|
4.250 |
0.9344 |
|
|
| Fisher Pivots for day following 21-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9707 |
0.9718 |
| PP |
0.9704 |
0.9715 |
| S1 |
0.9701 |
0.9713 |
|