CME Canadian Dollar Future September 2013
Trading Metrics calculated at close of trading on 22-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
Open |
0.9738 |
0.9720 |
-0.0018 |
-0.2% |
0.9860 |
High |
0.9738 |
0.9726 |
-0.0012 |
-0.1% |
0.9883 |
Low |
0.9663 |
0.9600 |
-0.0063 |
-0.7% |
0.9657 |
Close |
0.9710 |
0.9608 |
-0.0102 |
-1.1% |
0.9696 |
Range |
0.0075 |
0.0126 |
0.0051 |
68.0% |
0.0226 |
ATR |
0.0062 |
0.0067 |
0.0005 |
7.4% |
0.0000 |
Volume |
385 |
1,003 |
618 |
160.5% |
3,480 |
|
Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0023 |
0.9941 |
0.9677 |
|
R3 |
0.9897 |
0.9815 |
0.9643 |
|
R2 |
0.9771 |
0.9771 |
0.9631 |
|
R1 |
0.9689 |
0.9689 |
0.9620 |
0.9667 |
PP |
0.9645 |
0.9645 |
0.9645 |
0.9634 |
S1 |
0.9563 |
0.9563 |
0.9596 |
0.9541 |
S2 |
0.9519 |
0.9519 |
0.9585 |
|
S3 |
0.9393 |
0.9437 |
0.9573 |
|
S4 |
0.9267 |
0.9311 |
0.9539 |
|
|
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 |
0.9600 |
0.0226 |
2.4% |
0.0090 |
0.9% |
4% |
False |
True |
927 |
10 |
0.9955 |
0.9600 |
0.0355 |
3.7% |
0.0079 |
0.8% |
2% |
False |
True |
820 |
20 |
0.9955 |
0.9600 |
0.0355 |
3.7% |
0.0063 |
0.7% |
2% |
False |
True |
509 |
40 |
0.9955 |
0.9600 |
0.0355 |
3.7% |
0.0052 |
0.5% |
2% |
False |
True |
324 |
60 |
0.9955 |
0.9600 |
0.0355 |
3.7% |
0.0048 |
0.5% |
2% |
False |
True |
267 |
80 |
1.0000 |
0.9600 |
0.0400 |
4.2% |
0.0045 |
0.5% |
2% |
False |
True |
224 |
100 |
1.0113 |
0.9600 |
0.0513 |
5.3% |
0.0042 |
0.4% |
2% |
False |
True |
193 |
120 |
1.0113 |
0.9600 |
0.0513 |
5.3% |
0.0037 |
0.4% |
2% |
False |
True |
163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0262 |
2.618 |
1.0056 |
1.618 |
0.9930 |
1.000 |
0.9852 |
0.618 |
0.9804 |
HIGH |
0.9726 |
0.618 |
0.9678 |
0.500 |
0.9663 |
0.382 |
0.9648 |
LOW |
0.9600 |
0.618 |
0.9522 |
1.000 |
0.9474 |
1.618 |
0.9396 |
2.618 |
0.9270 |
4.250 |
0.9065 |
|
|
Fisher Pivots for day following 22-May-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9663 |
0.9680 |
PP |
0.9645 |
0.9656 |
S1 |
0.9626 |
0.9632 |
|