CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9720 |
0.9615 |
-0.0105 |
-1.1% |
0.9860 |
| High |
0.9726 |
0.9693 |
-0.0033 |
-0.3% |
0.9883 |
| Low |
0.9600 |
0.9595 |
-0.0005 |
-0.1% |
0.9657 |
| Close |
0.9608 |
0.9677 |
0.0069 |
0.7% |
0.9696 |
| Range |
0.0126 |
0.0098 |
-0.0028 |
-22.2% |
0.0226 |
| ATR |
0.0067 |
0.0069 |
0.0002 |
3.4% |
0.0000 |
| Volume |
1,003 |
1,731 |
728 |
72.6% |
3,480 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9949 |
0.9911 |
0.9731 |
|
| R3 |
0.9851 |
0.9813 |
0.9704 |
|
| R2 |
0.9753 |
0.9753 |
0.9695 |
|
| R1 |
0.9715 |
0.9715 |
0.9686 |
0.9734 |
| PP |
0.9655 |
0.9655 |
0.9655 |
0.9665 |
| S1 |
0.9617 |
0.9617 |
0.9668 |
0.9636 |
| S2 |
0.9557 |
0.9557 |
0.9659 |
|
| S3 |
0.9459 |
0.9519 |
0.9650 |
|
| S4 |
0.9361 |
0.9421 |
0.9623 |
|
|
| 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 |
0.9779 |
0.9595 |
0.0184 |
1.9% |
0.0099 |
1.0% |
45% |
False |
True |
1,150 |
| 10 |
0.9906 |
0.9595 |
0.0311 |
3.2% |
0.0081 |
0.8% |
26% |
False |
True |
945 |
| 20 |
0.9955 |
0.9595 |
0.0360 |
3.7% |
0.0065 |
0.7% |
23% |
False |
True |
592 |
| 40 |
0.9955 |
0.9595 |
0.0360 |
3.7% |
0.0054 |
0.6% |
23% |
False |
True |
364 |
| 60 |
0.9955 |
0.9595 |
0.0360 |
3.7% |
0.0049 |
0.5% |
23% |
False |
True |
291 |
| 80 |
1.0000 |
0.9595 |
0.0405 |
4.2% |
0.0045 |
0.5% |
20% |
False |
True |
240 |
| 100 |
1.0113 |
0.9595 |
0.0518 |
5.4% |
0.0043 |
0.4% |
16% |
False |
True |
210 |
| 120 |
1.0113 |
0.9595 |
0.0518 |
5.4% |
0.0037 |
0.4% |
16% |
False |
True |
177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0110 |
|
2.618 |
0.9950 |
|
1.618 |
0.9852 |
|
1.000 |
0.9791 |
|
0.618 |
0.9754 |
|
HIGH |
0.9693 |
|
0.618 |
0.9656 |
|
0.500 |
0.9644 |
|
0.382 |
0.9632 |
|
LOW |
0.9595 |
|
0.618 |
0.9534 |
|
1.000 |
0.9497 |
|
1.618 |
0.9436 |
|
2.618 |
0.9338 |
|
4.250 |
0.9179 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9666 |
0.9674 |
| PP |
0.9655 |
0.9670 |
| S1 |
0.9644 |
0.9667 |
|