CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 31-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9631 |
0.9684 |
0.0053 |
0.6% |
0.9664 |
| High |
0.9686 |
0.9688 |
0.0002 |
0.0% |
0.9688 |
| Low |
0.9602 |
0.9610 |
0.0008 |
0.1% |
0.9573 |
| Close |
0.9684 |
0.9621 |
-0.0063 |
-0.7% |
0.9621 |
| Range |
0.0084 |
0.0078 |
-0.0006 |
-7.1% |
0.0115 |
| ATR |
0.0070 |
0.0070 |
0.0001 |
0.8% |
0.0000 |
| Volume |
1,918 |
2,004 |
86 |
4.5% |
6,935 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9874 |
0.9825 |
0.9664 |
|
| R3 |
0.9796 |
0.9747 |
0.9642 |
|
| R2 |
0.9718 |
0.9718 |
0.9635 |
|
| R1 |
0.9669 |
0.9669 |
0.9628 |
0.9655 |
| PP |
0.9640 |
0.9640 |
0.9640 |
0.9632 |
| S1 |
0.9591 |
0.9591 |
0.9614 |
0.9577 |
| S2 |
0.9562 |
0.9562 |
0.9607 |
|
| S3 |
0.9484 |
0.9513 |
0.9600 |
|
| S4 |
0.9406 |
0.9435 |
0.9578 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9972 |
0.9912 |
0.9684 |
|
| R3 |
0.9857 |
0.9797 |
0.9653 |
|
| R2 |
0.9742 |
0.9742 |
0.9642 |
|
| R1 |
0.9682 |
0.9682 |
0.9632 |
0.9655 |
| PP |
0.9627 |
0.9627 |
0.9627 |
0.9614 |
| S1 |
0.9567 |
0.9567 |
0.9610 |
0.9540 |
| S2 |
0.9512 |
0.9512 |
0.9600 |
|
| S3 |
0.9397 |
0.9452 |
0.9589 |
|
| S4 |
0.9282 |
0.9337 |
0.9558 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9688 |
0.9573 |
0.0115 |
1.2% |
0.0073 |
0.8% |
42% |
True |
False |
1,740 |
| 10 |
0.9779 |
0.9573 |
0.0206 |
2.1% |
0.0086 |
0.9% |
23% |
False |
False |
1,445 |
| 20 |
0.9955 |
0.9573 |
0.0382 |
4.0% |
0.0070 |
0.7% |
13% |
False |
False |
961 |
| 40 |
0.9955 |
0.9573 |
0.0382 |
4.0% |
0.0059 |
0.6% |
13% |
False |
False |
573 |
| 60 |
0.9955 |
0.9573 |
0.0382 |
4.0% |
0.0051 |
0.5% |
13% |
False |
False |
422 |
| 80 |
1.0000 |
0.9573 |
0.0427 |
4.4% |
0.0048 |
0.5% |
11% |
False |
False |
345 |
| 100 |
1.0113 |
0.9573 |
0.0540 |
5.6% |
0.0045 |
0.5% |
9% |
False |
False |
297 |
| 120 |
1.0113 |
0.9573 |
0.0540 |
5.6% |
0.0040 |
0.4% |
9% |
False |
False |
249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0020 |
|
2.618 |
0.9892 |
|
1.618 |
0.9814 |
|
1.000 |
0.9766 |
|
0.618 |
0.9736 |
|
HIGH |
0.9688 |
|
0.618 |
0.9658 |
|
0.500 |
0.9649 |
|
0.382 |
0.9640 |
|
LOW |
0.9610 |
|
0.618 |
0.9562 |
|
1.000 |
0.9532 |
|
1.618 |
0.9484 |
|
2.618 |
0.9406 |
|
4.250 |
0.9279 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9649 |
0.9631 |
| PP |
0.9640 |
0.9627 |
| S1 |
0.9630 |
0.9624 |
|