CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 03-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9684 |
0.9628 |
-0.0056 |
-0.6% |
0.9664 |
| High |
0.9688 |
0.9721 |
0.0033 |
0.3% |
0.9688 |
| Low |
0.9610 |
0.9615 |
0.0005 |
0.1% |
0.9573 |
| Close |
0.9621 |
0.9706 |
0.0085 |
0.9% |
0.9621 |
| Range |
0.0078 |
0.0106 |
0.0028 |
35.9% |
0.0115 |
| ATR |
0.0070 |
0.0073 |
0.0003 |
3.6% |
0.0000 |
| Volume |
2,004 |
1,744 |
-260 |
-13.0% |
6,935 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9999 |
0.9958 |
0.9764 |
|
| R3 |
0.9893 |
0.9852 |
0.9735 |
|
| R2 |
0.9787 |
0.9787 |
0.9725 |
|
| R1 |
0.9746 |
0.9746 |
0.9716 |
0.9767 |
| PP |
0.9681 |
0.9681 |
0.9681 |
0.9691 |
| S1 |
0.9640 |
0.9640 |
0.9696 |
0.9661 |
| S2 |
0.9575 |
0.9575 |
0.9687 |
|
| S3 |
0.9469 |
0.9534 |
0.9677 |
|
| S4 |
0.9363 |
0.9428 |
0.9648 |
|
|
| 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 |
0.9721 |
0.9573 |
0.0148 |
1.5% |
0.0085 |
0.9% |
90% |
True |
False |
1,735 |
| 10 |
0.9760 |
0.9573 |
0.0187 |
1.9% |
0.0084 |
0.9% |
71% |
False |
False |
1,564 |
| 20 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0073 |
0.7% |
35% |
False |
False |
1,038 |
| 40 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0060 |
0.6% |
35% |
False |
False |
613 |
| 60 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0053 |
0.5% |
35% |
False |
False |
450 |
| 80 |
1.0000 |
0.9573 |
0.0427 |
4.4% |
0.0049 |
0.5% |
31% |
False |
False |
366 |
| 100 |
1.0113 |
0.9573 |
0.0540 |
5.6% |
0.0046 |
0.5% |
25% |
False |
False |
314 |
| 120 |
1.0113 |
0.9573 |
0.0540 |
5.6% |
0.0040 |
0.4% |
25% |
False |
False |
263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0172 |
|
2.618 |
0.9999 |
|
1.618 |
0.9893 |
|
1.000 |
0.9827 |
|
0.618 |
0.9787 |
|
HIGH |
0.9721 |
|
0.618 |
0.9681 |
|
0.500 |
0.9668 |
|
0.382 |
0.9655 |
|
LOW |
0.9615 |
|
0.618 |
0.9549 |
|
1.000 |
0.9509 |
|
1.618 |
0.9443 |
|
2.618 |
0.9337 |
|
4.250 |
0.9165 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9693 |
0.9691 |
| PP |
0.9681 |
0.9676 |
| S1 |
0.9668 |
0.9662 |
|