CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 04-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9628 |
0.9697 |
0.0069 |
0.7% |
0.9664 |
| High |
0.9721 |
0.9706 |
-0.0015 |
-0.2% |
0.9688 |
| Low |
0.9615 |
0.9628 |
0.0013 |
0.1% |
0.9573 |
| Close |
0.9706 |
0.9640 |
-0.0066 |
-0.7% |
0.9621 |
| Range |
0.0106 |
0.0078 |
-0.0028 |
-26.4% |
0.0115 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.5% |
0.0000 |
| Volume |
1,744 |
5,292 |
3,548 |
203.4% |
6,935 |
|
| Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9892 |
0.9844 |
0.9683 |
|
| R3 |
0.9814 |
0.9766 |
0.9661 |
|
| R2 |
0.9736 |
0.9736 |
0.9654 |
|
| R1 |
0.9688 |
0.9688 |
0.9647 |
0.9673 |
| PP |
0.9658 |
0.9658 |
0.9658 |
0.9651 |
| S1 |
0.9610 |
0.9610 |
0.9633 |
0.9595 |
| S2 |
0.9580 |
0.9580 |
0.9626 |
|
| S3 |
0.9502 |
0.9532 |
0.9619 |
|
| S4 |
0.9424 |
0.9454 |
0.9597 |
|
|
| 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% |
0.0083 |
0.9% |
45% |
False |
False |
2,560 |
| 10 |
0.9738 |
0.9573 |
0.0165 |
1.7% |
0.0085 |
0.9% |
41% |
False |
False |
1,885 |
| 20 |
0.9955 |
0.9573 |
0.0382 |
4.0% |
0.0075 |
0.8% |
18% |
False |
False |
1,297 |
| 40 |
0.9955 |
0.9573 |
0.0382 |
4.0% |
0.0060 |
0.6% |
18% |
False |
False |
737 |
| 60 |
0.9955 |
0.9573 |
0.0382 |
4.0% |
0.0053 |
0.5% |
18% |
False |
False |
534 |
| 80 |
0.9955 |
0.9573 |
0.0382 |
4.0% |
0.0049 |
0.5% |
18% |
False |
False |
431 |
| 100 |
1.0113 |
0.9573 |
0.0540 |
5.6% |
0.0046 |
0.5% |
12% |
False |
False |
367 |
| 120 |
1.0113 |
0.9573 |
0.0540 |
5.6% |
0.0041 |
0.4% |
12% |
False |
False |
307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0038 |
|
2.618 |
0.9910 |
|
1.618 |
0.9832 |
|
1.000 |
0.9784 |
|
0.618 |
0.9754 |
|
HIGH |
0.9706 |
|
0.618 |
0.9676 |
|
0.500 |
0.9667 |
|
0.382 |
0.9658 |
|
LOW |
0.9628 |
|
0.618 |
0.9580 |
|
1.000 |
0.9550 |
|
1.618 |
0.9502 |
|
2.618 |
0.9424 |
|
4.250 |
0.9297 |
|
|
| Fisher Pivots for day following 04-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9667 |
0.9666 |
| PP |
0.9658 |
0.9657 |
| S1 |
0.9649 |
0.9649 |
|