CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 05-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9697 |
0.9650 |
-0.0047 |
-0.5% |
0.9664 |
| High |
0.9706 |
0.9658 |
-0.0048 |
-0.5% |
0.9688 |
| Low |
0.9628 |
0.9611 |
-0.0017 |
-0.2% |
0.9573 |
| Close |
0.9640 |
0.9639 |
-0.0001 |
0.0% |
0.9621 |
| Range |
0.0078 |
0.0047 |
-0.0031 |
-39.7% |
0.0115 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
5,292 |
2,409 |
-2,883 |
-54.5% |
6,935 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9777 |
0.9755 |
0.9665 |
|
| R3 |
0.9730 |
0.9708 |
0.9652 |
|
| R2 |
0.9683 |
0.9683 |
0.9648 |
|
| R1 |
0.9661 |
0.9661 |
0.9643 |
0.9649 |
| PP |
0.9636 |
0.9636 |
0.9636 |
0.9630 |
| S1 |
0.9614 |
0.9614 |
0.9635 |
0.9602 |
| S2 |
0.9589 |
0.9589 |
0.9630 |
|
| S3 |
0.9542 |
0.9567 |
0.9626 |
|
| S4 |
0.9495 |
0.9520 |
0.9613 |
|
|
| 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 |
0.9602 |
0.0119 |
1.2% |
0.0079 |
0.8% |
31% |
False |
False |
2,673 |
| 10 |
0.9726 |
0.9573 |
0.0153 |
1.6% |
0.0082 |
0.8% |
43% |
False |
False |
2,088 |
| 20 |
0.9955 |
0.9573 |
0.0382 |
4.0% |
0.0076 |
0.8% |
17% |
False |
False |
1,414 |
| 40 |
0.9955 |
0.9573 |
0.0382 |
4.0% |
0.0061 |
0.6% |
17% |
False |
False |
796 |
| 60 |
0.9955 |
0.9573 |
0.0382 |
4.0% |
0.0053 |
0.6% |
17% |
False |
False |
572 |
| 80 |
0.9955 |
0.9573 |
0.0382 |
4.0% |
0.0049 |
0.5% |
17% |
False |
False |
461 |
| 100 |
1.0113 |
0.9573 |
0.0540 |
5.6% |
0.0047 |
0.5% |
12% |
False |
False |
391 |
| 120 |
1.0113 |
0.9573 |
0.0540 |
5.6% |
0.0041 |
0.4% |
12% |
False |
False |
327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9858 |
|
2.618 |
0.9781 |
|
1.618 |
0.9734 |
|
1.000 |
0.9705 |
|
0.618 |
0.9687 |
|
HIGH |
0.9658 |
|
0.618 |
0.9640 |
|
0.500 |
0.9635 |
|
0.382 |
0.9629 |
|
LOW |
0.9611 |
|
0.618 |
0.9582 |
|
1.000 |
0.9564 |
|
1.618 |
0.9535 |
|
2.618 |
0.9488 |
|
4.250 |
0.9411 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9638 |
0.9666 |
| PP |
0.9636 |
0.9657 |
| S1 |
0.9635 |
0.9648 |
|