CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 06-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9650 |
0.9646 |
-0.0004 |
0.0% |
0.9664 |
| High |
0.9658 |
0.9779 |
0.0121 |
1.3% |
0.9688 |
| Low |
0.9611 |
0.9623 |
0.0012 |
0.1% |
0.9573 |
| Close |
0.9639 |
0.9719 |
0.0080 |
0.8% |
0.9621 |
| Range |
0.0047 |
0.0156 |
0.0109 |
231.9% |
0.0115 |
| ATR |
0.0071 |
0.0077 |
0.0006 |
8.5% |
0.0000 |
| Volume |
2,409 |
9,738 |
7,329 |
304.2% |
6,935 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0175 |
1.0103 |
0.9805 |
|
| R3 |
1.0019 |
0.9947 |
0.9762 |
|
| R2 |
0.9863 |
0.9863 |
0.9748 |
|
| R1 |
0.9791 |
0.9791 |
0.9733 |
0.9827 |
| PP |
0.9707 |
0.9707 |
0.9707 |
0.9725 |
| S1 |
0.9635 |
0.9635 |
0.9705 |
0.9671 |
| S2 |
0.9551 |
0.9551 |
0.9690 |
|
| S3 |
0.9395 |
0.9479 |
0.9676 |
|
| S4 |
0.9239 |
0.9323 |
0.9633 |
|
|
| 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 |
0.9779 |
0.9610 |
0.0169 |
1.7% |
0.0093 |
1.0% |
64% |
True |
False |
4,237 |
| 10 |
0.9779 |
0.9573 |
0.0206 |
2.1% |
0.0085 |
0.9% |
71% |
True |
False |
2,961 |
| 20 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0082 |
0.8% |
38% |
False |
False |
1,890 |
| 40 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0064 |
0.7% |
38% |
False |
False |
1,036 |
| 60 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0056 |
0.6% |
38% |
False |
False |
732 |
| 80 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0051 |
0.5% |
38% |
False |
False |
583 |
| 100 |
1.0109 |
0.9573 |
0.0536 |
5.5% |
0.0048 |
0.5% |
27% |
False |
False |
488 |
| 120 |
1.0113 |
0.9573 |
0.0540 |
5.6% |
0.0043 |
0.4% |
27% |
False |
False |
408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0442 |
|
2.618 |
1.0187 |
|
1.618 |
1.0031 |
|
1.000 |
0.9935 |
|
0.618 |
0.9875 |
|
HIGH |
0.9779 |
|
0.618 |
0.9719 |
|
0.500 |
0.9701 |
|
0.382 |
0.9683 |
|
LOW |
0.9623 |
|
0.618 |
0.9527 |
|
1.000 |
0.9467 |
|
1.618 |
0.9371 |
|
2.618 |
0.9215 |
|
4.250 |
0.8960 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9713 |
0.9711 |
| PP |
0.9707 |
0.9703 |
| S1 |
0.9701 |
0.9695 |
|