CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 07-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9646 |
0.9712 |
0.0066 |
0.7% |
0.9628 |
| High |
0.9779 |
0.9812 |
0.0033 |
0.3% |
0.9812 |
| Low |
0.9623 |
0.9696 |
0.0073 |
0.8% |
0.9611 |
| Close |
0.9719 |
0.9768 |
0.0049 |
0.5% |
0.9768 |
| Range |
0.0156 |
0.0116 |
-0.0040 |
-25.6% |
0.0201 |
| ATR |
0.0077 |
0.0080 |
0.0003 |
3.6% |
0.0000 |
| Volume |
9,738 |
15,370 |
5,632 |
57.8% |
34,553 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0107 |
1.0053 |
0.9832 |
|
| R3 |
0.9991 |
0.9937 |
0.9800 |
|
| R2 |
0.9875 |
0.9875 |
0.9789 |
|
| R1 |
0.9821 |
0.9821 |
0.9779 |
0.9848 |
| PP |
0.9759 |
0.9759 |
0.9759 |
0.9772 |
| S1 |
0.9705 |
0.9705 |
0.9757 |
0.9732 |
| S2 |
0.9643 |
0.9643 |
0.9747 |
|
| S3 |
0.9527 |
0.9589 |
0.9736 |
|
| S4 |
0.9411 |
0.9473 |
0.9704 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0333 |
1.0252 |
0.9879 |
|
| R3 |
1.0132 |
1.0051 |
0.9823 |
|
| R2 |
0.9931 |
0.9931 |
0.9805 |
|
| R1 |
0.9850 |
0.9850 |
0.9786 |
0.9891 |
| PP |
0.9730 |
0.9730 |
0.9730 |
0.9751 |
| S1 |
0.9649 |
0.9649 |
0.9750 |
0.9690 |
| S2 |
0.9529 |
0.9529 |
0.9731 |
|
| S3 |
0.9328 |
0.9448 |
0.9713 |
|
| S4 |
0.9127 |
0.9247 |
0.9657 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9812 |
0.9611 |
0.0201 |
2.1% |
0.0101 |
1.0% |
78% |
True |
False |
6,910 |
| 10 |
0.9812 |
0.9573 |
0.0239 |
2.4% |
0.0087 |
0.9% |
82% |
True |
False |
4,325 |
| 20 |
0.9906 |
0.9573 |
0.0333 |
3.4% |
0.0084 |
0.9% |
59% |
False |
False |
2,635 |
| 40 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0066 |
0.7% |
51% |
False |
False |
1,419 |
| 60 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0057 |
0.6% |
51% |
False |
False |
981 |
| 80 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0052 |
0.5% |
51% |
False |
False |
775 |
| 100 |
1.0105 |
0.9573 |
0.0532 |
5.4% |
0.0049 |
0.5% |
37% |
False |
False |
642 |
| 120 |
1.0113 |
0.9573 |
0.0540 |
5.5% |
0.0044 |
0.4% |
36% |
False |
False |
536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0305 |
|
2.618 |
1.0116 |
|
1.618 |
1.0000 |
|
1.000 |
0.9928 |
|
0.618 |
0.9884 |
|
HIGH |
0.9812 |
|
0.618 |
0.9768 |
|
0.500 |
0.9754 |
|
0.382 |
0.9740 |
|
LOW |
0.9696 |
|
0.618 |
0.9624 |
|
1.000 |
0.9580 |
|
1.618 |
0.9508 |
|
2.618 |
0.9392 |
|
4.250 |
0.9203 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9763 |
0.9749 |
| PP |
0.9759 |
0.9730 |
| S1 |
0.9754 |
0.9712 |
|