CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9785 |
0.9792 |
0.0007 |
0.1% |
0.9628 |
| High |
0.9805 |
0.9823 |
0.0018 |
0.2% |
0.9812 |
| Low |
0.9732 |
0.9765 |
0.0033 |
0.3% |
0.9611 |
| Close |
0.9791 |
0.9769 |
-0.0022 |
-0.2% |
0.9768 |
| Range |
0.0073 |
0.0058 |
-0.0015 |
-20.5% |
0.0201 |
| ATR |
0.0078 |
0.0076 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
30,208 |
44,423 |
14,215 |
47.1% |
34,553 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9960 |
0.9922 |
0.9801 |
|
| R3 |
0.9902 |
0.9864 |
0.9785 |
|
| R2 |
0.9844 |
0.9844 |
0.9780 |
|
| R1 |
0.9806 |
0.9806 |
0.9774 |
0.9796 |
| PP |
0.9786 |
0.9786 |
0.9786 |
0.9781 |
| S1 |
0.9748 |
0.9748 |
0.9764 |
0.9738 |
| S2 |
0.9728 |
0.9728 |
0.9758 |
|
| S3 |
0.9670 |
0.9690 |
0.9753 |
|
| S4 |
0.9612 |
0.9632 |
0.9737 |
|
|
| 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 |
0.9823 |
0.9623 |
0.0200 |
2.0% |
0.0090 |
0.9% |
73% |
True |
False |
24,572 |
| 10 |
0.9823 |
0.9602 |
0.0221 |
2.3% |
0.0084 |
0.9% |
76% |
True |
False |
13,622 |
| 20 |
0.9826 |
0.9573 |
0.0253 |
2.6% |
0.0083 |
0.8% |
77% |
False |
False |
7,401 |
| 40 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0066 |
0.7% |
51% |
False |
False |
3,844 |
| 60 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0058 |
0.6% |
51% |
False |
False |
2,605 |
| 80 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0053 |
0.5% |
51% |
False |
False |
1,996 |
| 100 |
1.0047 |
0.9573 |
0.0474 |
4.9% |
0.0050 |
0.5% |
41% |
False |
False |
1,619 |
| 120 |
1.0113 |
0.9573 |
0.0540 |
5.5% |
0.0045 |
0.5% |
36% |
False |
False |
1,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0070 |
|
2.618 |
0.9975 |
|
1.618 |
0.9917 |
|
1.000 |
0.9881 |
|
0.618 |
0.9859 |
|
HIGH |
0.9823 |
|
0.618 |
0.9801 |
|
0.500 |
0.9794 |
|
0.382 |
0.9787 |
|
LOW |
0.9765 |
|
0.618 |
0.9729 |
|
1.000 |
0.9707 |
|
1.618 |
0.9671 |
|
2.618 |
0.9613 |
|
4.250 |
0.9519 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9794 |
0.9778 |
| PP |
0.9786 |
0.9775 |
| S1 |
0.9777 |
0.9772 |
|