CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9792 |
0.9773 |
-0.0019 |
-0.2% |
0.9628 |
| High |
0.9823 |
0.9834 |
0.0011 |
0.1% |
0.9812 |
| Low |
0.9765 |
0.9757 |
-0.0008 |
-0.1% |
0.9611 |
| Close |
0.9769 |
0.9798 |
0.0029 |
0.3% |
0.9768 |
| Range |
0.0058 |
0.0077 |
0.0019 |
32.8% |
0.0201 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.1% |
0.0000 |
| Volume |
44,423 |
48,281 |
3,858 |
8.7% |
34,553 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0027 |
0.9990 |
0.9840 |
|
| R3 |
0.9950 |
0.9913 |
0.9819 |
|
| R2 |
0.9873 |
0.9873 |
0.9812 |
|
| R1 |
0.9836 |
0.9836 |
0.9805 |
0.9855 |
| PP |
0.9796 |
0.9796 |
0.9796 |
0.9806 |
| S1 |
0.9759 |
0.9759 |
0.9791 |
0.9778 |
| S2 |
0.9719 |
0.9719 |
0.9784 |
|
| S3 |
0.9642 |
0.9682 |
0.9777 |
|
| S4 |
0.9565 |
0.9605 |
0.9756 |
|
|
| 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 |
0.9834 |
0.9696 |
0.0138 |
1.4% |
0.0074 |
0.8% |
74% |
True |
False |
32,280 |
| 10 |
0.9834 |
0.9610 |
0.0224 |
2.3% |
0.0084 |
0.9% |
84% |
True |
False |
18,259 |
| 20 |
0.9834 |
0.9573 |
0.0261 |
2.7% |
0.0084 |
0.9% |
86% |
True |
False |
9,782 |
| 40 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0066 |
0.7% |
59% |
False |
False |
5,047 |
| 60 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0058 |
0.6% |
59% |
False |
False |
3,409 |
| 80 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0054 |
0.5% |
59% |
False |
False |
2,600 |
| 100 |
1.0032 |
0.9573 |
0.0459 |
4.7% |
0.0050 |
0.5% |
49% |
False |
False |
2,102 |
| 120 |
1.0113 |
0.9573 |
0.0540 |
5.5% |
0.0045 |
0.5% |
42% |
False |
False |
1,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0161 |
|
2.618 |
1.0036 |
|
1.618 |
0.9959 |
|
1.000 |
0.9911 |
|
0.618 |
0.9882 |
|
HIGH |
0.9834 |
|
0.618 |
0.9805 |
|
0.500 |
0.9796 |
|
0.382 |
0.9786 |
|
LOW |
0.9757 |
|
0.618 |
0.9709 |
|
1.000 |
0.9680 |
|
1.618 |
0.9632 |
|
2.618 |
0.9555 |
|
4.250 |
0.9430 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9797 |
0.9793 |
| PP |
0.9796 |
0.9788 |
| S1 |
0.9796 |
0.9783 |
|