CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9773 |
0.9823 |
0.0050 |
0.5% |
0.9763 |
| High |
0.9834 |
0.9846 |
0.0012 |
0.1% |
0.9846 |
| Low |
0.9757 |
0.9794 |
0.0037 |
0.4% |
0.9732 |
| Close |
0.9798 |
0.9810 |
0.0012 |
0.1% |
0.9810 |
| Range |
0.0077 |
0.0052 |
-0.0025 |
-32.5% |
0.0114 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
48,281 |
60,769 |
12,488 |
25.9% |
206,802 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9973 |
0.9943 |
0.9839 |
|
| R3 |
0.9921 |
0.9891 |
0.9824 |
|
| R2 |
0.9869 |
0.9869 |
0.9820 |
|
| R1 |
0.9839 |
0.9839 |
0.9815 |
0.9828 |
| PP |
0.9817 |
0.9817 |
0.9817 |
0.9811 |
| S1 |
0.9787 |
0.9787 |
0.9805 |
0.9776 |
| S2 |
0.9765 |
0.9765 |
0.9800 |
|
| S3 |
0.9713 |
0.9735 |
0.9796 |
|
| S4 |
0.9661 |
0.9683 |
0.9781 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0138 |
1.0088 |
0.9873 |
|
| R3 |
1.0024 |
0.9974 |
0.9841 |
|
| R2 |
0.9910 |
0.9910 |
0.9831 |
|
| R1 |
0.9860 |
0.9860 |
0.9820 |
0.9885 |
| PP |
0.9796 |
0.9796 |
0.9796 |
0.9809 |
| S1 |
0.9746 |
0.9746 |
0.9800 |
0.9771 |
| S2 |
0.9682 |
0.9682 |
0.9789 |
|
| S3 |
0.9568 |
0.9632 |
0.9779 |
|
| S4 |
0.9454 |
0.9518 |
0.9747 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9846 |
0.9732 |
0.0114 |
1.2% |
0.0062 |
0.6% |
68% |
True |
False |
41,360 |
| 10 |
0.9846 |
0.9611 |
0.0235 |
2.4% |
0.0081 |
0.8% |
85% |
True |
False |
24,135 |
| 20 |
0.9846 |
0.9573 |
0.0273 |
2.8% |
0.0083 |
0.9% |
87% |
True |
False |
12,790 |
| 40 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0066 |
0.7% |
62% |
False |
False |
6,559 |
| 60 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0059 |
0.6% |
62% |
False |
False |
4,419 |
| 80 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0054 |
0.5% |
62% |
False |
False |
3,358 |
| 100 |
1.0032 |
0.9573 |
0.0459 |
4.7% |
0.0051 |
0.5% |
52% |
False |
False |
2,709 |
| 120 |
1.0113 |
0.9573 |
0.0540 |
5.5% |
0.0046 |
0.5% |
44% |
False |
False |
2,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0067 |
|
2.618 |
0.9982 |
|
1.618 |
0.9930 |
|
1.000 |
0.9898 |
|
0.618 |
0.9878 |
|
HIGH |
0.9846 |
|
0.618 |
0.9826 |
|
0.500 |
0.9820 |
|
0.382 |
0.9814 |
|
LOW |
0.9794 |
|
0.618 |
0.9762 |
|
1.000 |
0.9742 |
|
1.618 |
0.9710 |
|
2.618 |
0.9658 |
|
4.250 |
0.9573 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9820 |
0.9807 |
| PP |
0.9817 |
0.9804 |
| S1 |
0.9813 |
0.9802 |
|