CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 20-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9771 |
0.9716 |
-0.0055 |
-0.6% |
0.9763 |
| High |
0.9808 |
0.9719 |
-0.0089 |
-0.9% |
0.9846 |
| Low |
0.9700 |
0.9599 |
-0.0101 |
-1.0% |
0.9732 |
| Close |
0.9702 |
0.9601 |
-0.0101 |
-1.0% |
0.9810 |
| Range |
0.0108 |
0.0120 |
0.0012 |
11.1% |
0.0114 |
| ATR |
0.0073 |
0.0077 |
0.0003 |
4.6% |
0.0000 |
| Volume |
70,336 |
105,602 |
35,266 |
50.1% |
206,802 |
|
| Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0000 |
0.9920 |
0.9667 |
|
| R3 |
0.9880 |
0.9800 |
0.9634 |
|
| R2 |
0.9760 |
0.9760 |
0.9623 |
|
| R1 |
0.9680 |
0.9680 |
0.9612 |
0.9660 |
| PP |
0.9640 |
0.9640 |
0.9640 |
0.9630 |
| S1 |
0.9560 |
0.9560 |
0.9590 |
0.9540 |
| S2 |
0.9520 |
0.9520 |
0.9579 |
|
| S3 |
0.9400 |
0.9440 |
0.9568 |
|
| S4 |
0.9280 |
0.9320 |
0.9535 |
|
|
| 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 |
0.9599 |
0.0247 |
2.6% |
0.0075 |
0.8% |
1% |
False |
True |
66,545 |
| 10 |
0.9846 |
0.9599 |
0.0247 |
2.6% |
0.0075 |
0.8% |
1% |
False |
True |
49,413 |
| 20 |
0.9846 |
0.9573 |
0.0273 |
2.8% |
0.0080 |
0.8% |
10% |
False |
False |
26,187 |
| 40 |
0.9955 |
0.9573 |
0.0382 |
4.0% |
0.0071 |
0.7% |
7% |
False |
False |
13,348 |
| 60 |
0.9955 |
0.9573 |
0.0382 |
4.0% |
0.0061 |
0.6% |
7% |
False |
False |
8,945 |
| 80 |
0.9955 |
0.9573 |
0.0382 |
4.0% |
0.0056 |
0.6% |
7% |
False |
False |
6,747 |
| 100 |
1.0000 |
0.9573 |
0.0427 |
4.4% |
0.0052 |
0.5% |
7% |
False |
False |
5,416 |
| 120 |
1.0113 |
0.9573 |
0.0540 |
5.6% |
0.0048 |
0.5% |
5% |
False |
False |
4,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0229 |
|
2.618 |
1.0033 |
|
1.618 |
0.9913 |
|
1.000 |
0.9839 |
|
0.618 |
0.9793 |
|
HIGH |
0.9719 |
|
0.618 |
0.9673 |
|
0.500 |
0.9659 |
|
0.382 |
0.9645 |
|
LOW |
0.9599 |
|
0.618 |
0.9525 |
|
1.000 |
0.9479 |
|
1.618 |
0.9405 |
|
2.618 |
0.9285 |
|
4.250 |
0.9089 |
|
|
| Fisher Pivots for day following 20-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9659 |
0.9704 |
| PP |
0.9640 |
0.9669 |
| S1 |
0.9620 |
0.9635 |
|