CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 28-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2013 |
28-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9525 |
0.9523 |
-0.0002 |
0.0% |
0.9526 |
| High |
0.9574 |
0.9547 |
-0.0027 |
-0.3% |
0.9574 |
| Low |
0.9500 |
0.9455 |
-0.0045 |
-0.5% |
0.9453 |
| Close |
0.9523 |
0.9504 |
-0.0019 |
-0.2% |
0.9504 |
| Range |
0.0074 |
0.0092 |
0.0018 |
24.3% |
0.0121 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.2% |
0.0000 |
| Volume |
75,260 |
87,387 |
12,127 |
16.1% |
450,845 |
|
| Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9778 |
0.9733 |
0.9555 |
|
| R3 |
0.9686 |
0.9641 |
0.9529 |
|
| R2 |
0.9594 |
0.9594 |
0.9521 |
|
| R1 |
0.9549 |
0.9549 |
0.9512 |
0.9526 |
| PP |
0.9502 |
0.9502 |
0.9502 |
0.9490 |
| S1 |
0.9457 |
0.9457 |
0.9496 |
0.9434 |
| S2 |
0.9410 |
0.9410 |
0.9487 |
|
| S3 |
0.9318 |
0.9365 |
0.9479 |
|
| S4 |
0.9226 |
0.9273 |
0.9453 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9873 |
0.9810 |
0.9571 |
|
| R3 |
0.9752 |
0.9689 |
0.9537 |
|
| R2 |
0.9631 |
0.9631 |
0.9526 |
|
| R1 |
0.9568 |
0.9568 |
0.9515 |
0.9539 |
| PP |
0.9510 |
0.9510 |
0.9510 |
0.9496 |
| S1 |
0.9447 |
0.9447 |
0.9493 |
0.9418 |
| S2 |
0.9389 |
0.9389 |
0.9482 |
|
| S3 |
0.9268 |
0.9326 |
0.9471 |
|
| S4 |
0.9147 |
0.9205 |
0.9437 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9574 |
0.9453 |
0.0121 |
1.3% |
0.0080 |
0.8% |
42% |
False |
False |
90,169 |
| 10 |
0.9831 |
0.9453 |
0.0378 |
4.0% |
0.0084 |
0.9% |
13% |
False |
False |
83,471 |
| 20 |
0.9846 |
0.9453 |
0.0393 |
4.1% |
0.0082 |
0.9% |
13% |
False |
False |
53,803 |
| 40 |
0.9955 |
0.9453 |
0.0502 |
5.3% |
0.0076 |
0.8% |
10% |
False |
False |
27,382 |
| 60 |
0.9955 |
0.9453 |
0.0502 |
5.3% |
0.0067 |
0.7% |
10% |
False |
False |
18,316 |
| 80 |
0.9955 |
0.9453 |
0.0502 |
5.3% |
0.0059 |
0.6% |
10% |
False |
False |
13,767 |
| 100 |
1.0000 |
0.9453 |
0.0547 |
5.8% |
0.0055 |
0.6% |
9% |
False |
False |
11,037 |
| 120 |
1.0113 |
0.9453 |
0.0660 |
6.9% |
0.0051 |
0.5% |
8% |
False |
False |
9,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9938 |
|
2.618 |
0.9788 |
|
1.618 |
0.9696 |
|
1.000 |
0.9639 |
|
0.618 |
0.9604 |
|
HIGH |
0.9547 |
|
0.618 |
0.9512 |
|
0.500 |
0.9501 |
|
0.382 |
0.9490 |
|
LOW |
0.9455 |
|
0.618 |
0.9398 |
|
1.000 |
0.9363 |
|
1.618 |
0.9306 |
|
2.618 |
0.9214 |
|
4.250 |
0.9064 |
|
|
| Fisher Pivots for day following 28-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9503 |
0.9515 |
| PP |
0.9502 |
0.9511 |
| S1 |
0.9501 |
0.9508 |
|