CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 03-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2013 |
03-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9509 |
0.9466 |
-0.0043 |
-0.5% |
0.9526 |
| High |
0.9511 |
0.9504 |
-0.0007 |
-0.1% |
0.9574 |
| Low |
0.9436 |
0.9448 |
0.0012 |
0.1% |
0.9453 |
| Close |
0.9470 |
0.9490 |
0.0020 |
0.2% |
0.9504 |
| Range |
0.0075 |
0.0056 |
-0.0019 |
-25.3% |
0.0121 |
| ATR |
0.0077 |
0.0075 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
68,227 |
56,258 |
-11,969 |
-17.5% |
450,845 |
|
| Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9649 |
0.9625 |
0.9521 |
|
| R3 |
0.9593 |
0.9569 |
0.9505 |
|
| R2 |
0.9537 |
0.9537 |
0.9500 |
|
| R1 |
0.9513 |
0.9513 |
0.9495 |
0.9525 |
| PP |
0.9481 |
0.9481 |
0.9481 |
0.9487 |
| S1 |
0.9457 |
0.9457 |
0.9485 |
0.9469 |
| S2 |
0.9425 |
0.9425 |
0.9480 |
|
| S3 |
0.9369 |
0.9401 |
0.9475 |
|
| S4 |
0.9313 |
0.9345 |
0.9459 |
|
|
| 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 |
0.9436 |
0.0138 |
1.5% |
0.0068 |
0.7% |
39% |
False |
False |
67,398 |
| 10 |
0.9719 |
0.9436 |
0.0283 |
3.0% |
0.0081 |
0.9% |
19% |
False |
False |
84,269 |
| 20 |
0.9846 |
0.9436 |
0.0410 |
4.3% |
0.0080 |
0.8% |
13% |
False |
False |
62,048 |
| 40 |
0.9955 |
0.9436 |
0.0519 |
5.5% |
0.0078 |
0.8% |
10% |
False |
False |
31,731 |
| 60 |
0.9955 |
0.9436 |
0.0519 |
5.5% |
0.0067 |
0.7% |
10% |
False |
False |
21,213 |
| 80 |
0.9955 |
0.9436 |
0.0519 |
5.5% |
0.0060 |
0.6% |
10% |
False |
False |
15,941 |
| 100 |
0.9955 |
0.9436 |
0.0519 |
5.5% |
0.0056 |
0.6% |
10% |
False |
False |
12,779 |
| 120 |
1.0113 |
0.9436 |
0.0677 |
7.1% |
0.0052 |
0.5% |
8% |
False |
False |
10,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9742 |
|
2.618 |
0.9651 |
|
1.618 |
0.9595 |
|
1.000 |
0.9560 |
|
0.618 |
0.9539 |
|
HIGH |
0.9504 |
|
0.618 |
0.9483 |
|
0.500 |
0.9476 |
|
0.382 |
0.9469 |
|
LOW |
0.9448 |
|
0.618 |
0.9413 |
|
1.000 |
0.9392 |
|
1.618 |
0.9357 |
|
2.618 |
0.9301 |
|
4.250 |
0.9210 |
|
|
| Fisher Pivots for day following 03-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9485 |
0.9486 |
| PP |
0.9481 |
0.9481 |
| S1 |
0.9476 |
0.9477 |
|