CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 20-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9745 |
0.9675 |
-0.0070 |
-0.7% |
0.9865 |
| High |
0.9745 |
0.9735 |
-0.0010 |
-0.1% |
0.9865 |
| Low |
0.9651 |
0.9675 |
0.0024 |
0.2% |
0.9651 |
| Close |
0.9676 |
0.9732 |
0.0056 |
0.6% |
0.9676 |
| Range |
0.0094 |
0.0060 |
-0.0034 |
-36.2% |
0.0214 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
1.6% |
0.0000 |
| Volume |
91 |
353 |
262 |
287.9% |
870 |
|
| Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9894 |
0.9873 |
0.9765 |
|
| R3 |
0.9834 |
0.9813 |
0.9749 |
|
| R2 |
0.9774 |
0.9774 |
0.9743 |
|
| R1 |
0.9753 |
0.9753 |
0.9738 |
0.9764 |
| PP |
0.9714 |
0.9714 |
0.9714 |
0.9719 |
| S1 |
0.9693 |
0.9693 |
0.9727 |
0.9704 |
| S2 |
0.9654 |
0.9654 |
0.9721 |
|
| S3 |
0.9594 |
0.9633 |
0.9716 |
|
| S4 |
0.9534 |
0.9573 |
0.9699 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0373 |
1.0238 |
0.9794 |
|
| R3 |
1.0159 |
1.0024 |
0.9735 |
|
| R2 |
0.9945 |
0.9945 |
0.9715 |
|
| R1 |
0.9810 |
0.9810 |
0.9696 |
0.9771 |
| PP |
0.9731 |
0.9731 |
0.9731 |
0.9711 |
| S1 |
0.9596 |
0.9596 |
0.9656 |
0.9557 |
| S2 |
0.9517 |
0.9517 |
0.9637 |
|
| S3 |
0.9303 |
0.9382 |
0.9617 |
|
| S4 |
0.9089 |
0.9168 |
0.9558 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9844 |
0.9651 |
0.0193 |
2.0% |
0.0062 |
0.6% |
42% |
False |
False |
193 |
| 10 |
0.9924 |
0.9651 |
0.0273 |
2.8% |
0.0051 |
0.5% |
30% |
False |
False |
140 |
| 20 |
0.9924 |
0.9651 |
0.0273 |
2.8% |
0.0041 |
0.4% |
30% |
False |
False |
190 |
| 40 |
0.9924 |
0.9651 |
0.0273 |
2.8% |
0.0038 |
0.4% |
30% |
False |
False |
112 |
| 60 |
0.9924 |
0.9627 |
0.0297 |
3.1% |
0.0037 |
0.4% |
35% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9990 |
|
2.618 |
0.9892 |
|
1.618 |
0.9832 |
|
1.000 |
0.9795 |
|
0.618 |
0.9772 |
|
HIGH |
0.9735 |
|
0.618 |
0.9712 |
|
0.500 |
0.9705 |
|
0.382 |
0.9698 |
|
LOW |
0.9675 |
|
0.618 |
0.9638 |
|
1.000 |
0.9615 |
|
1.618 |
0.9578 |
|
2.618 |
0.9518 |
|
4.250 |
0.9420 |
|
|
| Fisher Pivots for day following 20-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9723 |
0.9730 |
| PP |
0.9714 |
0.9728 |
| S1 |
0.9705 |
0.9727 |
|