CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9675 |
0.9585 |
-0.0090 |
-0.9% |
0.9865 |
| High |
0.9706 |
0.9673 |
-0.0033 |
-0.3% |
0.9865 |
| Low |
0.9585 |
0.9585 |
0.0000 |
0.0% |
0.9651 |
| Close |
0.9588 |
0.9658 |
0.0070 |
0.7% |
0.9676 |
| Range |
0.0121 |
0.0088 |
-0.0033 |
-27.3% |
0.0214 |
| ATR |
0.0057 |
0.0060 |
0.0002 |
3.8% |
0.0000 |
| Volume |
147 |
274 |
127 |
86.4% |
870 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9903 |
0.9868 |
0.9706 |
|
| R3 |
0.9815 |
0.9780 |
0.9682 |
|
| R2 |
0.9727 |
0.9727 |
0.9674 |
|
| R1 |
0.9692 |
0.9692 |
0.9666 |
0.9710 |
| PP |
0.9639 |
0.9639 |
0.9639 |
0.9647 |
| S1 |
0.9604 |
0.9604 |
0.9650 |
0.9622 |
| S2 |
0.9551 |
0.9551 |
0.9642 |
|
| S3 |
0.9463 |
0.9516 |
0.9634 |
|
| S4 |
0.9375 |
0.9428 |
0.9610 |
|
|
| 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 |
0.9745 |
0.9585 |
0.0160 |
1.7% |
0.0084 |
0.9% |
46% |
False |
True |
177 |
| 10 |
0.9880 |
0.9585 |
0.0295 |
3.1% |
0.0068 |
0.7% |
25% |
False |
True |
174 |
| 20 |
0.9924 |
0.9585 |
0.0339 |
3.5% |
0.0050 |
0.5% |
22% |
False |
True |
187 |
| 40 |
0.9924 |
0.9585 |
0.0339 |
3.5% |
0.0042 |
0.4% |
22% |
False |
True |
121 |
| 60 |
0.9924 |
0.9585 |
0.0339 |
3.5% |
0.0039 |
0.4% |
22% |
False |
True |
102 |
| 80 |
0.9975 |
0.9585 |
0.0390 |
4.0% |
0.0038 |
0.4% |
19% |
False |
True |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0047 |
|
2.618 |
0.9903 |
|
1.618 |
0.9815 |
|
1.000 |
0.9761 |
|
0.618 |
0.9727 |
|
HIGH |
0.9673 |
|
0.618 |
0.9639 |
|
0.500 |
0.9629 |
|
0.382 |
0.9619 |
|
LOW |
0.9585 |
|
0.618 |
0.9531 |
|
1.000 |
0.9497 |
|
1.618 |
0.9443 |
|
2.618 |
0.9355 |
|
4.250 |
0.9211 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9648 |
0.9654 |
| PP |
0.9639 |
0.9650 |
| S1 |
0.9629 |
0.9646 |
|