CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 03-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9612 |
0.9613 |
0.0001 |
0.0% |
0.9623 |
| High |
0.9645 |
0.9696 |
0.0051 |
0.5% |
0.9668 |
| Low |
0.9595 |
0.9605 |
0.0010 |
0.1% |
0.9558 |
| Close |
0.9601 |
0.9686 |
0.0085 |
0.9% |
0.9601 |
| Range |
0.0050 |
0.0091 |
0.0041 |
82.0% |
0.0110 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
4.0% |
0.0000 |
| Volume |
52 |
117 |
65 |
125.0% |
1,109 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9935 |
0.9902 |
0.9736 |
|
| R3 |
0.9844 |
0.9811 |
0.9711 |
|
| R2 |
0.9753 |
0.9753 |
0.9703 |
|
| R1 |
0.9720 |
0.9720 |
0.9694 |
0.9737 |
| PP |
0.9662 |
0.9662 |
0.9662 |
0.9671 |
| S1 |
0.9629 |
0.9629 |
0.9678 |
0.9646 |
| S2 |
0.9571 |
0.9571 |
0.9669 |
|
| S3 |
0.9480 |
0.9538 |
0.9661 |
|
| S4 |
0.9389 |
0.9447 |
0.9636 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9939 |
0.9880 |
0.9662 |
|
| R3 |
0.9829 |
0.9770 |
0.9631 |
|
| R2 |
0.9719 |
0.9719 |
0.9621 |
|
| R1 |
0.9660 |
0.9660 |
0.9611 |
0.9635 |
| PP |
0.9609 |
0.9609 |
0.9609 |
0.9596 |
| S1 |
0.9550 |
0.9550 |
0.9591 |
0.9525 |
| S2 |
0.9499 |
0.9499 |
0.9581 |
|
| S3 |
0.9389 |
0.9440 |
0.9571 |
|
| S4 |
0.9279 |
0.9330 |
0.9541 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9696 |
0.9558 |
0.0138 |
1.4% |
0.0068 |
0.7% |
93% |
True |
False |
245 |
| 10 |
0.9735 |
0.9558 |
0.0177 |
1.8% |
0.0071 |
0.7% |
72% |
False |
False |
221 |
| 20 |
0.9924 |
0.9558 |
0.0366 |
3.8% |
0.0059 |
0.6% |
35% |
False |
False |
168 |
| 40 |
0.9924 |
0.9558 |
0.0366 |
3.8% |
0.0048 |
0.5% |
35% |
False |
False |
152 |
| 60 |
0.9924 |
0.9558 |
0.0366 |
3.8% |
0.0042 |
0.4% |
35% |
False |
False |
119 |
| 80 |
0.9951 |
0.9558 |
0.0393 |
4.1% |
0.0040 |
0.4% |
33% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0083 |
|
2.618 |
0.9934 |
|
1.618 |
0.9843 |
|
1.000 |
0.9787 |
|
0.618 |
0.9752 |
|
HIGH |
0.9696 |
|
0.618 |
0.9661 |
|
0.500 |
0.9651 |
|
0.382 |
0.9640 |
|
LOW |
0.9605 |
|
0.618 |
0.9549 |
|
1.000 |
0.9514 |
|
1.618 |
0.9458 |
|
2.618 |
0.9367 |
|
4.250 |
0.9218 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9674 |
0.9673 |
| PP |
0.9662 |
0.9659 |
| S1 |
0.9651 |
0.9646 |
|