CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 05-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9674 |
0.9605 |
-0.0069 |
-0.7% |
0.9623 |
| High |
0.9674 |
0.9635 |
-0.0039 |
-0.4% |
0.9668 |
| Low |
0.9607 |
0.9592 |
-0.0015 |
-0.2% |
0.9558 |
| Close |
0.9620 |
0.9619 |
-0.0001 |
0.0% |
0.9601 |
| Range |
0.0067 |
0.0043 |
-0.0024 |
-35.8% |
0.0110 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
166 |
102 |
-64 |
-38.6% |
1,109 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9744 |
0.9725 |
0.9643 |
|
| R3 |
0.9701 |
0.9682 |
0.9631 |
|
| R2 |
0.9658 |
0.9658 |
0.9627 |
|
| R1 |
0.9639 |
0.9639 |
0.9623 |
0.9649 |
| PP |
0.9615 |
0.9615 |
0.9615 |
0.9620 |
| S1 |
0.9596 |
0.9596 |
0.9615 |
0.9606 |
| S2 |
0.9572 |
0.9572 |
0.9611 |
|
| S3 |
0.9529 |
0.9553 |
0.9607 |
|
| S4 |
0.9486 |
0.9510 |
0.9595 |
|
|
| 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 |
0.9592 |
0.0104 |
1.1% |
0.0063 |
0.7% |
26% |
False |
True |
170 |
| 10 |
0.9706 |
0.9558 |
0.0148 |
1.5% |
0.0071 |
0.7% |
41% |
False |
False |
210 |
| 20 |
0.9924 |
0.9558 |
0.0366 |
3.8% |
0.0063 |
0.7% |
17% |
False |
False |
174 |
| 40 |
0.9924 |
0.9558 |
0.0366 |
3.8% |
0.0049 |
0.5% |
17% |
False |
False |
156 |
| 60 |
0.9924 |
0.9558 |
0.0366 |
3.8% |
0.0043 |
0.4% |
17% |
False |
False |
121 |
| 80 |
0.9932 |
0.9558 |
0.0374 |
3.9% |
0.0041 |
0.4% |
16% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9818 |
|
2.618 |
0.9748 |
|
1.618 |
0.9705 |
|
1.000 |
0.9678 |
|
0.618 |
0.9662 |
|
HIGH |
0.9635 |
|
0.618 |
0.9619 |
|
0.500 |
0.9614 |
|
0.382 |
0.9608 |
|
LOW |
0.9592 |
|
0.618 |
0.9565 |
|
1.000 |
0.9549 |
|
1.618 |
0.9522 |
|
2.618 |
0.9479 |
|
4.250 |
0.9409 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9617 |
0.9644 |
| PP |
0.9615 |
0.9636 |
| S1 |
0.9614 |
0.9627 |
|