CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 11-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9761 |
0.9759 |
-0.0002 |
0.0% |
0.9613 |
| High |
0.9785 |
0.9780 |
-0.0005 |
-0.1% |
0.9790 |
| Low |
0.9750 |
0.9715 |
-0.0035 |
-0.4% |
0.9592 |
| Close |
0.9767 |
0.9771 |
0.0004 |
0.0% |
0.9748 |
| Range |
0.0035 |
0.0065 |
0.0030 |
85.7% |
0.0198 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
444 |
298 |
-146 |
-32.9% |
1,019 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9950 |
0.9926 |
0.9807 |
|
| R3 |
0.9885 |
0.9861 |
0.9789 |
|
| R2 |
0.9820 |
0.9820 |
0.9783 |
|
| R1 |
0.9796 |
0.9796 |
0.9777 |
0.9808 |
| PP |
0.9755 |
0.9755 |
0.9755 |
0.9762 |
| S1 |
0.9731 |
0.9731 |
0.9765 |
0.9743 |
| S2 |
0.9690 |
0.9690 |
0.9759 |
|
| S3 |
0.9625 |
0.9666 |
0.9753 |
|
| S4 |
0.9560 |
0.9601 |
0.9735 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0304 |
1.0224 |
0.9857 |
|
| R3 |
1.0106 |
1.0026 |
0.9802 |
|
| R2 |
0.9908 |
0.9908 |
0.9784 |
|
| R1 |
0.9828 |
0.9828 |
0.9766 |
0.9868 |
| PP |
0.9710 |
0.9710 |
0.9710 |
0.9730 |
| S1 |
0.9630 |
0.9630 |
0.9730 |
0.9670 |
| S2 |
0.9512 |
0.9512 |
0.9712 |
|
| S3 |
0.9314 |
0.9432 |
0.9694 |
|
| S4 |
0.9116 |
0.9234 |
0.9639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9790 |
0.9592 |
0.0198 |
2.0% |
0.0080 |
0.8% |
90% |
False |
False |
295 |
| 10 |
0.9790 |
0.9558 |
0.0232 |
2.4% |
0.0074 |
0.8% |
92% |
False |
False |
271 |
| 20 |
0.9844 |
0.9558 |
0.0286 |
2.9% |
0.0071 |
0.7% |
74% |
False |
False |
223 |
| 40 |
0.9924 |
0.9558 |
0.0366 |
3.7% |
0.0052 |
0.5% |
58% |
False |
False |
187 |
| 60 |
0.9924 |
0.9558 |
0.0366 |
3.7% |
0.0047 |
0.5% |
58% |
False |
False |
140 |
| 80 |
0.9924 |
0.9558 |
0.0366 |
3.7% |
0.0044 |
0.5% |
58% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0056 |
|
2.618 |
0.9950 |
|
1.618 |
0.9885 |
|
1.000 |
0.9845 |
|
0.618 |
0.9820 |
|
HIGH |
0.9780 |
|
0.618 |
0.9755 |
|
0.500 |
0.9748 |
|
0.382 |
0.9740 |
|
LOW |
0.9715 |
|
0.618 |
0.9675 |
|
1.000 |
0.9650 |
|
1.618 |
0.9610 |
|
2.618 |
0.9545 |
|
4.250 |
0.9439 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9763 |
0.9759 |
| PP |
0.9755 |
0.9747 |
| S1 |
0.9748 |
0.9735 |
|