CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9759 |
0.9764 |
0.0005 |
0.1% |
0.9613 |
| High |
0.9780 |
0.9800 |
0.0020 |
0.2% |
0.9790 |
| Low |
0.9715 |
0.9745 |
0.0030 |
0.3% |
0.9592 |
| Close |
0.9771 |
0.9749 |
-0.0022 |
-0.2% |
0.9748 |
| Range |
0.0065 |
0.0055 |
-0.0010 |
-15.4% |
0.0198 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
298 |
233 |
-65 |
-21.8% |
1,019 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9930 |
0.9894 |
0.9779 |
|
| R3 |
0.9875 |
0.9839 |
0.9764 |
|
| R2 |
0.9820 |
0.9820 |
0.9759 |
|
| R1 |
0.9784 |
0.9784 |
0.9754 |
0.9775 |
| PP |
0.9765 |
0.9765 |
0.9765 |
0.9760 |
| S1 |
0.9729 |
0.9729 |
0.9744 |
0.9720 |
| S2 |
0.9710 |
0.9710 |
0.9739 |
|
| S3 |
0.9655 |
0.9674 |
0.9734 |
|
| S4 |
0.9600 |
0.9619 |
0.9719 |
|
|
| 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 |
0.9800 |
0.9615 |
0.0185 |
1.9% |
0.0082 |
0.8% |
72% |
True |
False |
321 |
| 10 |
0.9800 |
0.9592 |
0.0208 |
2.1% |
0.0073 |
0.7% |
75% |
True |
False |
246 |
| 20 |
0.9802 |
0.9558 |
0.0244 |
2.5% |
0.0071 |
0.7% |
78% |
False |
False |
230 |
| 40 |
0.9924 |
0.9558 |
0.0366 |
3.8% |
0.0053 |
0.5% |
52% |
False |
False |
191 |
| 60 |
0.9924 |
0.9558 |
0.0366 |
3.8% |
0.0047 |
0.5% |
52% |
False |
False |
138 |
| 80 |
0.9924 |
0.9558 |
0.0366 |
3.8% |
0.0044 |
0.5% |
52% |
False |
False |
121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0034 |
|
2.618 |
0.9944 |
|
1.618 |
0.9889 |
|
1.000 |
0.9855 |
|
0.618 |
0.9834 |
|
HIGH |
0.9800 |
|
0.618 |
0.9779 |
|
0.500 |
0.9773 |
|
0.382 |
0.9766 |
|
LOW |
0.9745 |
|
0.618 |
0.9711 |
|
1.000 |
0.9690 |
|
1.618 |
0.9656 |
|
2.618 |
0.9601 |
|
4.250 |
0.9511 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9773 |
0.9758 |
| PP |
0.9765 |
0.9755 |
| S1 |
0.9757 |
0.9752 |
|