CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9764 |
0.9760 |
-0.0004 |
0.0% |
0.9613 |
| High |
0.9800 |
0.9810 |
0.0010 |
0.1% |
0.9790 |
| Low |
0.9745 |
0.9740 |
-0.0005 |
-0.1% |
0.9592 |
| Close |
0.9749 |
0.9777 |
0.0028 |
0.3% |
0.9748 |
| Range |
0.0055 |
0.0070 |
0.0015 |
27.3% |
0.0198 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.2% |
0.0000 |
| Volume |
233 |
148 |
-85 |
-36.5% |
1,019 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9986 |
0.9951 |
0.9816 |
|
| R3 |
0.9916 |
0.9881 |
0.9796 |
|
| R2 |
0.9846 |
0.9846 |
0.9790 |
|
| R1 |
0.9811 |
0.9811 |
0.9783 |
0.9829 |
| PP |
0.9776 |
0.9776 |
0.9776 |
0.9784 |
| S1 |
0.9741 |
0.9741 |
0.9771 |
0.9759 |
| S2 |
0.9706 |
0.9706 |
0.9764 |
|
| S3 |
0.9636 |
0.9671 |
0.9758 |
|
| S4 |
0.9566 |
0.9601 |
0.9739 |
|
|
| 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 |
0.9810 |
0.9680 |
0.0130 |
1.3% |
0.0067 |
0.7% |
75% |
True |
False |
336 |
| 10 |
0.9810 |
0.9592 |
0.0218 |
2.2% |
0.0073 |
0.7% |
85% |
True |
False |
219 |
| 20 |
0.9810 |
0.9558 |
0.0252 |
2.6% |
0.0073 |
0.7% |
87% |
True |
False |
222 |
| 40 |
0.9924 |
0.9558 |
0.0366 |
3.7% |
0.0053 |
0.5% |
60% |
False |
False |
194 |
| 60 |
0.9924 |
0.9558 |
0.0366 |
3.7% |
0.0047 |
0.5% |
60% |
False |
False |
141 |
| 80 |
0.9924 |
0.9558 |
0.0366 |
3.7% |
0.0045 |
0.5% |
60% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0108 |
|
2.618 |
0.9993 |
|
1.618 |
0.9923 |
|
1.000 |
0.9880 |
|
0.618 |
0.9853 |
|
HIGH |
0.9810 |
|
0.618 |
0.9783 |
|
0.500 |
0.9775 |
|
0.382 |
0.9767 |
|
LOW |
0.9740 |
|
0.618 |
0.9697 |
|
1.000 |
0.9670 |
|
1.618 |
0.9627 |
|
2.618 |
0.9557 |
|
4.250 |
0.9443 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9776 |
0.9772 |
| PP |
0.9776 |
0.9767 |
| S1 |
0.9775 |
0.9763 |
|