CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9760 |
0.9810 |
0.0050 |
0.5% |
0.9761 |
| High |
0.9810 |
0.9822 |
0.0012 |
0.1% |
0.9822 |
| Low |
0.9740 |
0.9787 |
0.0047 |
0.5% |
0.9715 |
| Close |
0.9777 |
0.9789 |
0.0012 |
0.1% |
0.9789 |
| Range |
0.0070 |
0.0035 |
-0.0035 |
-50.0% |
0.0107 |
| ATR |
0.0068 |
0.0067 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
148 |
389 |
241 |
162.8% |
1,512 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9904 |
0.9882 |
0.9808 |
|
| R3 |
0.9869 |
0.9847 |
0.9799 |
|
| R2 |
0.9834 |
0.9834 |
0.9795 |
|
| R1 |
0.9812 |
0.9812 |
0.9792 |
0.9806 |
| PP |
0.9799 |
0.9799 |
0.9799 |
0.9796 |
| S1 |
0.9777 |
0.9777 |
0.9786 |
0.9771 |
| S2 |
0.9764 |
0.9764 |
0.9783 |
|
| S3 |
0.9729 |
0.9742 |
0.9779 |
|
| S4 |
0.9694 |
0.9707 |
0.9770 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0096 |
1.0050 |
0.9848 |
|
| R3 |
0.9989 |
0.9943 |
0.9818 |
|
| R2 |
0.9882 |
0.9882 |
0.9809 |
|
| R1 |
0.9836 |
0.9836 |
0.9799 |
0.9859 |
| PP |
0.9775 |
0.9775 |
0.9775 |
0.9787 |
| S1 |
0.9729 |
0.9729 |
0.9779 |
0.9752 |
| S2 |
0.9668 |
0.9668 |
0.9769 |
|
| S3 |
0.9561 |
0.9622 |
0.9760 |
|
| S4 |
0.9454 |
0.9515 |
0.9730 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9822 |
0.9715 |
0.0107 |
1.1% |
0.0052 |
0.5% |
69% |
True |
False |
302 |
| 10 |
0.9822 |
0.9592 |
0.0230 |
2.3% |
0.0072 |
0.7% |
86% |
True |
False |
253 |
| 20 |
0.9822 |
0.9558 |
0.0264 |
2.7% |
0.0072 |
0.7% |
88% |
True |
False |
235 |
| 40 |
0.9924 |
0.9558 |
0.0366 |
3.7% |
0.0053 |
0.5% |
63% |
False |
False |
203 |
| 60 |
0.9924 |
0.9558 |
0.0366 |
3.7% |
0.0048 |
0.5% |
63% |
False |
False |
147 |
| 80 |
0.9924 |
0.9558 |
0.0366 |
3.7% |
0.0045 |
0.5% |
63% |
False |
False |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9971 |
|
2.618 |
0.9914 |
|
1.618 |
0.9879 |
|
1.000 |
0.9857 |
|
0.618 |
0.9844 |
|
HIGH |
0.9822 |
|
0.618 |
0.9809 |
|
0.500 |
0.9805 |
|
0.382 |
0.9800 |
|
LOW |
0.9787 |
|
0.618 |
0.9765 |
|
1.000 |
0.9752 |
|
1.618 |
0.9730 |
|
2.618 |
0.9695 |
|
4.250 |
0.9638 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9805 |
0.9786 |
| PP |
0.9799 |
0.9784 |
| S1 |
0.9794 |
0.9781 |
|