CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 18-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9801 |
0.9775 |
-0.0026 |
-0.3% |
0.9761 |
| High |
0.9801 |
0.9775 |
-0.0026 |
-0.3% |
0.9822 |
| Low |
0.9760 |
0.9750 |
-0.0010 |
-0.1% |
0.9715 |
| Close |
0.9761 |
0.9759 |
-0.0002 |
0.0% |
0.9789 |
| Range |
0.0041 |
0.0025 |
-0.0016 |
-39.0% |
0.0107 |
| ATR |
0.0065 |
0.0062 |
-0.0003 |
-4.4% |
0.0000 |
| Volume |
101 |
421 |
320 |
316.8% |
1,512 |
|
| Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9836 |
0.9823 |
0.9773 |
|
| R3 |
0.9811 |
0.9798 |
0.9766 |
|
| R2 |
0.9786 |
0.9786 |
0.9764 |
|
| R1 |
0.9773 |
0.9773 |
0.9761 |
0.9767 |
| PP |
0.9761 |
0.9761 |
0.9761 |
0.9759 |
| S1 |
0.9748 |
0.9748 |
0.9757 |
0.9742 |
| S2 |
0.9736 |
0.9736 |
0.9754 |
|
| S3 |
0.9711 |
0.9723 |
0.9752 |
|
| S4 |
0.9686 |
0.9698 |
0.9745 |
|
|
| 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 |
0.9740 |
0.0082 |
0.8% |
0.0045 |
0.5% |
23% |
False |
False |
258 |
| 10 |
0.9822 |
0.9592 |
0.0230 |
2.4% |
0.0062 |
0.6% |
73% |
False |
False |
277 |
| 20 |
0.9822 |
0.9558 |
0.0264 |
2.7% |
0.0067 |
0.7% |
76% |
False |
False |
239 |
| 40 |
0.9924 |
0.9558 |
0.0366 |
3.8% |
0.0054 |
0.6% |
55% |
False |
False |
215 |
| 60 |
0.9924 |
0.9558 |
0.0366 |
3.8% |
0.0048 |
0.5% |
55% |
False |
False |
155 |
| 80 |
0.9924 |
0.9558 |
0.0366 |
3.8% |
0.0044 |
0.5% |
55% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9881 |
|
2.618 |
0.9840 |
|
1.618 |
0.9815 |
|
1.000 |
0.9800 |
|
0.618 |
0.9790 |
|
HIGH |
0.9775 |
|
0.618 |
0.9765 |
|
0.500 |
0.9763 |
|
0.382 |
0.9760 |
|
LOW |
0.9750 |
|
0.618 |
0.9735 |
|
1.000 |
0.9725 |
|
1.618 |
0.9710 |
|
2.618 |
0.9685 |
|
4.250 |
0.9644 |
|
|
| Fisher Pivots for day following 18-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9763 |
0.9786 |
| PP |
0.9761 |
0.9777 |
| S1 |
0.9760 |
0.9768 |
|