CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 20-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9745 |
0.9681 |
-0.0064 |
-0.7% |
0.9761 |
| High |
0.9785 |
0.9681 |
-0.0104 |
-1.1% |
0.9822 |
| Low |
0.9680 |
0.9580 |
-0.0100 |
-1.0% |
0.9715 |
| Close |
0.9681 |
0.9580 |
-0.0101 |
-1.0% |
0.9789 |
| Range |
0.0105 |
0.0101 |
-0.0004 |
-3.8% |
0.0107 |
| ATR |
0.0065 |
0.0068 |
0.0003 |
4.0% |
0.0000 |
| Volume |
37 |
200 |
163 |
440.5% |
1,512 |
|
| Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9917 |
0.9849 |
0.9636 |
|
| R3 |
0.9816 |
0.9748 |
0.9608 |
|
| R2 |
0.9715 |
0.9715 |
0.9599 |
|
| R1 |
0.9647 |
0.9647 |
0.9589 |
0.9631 |
| PP |
0.9614 |
0.9614 |
0.9614 |
0.9605 |
| S1 |
0.9546 |
0.9546 |
0.9571 |
0.9530 |
| S2 |
0.9513 |
0.9513 |
0.9561 |
|
| S3 |
0.9412 |
0.9445 |
0.9552 |
|
| S4 |
0.9311 |
0.9344 |
0.9524 |
|
|
| 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 |
0.9580 |
0.0242 |
2.5% |
0.0061 |
0.6% |
0% |
False |
True |
229 |
| 10 |
0.9822 |
0.9580 |
0.0242 |
2.5% |
0.0064 |
0.7% |
0% |
False |
True |
283 |
| 20 |
0.9822 |
0.9558 |
0.0264 |
2.8% |
0.0069 |
0.7% |
8% |
False |
False |
243 |
| 40 |
0.9924 |
0.9558 |
0.0366 |
3.8% |
0.0058 |
0.6% |
6% |
False |
False |
211 |
| 60 |
0.9924 |
0.9558 |
0.0366 |
3.8% |
0.0050 |
0.5% |
6% |
False |
False |
158 |
| 80 |
0.9924 |
0.9558 |
0.0366 |
3.8% |
0.0046 |
0.5% |
6% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0110 |
|
2.618 |
0.9945 |
|
1.618 |
0.9844 |
|
1.000 |
0.9782 |
|
0.618 |
0.9743 |
|
HIGH |
0.9681 |
|
0.618 |
0.9642 |
|
0.500 |
0.9631 |
|
0.382 |
0.9619 |
|
LOW |
0.9580 |
|
0.618 |
0.9518 |
|
1.000 |
0.9479 |
|
1.618 |
0.9417 |
|
2.618 |
0.9316 |
|
4.250 |
0.9151 |
|
|
| Fisher Pivots for day following 20-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9631 |
0.9683 |
| PP |
0.9614 |
0.9648 |
| S1 |
0.9597 |
0.9614 |
|