CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 24-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9598 |
0.9500 |
-0.0098 |
-1.0% |
0.9801 |
| High |
0.9598 |
0.9511 |
-0.0087 |
-0.9% |
0.9801 |
| Low |
0.9497 |
0.9436 |
-0.0061 |
-0.6% |
0.9497 |
| Close |
0.9522 |
0.9491 |
-0.0031 |
-0.3% |
0.9522 |
| Range |
0.0101 |
0.0075 |
-0.0026 |
-25.7% |
0.0304 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.6% |
0.0000 |
| Volume |
853 |
1,152 |
299 |
35.1% |
1,612 |
|
| Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9704 |
0.9673 |
0.9532 |
|
| R3 |
0.9629 |
0.9598 |
0.9512 |
|
| R2 |
0.9554 |
0.9554 |
0.9505 |
|
| R1 |
0.9523 |
0.9523 |
0.9498 |
0.9501 |
| PP |
0.9479 |
0.9479 |
0.9479 |
0.9469 |
| S1 |
0.9448 |
0.9448 |
0.9484 |
0.9426 |
| S2 |
0.9404 |
0.9404 |
0.9477 |
|
| S3 |
0.9329 |
0.9373 |
0.9470 |
|
| S4 |
0.9254 |
0.9298 |
0.9450 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0519 |
1.0324 |
0.9689 |
|
| R3 |
1.0215 |
1.0020 |
0.9606 |
|
| R2 |
0.9911 |
0.9911 |
0.9578 |
|
| R1 |
0.9716 |
0.9716 |
0.9550 |
0.9662 |
| PP |
0.9607 |
0.9607 |
0.9607 |
0.9579 |
| S1 |
0.9412 |
0.9412 |
0.9494 |
0.9358 |
| S2 |
0.9303 |
0.9303 |
0.9466 |
|
| S3 |
0.8999 |
0.9108 |
0.9438 |
|
| S4 |
0.8695 |
0.8804 |
0.9355 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9785 |
0.9436 |
0.0349 |
3.7% |
0.0081 |
0.9% |
16% |
False |
True |
532 |
| 10 |
0.9822 |
0.9436 |
0.0386 |
4.1% |
0.0067 |
0.7% |
14% |
False |
True |
383 |
| 20 |
0.9822 |
0.9436 |
0.0386 |
4.1% |
0.0071 |
0.7% |
14% |
False |
True |
320 |
| 40 |
0.9924 |
0.9436 |
0.0488 |
5.1% |
0.0061 |
0.6% |
11% |
False |
True |
257 |
| 60 |
0.9924 |
0.9436 |
0.0488 |
5.1% |
0.0053 |
0.6% |
11% |
False |
True |
190 |
| 80 |
0.9924 |
0.9436 |
0.0488 |
5.1% |
0.0047 |
0.5% |
11% |
False |
True |
158 |
| 100 |
0.9975 |
0.9436 |
0.0539 |
5.7% |
0.0044 |
0.5% |
10% |
False |
True |
135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9830 |
|
2.618 |
0.9707 |
|
1.618 |
0.9632 |
|
1.000 |
0.9586 |
|
0.618 |
0.9557 |
|
HIGH |
0.9511 |
|
0.618 |
0.9482 |
|
0.500 |
0.9474 |
|
0.382 |
0.9465 |
|
LOW |
0.9436 |
|
0.618 |
0.9390 |
|
1.000 |
0.9361 |
|
1.618 |
0.9315 |
|
2.618 |
0.9240 |
|
4.250 |
0.9117 |
|
|
| Fisher Pivots for day following 24-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9485 |
0.9559 |
| PP |
0.9479 |
0.9536 |
| S1 |
0.9474 |
0.9514 |
|