CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 28-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2013 |
28-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9531 |
0.9501 |
-0.0030 |
-0.3% |
0.9500 |
| High |
0.9552 |
0.9507 |
-0.0045 |
-0.5% |
0.9552 |
| Low |
0.9483 |
0.9440 |
-0.0043 |
-0.5% |
0.9436 |
| Close |
0.9503 |
0.9484 |
-0.0019 |
-0.2% |
0.9484 |
| Range |
0.0069 |
0.0067 |
-0.0002 |
-2.9% |
0.0116 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
448 |
351 |
-97 |
-21.7% |
3,093 |
|
| Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9678 |
0.9648 |
0.9521 |
|
| R3 |
0.9611 |
0.9581 |
0.9502 |
|
| R2 |
0.9544 |
0.9544 |
0.9496 |
|
| R1 |
0.9514 |
0.9514 |
0.9490 |
0.9496 |
| PP |
0.9477 |
0.9477 |
0.9477 |
0.9468 |
| S1 |
0.9447 |
0.9447 |
0.9478 |
0.9429 |
| S2 |
0.9410 |
0.9410 |
0.9472 |
|
| S3 |
0.9343 |
0.9380 |
0.9466 |
|
| S4 |
0.9276 |
0.9313 |
0.9447 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9839 |
0.9777 |
0.9548 |
|
| R3 |
0.9723 |
0.9661 |
0.9516 |
|
| R2 |
0.9607 |
0.9607 |
0.9505 |
|
| R1 |
0.9545 |
0.9545 |
0.9495 |
0.9518 |
| PP |
0.9491 |
0.9491 |
0.9491 |
0.9477 |
| S1 |
0.9429 |
0.9429 |
0.9473 |
0.9402 |
| S2 |
0.9375 |
0.9375 |
0.9463 |
|
| S3 |
0.9259 |
0.9313 |
0.9452 |
|
| S4 |
0.9143 |
0.9197 |
0.9420 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9552 |
0.9436 |
0.0116 |
1.2% |
0.0068 |
0.7% |
41% |
False |
False |
618 |
| 10 |
0.9801 |
0.9436 |
0.0365 |
3.8% |
0.0071 |
0.8% |
13% |
False |
False |
470 |
| 20 |
0.9822 |
0.9436 |
0.0386 |
4.1% |
0.0071 |
0.8% |
12% |
False |
False |
361 |
| 40 |
0.9924 |
0.9436 |
0.0488 |
5.1% |
0.0064 |
0.7% |
10% |
False |
False |
266 |
| 60 |
0.9924 |
0.9436 |
0.0488 |
5.1% |
0.0055 |
0.6% |
10% |
False |
False |
220 |
| 80 |
0.9924 |
0.9436 |
0.0488 |
5.1% |
0.0049 |
0.5% |
10% |
False |
False |
178 |
| 100 |
0.9975 |
0.9436 |
0.0539 |
5.7% |
0.0046 |
0.5% |
9% |
False |
False |
151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9792 |
|
2.618 |
0.9682 |
|
1.618 |
0.9615 |
|
1.000 |
0.9574 |
|
0.618 |
0.9548 |
|
HIGH |
0.9507 |
|
0.618 |
0.9481 |
|
0.500 |
0.9474 |
|
0.382 |
0.9466 |
|
LOW |
0.9440 |
|
0.618 |
0.9399 |
|
1.000 |
0.9373 |
|
1.618 |
0.9332 |
|
2.618 |
0.9265 |
|
4.250 |
0.9155 |
|
|
| Fisher Pivots for day following 28-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9481 |
0.9496 |
| PP |
0.9477 |
0.9492 |
| S1 |
0.9474 |
0.9488 |
|