CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 01-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9501 |
0.9468 |
-0.0033 |
-0.3% |
0.9500 |
| High |
0.9507 |
0.9493 |
-0.0014 |
-0.1% |
0.9552 |
| Low |
0.9440 |
0.9464 |
0.0024 |
0.3% |
0.9436 |
| Close |
0.9484 |
0.9484 |
0.0000 |
0.0% |
0.9484 |
| Range |
0.0067 |
0.0029 |
-0.0038 |
-56.7% |
0.0116 |
| ATR |
0.0070 |
0.0067 |
-0.0003 |
-4.2% |
0.0000 |
| Volume |
351 |
292 |
-59 |
-16.8% |
3,093 |
|
| Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9567 |
0.9555 |
0.9500 |
|
| R3 |
0.9538 |
0.9526 |
0.9492 |
|
| R2 |
0.9509 |
0.9509 |
0.9489 |
|
| R1 |
0.9497 |
0.9497 |
0.9487 |
0.9503 |
| PP |
0.9480 |
0.9480 |
0.9480 |
0.9484 |
| S1 |
0.9468 |
0.9468 |
0.9481 |
0.9474 |
| S2 |
0.9451 |
0.9451 |
0.9479 |
|
| S3 |
0.9422 |
0.9439 |
0.9476 |
|
| S4 |
0.9393 |
0.9410 |
0.9468 |
|
|
| 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 |
0.9440 |
0.0112 |
1.2% |
0.0059 |
0.6% |
39% |
False |
False |
446 |
| 10 |
0.9785 |
0.9436 |
0.0349 |
3.7% |
0.0070 |
0.7% |
14% |
False |
False |
489 |
| 20 |
0.9822 |
0.9436 |
0.0386 |
4.1% |
0.0068 |
0.7% |
12% |
False |
False |
370 |
| 40 |
0.9924 |
0.9436 |
0.0488 |
5.1% |
0.0064 |
0.7% |
10% |
False |
False |
269 |
| 60 |
0.9924 |
0.9436 |
0.0488 |
5.1% |
0.0055 |
0.6% |
10% |
False |
False |
225 |
| 80 |
0.9924 |
0.9436 |
0.0488 |
5.1% |
0.0049 |
0.5% |
10% |
False |
False |
182 |
| 100 |
0.9951 |
0.9436 |
0.0515 |
5.4% |
0.0046 |
0.5% |
9% |
False |
False |
154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9616 |
|
2.618 |
0.9569 |
|
1.618 |
0.9540 |
|
1.000 |
0.9522 |
|
0.618 |
0.9511 |
|
HIGH |
0.9493 |
|
0.618 |
0.9482 |
|
0.500 |
0.9479 |
|
0.382 |
0.9475 |
|
LOW |
0.9464 |
|
0.618 |
0.9446 |
|
1.000 |
0.9435 |
|
1.618 |
0.9417 |
|
2.618 |
0.9388 |
|
4.250 |
0.9341 |
|
|
| Fisher Pivots for day following 01-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9482 |
0.9496 |
| PP |
0.9480 |
0.9492 |
| S1 |
0.9479 |
0.9488 |
|