CME Canadian Dollar Future December 2013
Trading Metrics calculated at close of trading on 02-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
0.9468 |
0.9482 |
0.0014 |
0.1% |
0.9500 |
High |
0.9493 |
0.9482 |
-0.0011 |
-0.1% |
0.9552 |
Low |
0.9464 |
0.9417 |
-0.0047 |
-0.5% |
0.9436 |
Close |
0.9484 |
0.9450 |
-0.0034 |
-0.4% |
0.9484 |
Range |
0.0029 |
0.0065 |
0.0036 |
124.1% |
0.0116 |
ATR |
0.0067 |
0.0067 |
0.0000 |
0.0% |
0.0000 |
Volume |
292 |
64 |
-228 |
-78.1% |
3,093 |
|
Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9645 |
0.9612 |
0.9486 |
|
R3 |
0.9580 |
0.9547 |
0.9468 |
|
R2 |
0.9515 |
0.9515 |
0.9462 |
|
R1 |
0.9482 |
0.9482 |
0.9456 |
0.9466 |
PP |
0.9450 |
0.9450 |
0.9450 |
0.9442 |
S1 |
0.9417 |
0.9417 |
0.9444 |
0.9401 |
S2 |
0.9385 |
0.9385 |
0.9438 |
|
S3 |
0.9320 |
0.9352 |
0.9432 |
|
S4 |
0.9255 |
0.9287 |
0.9414 |
|
|
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 |
0.9417 |
0.0135 |
1.4% |
0.0057 |
0.6% |
24% |
False |
True |
296 |
10 |
0.9785 |
0.9417 |
0.0368 |
3.9% |
0.0074 |
0.8% |
9% |
False |
True |
453 |
20 |
0.9822 |
0.9417 |
0.0405 |
4.3% |
0.0068 |
0.7% |
8% |
False |
True |
365 |
40 |
0.9924 |
0.9417 |
0.0507 |
5.4% |
0.0065 |
0.7% |
7% |
False |
True |
268 |
60 |
0.9924 |
0.9417 |
0.0507 |
5.4% |
0.0055 |
0.6% |
7% |
False |
True |
225 |
80 |
0.9924 |
0.9417 |
0.0507 |
5.4% |
0.0049 |
0.5% |
7% |
False |
True |
181 |
100 |
0.9932 |
0.9417 |
0.0515 |
5.4% |
0.0046 |
0.5% |
6% |
False |
True |
154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9758 |
2.618 |
0.9652 |
1.618 |
0.9587 |
1.000 |
0.9547 |
0.618 |
0.9522 |
HIGH |
0.9482 |
0.618 |
0.9457 |
0.500 |
0.9450 |
0.382 |
0.9442 |
LOW |
0.9417 |
0.618 |
0.9377 |
1.000 |
0.9352 |
1.618 |
0.9312 |
2.618 |
0.9247 |
4.250 |
0.9141 |
|
|
Fisher Pivots for day following 02-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9450 |
0.9462 |
PP |
0.9450 |
0.9458 |
S1 |
0.9450 |
0.9454 |
|