CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 03-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2013 |
03-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9482 |
0.9456 |
-0.0026 |
-0.3% |
0.9500 |
| High |
0.9482 |
0.9480 |
-0.0002 |
0.0% |
0.9552 |
| Low |
0.9417 |
0.9431 |
0.0014 |
0.1% |
0.9436 |
| Close |
0.9450 |
0.9470 |
0.0020 |
0.2% |
0.9484 |
| Range |
0.0065 |
0.0049 |
-0.0016 |
-24.6% |
0.0116 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
64 |
229 |
165 |
257.8% |
3,093 |
|
| Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9607 |
0.9588 |
0.9497 |
|
| R3 |
0.9558 |
0.9539 |
0.9483 |
|
| R2 |
0.9509 |
0.9509 |
0.9479 |
|
| R1 |
0.9490 |
0.9490 |
0.9474 |
0.9500 |
| PP |
0.9460 |
0.9460 |
0.9460 |
0.9465 |
| S1 |
0.9441 |
0.9441 |
0.9466 |
0.9451 |
| S2 |
0.9411 |
0.9411 |
0.9461 |
|
| S3 |
0.9362 |
0.9392 |
0.9457 |
|
| S4 |
0.9313 |
0.9343 |
0.9443 |
|
|
| 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% |
0.0056 |
0.6% |
39% |
False |
False |
276 |
| 10 |
0.9681 |
0.9417 |
0.0264 |
2.8% |
0.0068 |
0.7% |
20% |
False |
False |
473 |
| 20 |
0.9822 |
0.9417 |
0.0405 |
4.3% |
0.0069 |
0.7% |
13% |
False |
False |
371 |
| 40 |
0.9924 |
0.9417 |
0.0507 |
5.4% |
0.0066 |
0.7% |
10% |
False |
False |
273 |
| 60 |
0.9924 |
0.9417 |
0.0507 |
5.4% |
0.0055 |
0.6% |
10% |
False |
False |
228 |
| 80 |
0.9924 |
0.9417 |
0.0507 |
5.4% |
0.0050 |
0.5% |
10% |
False |
False |
183 |
| 100 |
0.9932 |
0.9417 |
0.0515 |
5.4% |
0.0047 |
0.5% |
10% |
False |
False |
156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9688 |
|
2.618 |
0.9608 |
|
1.618 |
0.9559 |
|
1.000 |
0.9529 |
|
0.618 |
0.9510 |
|
HIGH |
0.9480 |
|
0.618 |
0.9461 |
|
0.500 |
0.9456 |
|
0.382 |
0.9450 |
|
LOW |
0.9431 |
|
0.618 |
0.9401 |
|
1.000 |
0.9382 |
|
1.618 |
0.9352 |
|
2.618 |
0.9303 |
|
4.250 |
0.9223 |
|
|
| Fisher Pivots for day following 03-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9465 |
0.9465 |
| PP |
0.9460 |
0.9460 |
| S1 |
0.9456 |
0.9455 |
|