CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 07-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9912 |
0.9922 |
0.0010 |
0.1% |
0.9820 |
| High |
0.9927 |
0.9955 |
0.0028 |
0.3% |
0.9938 |
| Low |
0.9895 |
0.9909 |
0.0014 |
0.1% |
0.9820 |
| Close |
0.9923 |
0.9946 |
0.0023 |
0.2% |
0.9911 |
| Range |
0.0032 |
0.0046 |
0.0014 |
43.8% |
0.0118 |
| ATR |
0.0053 |
0.0052 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
42,315 |
62,763 |
20,448 |
48.3% |
347,780 |
|
| Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0075 |
1.0056 |
0.9971 |
|
| R3 |
1.0029 |
1.0010 |
0.9959 |
|
| R2 |
0.9983 |
0.9983 |
0.9954 |
|
| R1 |
0.9964 |
0.9964 |
0.9950 |
0.9974 |
| PP |
0.9937 |
0.9937 |
0.9937 |
0.9941 |
| S1 |
0.9918 |
0.9918 |
0.9942 |
0.9928 |
| S2 |
0.9891 |
0.9891 |
0.9938 |
|
| S3 |
0.9845 |
0.9872 |
0.9933 |
|
| S4 |
0.9799 |
0.9826 |
0.9921 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0244 |
1.0195 |
0.9976 |
|
| R3 |
1.0126 |
1.0077 |
0.9943 |
|
| R2 |
1.0008 |
1.0008 |
0.9933 |
|
| R1 |
0.9959 |
0.9959 |
0.9922 |
0.9984 |
| PP |
0.9890 |
0.9890 |
0.9890 |
0.9902 |
| S1 |
0.9841 |
0.9841 |
0.9900 |
0.9866 |
| S2 |
0.9772 |
0.9772 |
0.9889 |
|
| S3 |
0.9654 |
0.9723 |
0.9879 |
|
| S4 |
0.9536 |
0.9605 |
0.9846 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9955 |
0.9860 |
0.0095 |
1.0% |
0.0046 |
0.5% |
91% |
True |
False |
60,640 |
| 10 |
0.9955 |
0.9716 |
0.0239 |
2.4% |
0.0052 |
0.5% |
96% |
True |
False |
64,582 |
| 20 |
0.9955 |
0.9690 |
0.0265 |
2.7% |
0.0054 |
0.5% |
97% |
True |
False |
67,354 |
| 40 |
0.9955 |
0.9690 |
0.0265 |
2.7% |
0.0052 |
0.5% |
97% |
True |
False |
65,306 |
| 60 |
0.9972 |
0.9646 |
0.0326 |
3.3% |
0.0053 |
0.5% |
92% |
False |
False |
45,142 |
| 80 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0051 |
0.5% |
59% |
False |
False |
33,966 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0047 |
0.5% |
59% |
False |
False |
27,187 |
| 120 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0042 |
0.4% |
59% |
False |
False |
22,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0151 |
|
2.618 |
1.0075 |
|
1.618 |
1.0029 |
|
1.000 |
1.0001 |
|
0.618 |
0.9983 |
|
HIGH |
0.9955 |
|
0.618 |
0.9937 |
|
0.500 |
0.9932 |
|
0.382 |
0.9927 |
|
LOW |
0.9909 |
|
0.618 |
0.9881 |
|
1.000 |
0.9863 |
|
1.618 |
0.9835 |
|
2.618 |
0.9789 |
|
4.250 |
0.9714 |
|
|
| Fisher Pivots for day following 07-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9941 |
0.9933 |
| PP |
0.9937 |
0.9920 |
| S1 |
0.9932 |
0.9908 |
|