CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 14-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9883 |
0.9888 |
0.0005 |
0.1% |
0.9912 |
| High |
0.9910 |
0.9903 |
-0.0007 |
-0.1% |
0.9977 |
| Low |
0.9860 |
0.9812 |
-0.0048 |
-0.5% |
0.9842 |
| Close |
0.9886 |
0.9817 |
-0.0069 |
-0.7% |
0.9880 |
| Range |
0.0050 |
0.0091 |
0.0041 |
82.0% |
0.0135 |
| ATR |
0.0055 |
0.0058 |
0.0003 |
4.6% |
0.0000 |
| Volume |
62,919 |
78,348 |
15,429 |
24.5% |
333,032 |
|
| Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0117 |
1.0058 |
0.9867 |
|
| R3 |
1.0026 |
0.9967 |
0.9842 |
|
| R2 |
0.9935 |
0.9935 |
0.9834 |
|
| R1 |
0.9876 |
0.9876 |
0.9825 |
0.9860 |
| PP |
0.9844 |
0.9844 |
0.9844 |
0.9836 |
| S1 |
0.9785 |
0.9785 |
0.9809 |
0.9769 |
| S2 |
0.9753 |
0.9753 |
0.9800 |
|
| S3 |
0.9662 |
0.9694 |
0.9792 |
|
| S4 |
0.9571 |
0.9603 |
0.9767 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0305 |
1.0227 |
0.9954 |
|
| R3 |
1.0170 |
1.0092 |
0.9917 |
|
| R2 |
1.0035 |
1.0035 |
0.9905 |
|
| R1 |
0.9957 |
0.9957 |
0.9892 |
0.9929 |
| PP |
0.9900 |
0.9900 |
0.9900 |
0.9885 |
| S1 |
0.9822 |
0.9822 |
0.9868 |
0.9794 |
| S2 |
0.9765 |
0.9765 |
0.9855 |
|
| S3 |
0.9630 |
0.9687 |
0.9843 |
|
| S4 |
0.9495 |
0.9552 |
0.9806 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9977 |
0.9812 |
0.0165 |
1.7% |
0.0069 |
0.7% |
3% |
False |
True |
73,844 |
| 10 |
0.9977 |
0.9812 |
0.0165 |
1.7% |
0.0058 |
0.6% |
3% |
False |
True |
67,242 |
| 20 |
0.9977 |
0.9690 |
0.0287 |
2.9% |
0.0055 |
0.6% |
44% |
False |
False |
67,329 |
| 40 |
0.9977 |
0.9690 |
0.0287 |
2.9% |
0.0055 |
0.6% |
44% |
False |
False |
66,822 |
| 60 |
0.9977 |
0.9646 |
0.0331 |
3.4% |
0.0055 |
0.6% |
52% |
False |
False |
51,266 |
| 80 |
1.0092 |
0.9646 |
0.0446 |
4.5% |
0.0054 |
0.5% |
38% |
False |
False |
38,578 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0049 |
0.5% |
34% |
False |
False |
30,877 |
| 120 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0045 |
0.5% |
34% |
False |
False |
25,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0290 |
|
2.618 |
1.0141 |
|
1.618 |
1.0050 |
|
1.000 |
0.9994 |
|
0.618 |
0.9959 |
|
HIGH |
0.9903 |
|
0.618 |
0.9868 |
|
0.500 |
0.9858 |
|
0.382 |
0.9847 |
|
LOW |
0.9812 |
|
0.618 |
0.9756 |
|
1.000 |
0.9721 |
|
1.618 |
0.9665 |
|
2.618 |
0.9574 |
|
4.250 |
0.9425 |
|
|
| Fisher Pivots for day following 14-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9858 |
0.9871 |
| PP |
0.9844 |
0.9853 |
| S1 |
0.9831 |
0.9835 |
|