CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 15-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9888 |
0.9811 |
-0.0077 |
-0.8% |
0.9912 |
| High |
0.9903 |
0.9838 |
-0.0065 |
-0.7% |
0.9977 |
| Low |
0.9812 |
0.9776 |
-0.0036 |
-0.4% |
0.9842 |
| Close |
0.9817 |
0.9820 |
0.0003 |
0.0% |
0.9880 |
| Range |
0.0091 |
0.0062 |
-0.0029 |
-31.9% |
0.0135 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.5% |
0.0000 |
| Volume |
78,348 |
80,208 |
1,860 |
2.4% |
333,032 |
|
| Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9997 |
0.9971 |
0.9854 |
|
| R3 |
0.9935 |
0.9909 |
0.9837 |
|
| R2 |
0.9873 |
0.9873 |
0.9831 |
|
| R1 |
0.9847 |
0.9847 |
0.9826 |
0.9860 |
| PP |
0.9811 |
0.9811 |
0.9811 |
0.9818 |
| S1 |
0.9785 |
0.9785 |
0.9814 |
0.9798 |
| S2 |
0.9749 |
0.9749 |
0.9809 |
|
| S3 |
0.9687 |
0.9723 |
0.9803 |
|
| S4 |
0.9625 |
0.9661 |
0.9786 |
|
|
| 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 |
0.9776 |
0.0201 |
2.0% |
0.0073 |
0.7% |
22% |
False |
True |
79,468 |
| 10 |
0.9977 |
0.9776 |
0.0201 |
2.0% |
0.0059 |
0.6% |
22% |
False |
True |
68,901 |
| 20 |
0.9977 |
0.9709 |
0.0268 |
2.7% |
0.0054 |
0.5% |
41% |
False |
False |
66,339 |
| 40 |
0.9977 |
0.9690 |
0.0287 |
2.9% |
0.0055 |
0.6% |
45% |
False |
False |
67,247 |
| 60 |
0.9977 |
0.9646 |
0.0331 |
3.4% |
0.0055 |
0.6% |
53% |
False |
False |
52,594 |
| 80 |
1.0060 |
0.9646 |
0.0414 |
4.2% |
0.0054 |
0.5% |
42% |
False |
False |
39,580 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0050 |
0.5% |
34% |
False |
False |
31,679 |
| 120 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0045 |
0.5% |
34% |
False |
False |
26,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0102 |
|
2.618 |
1.0000 |
|
1.618 |
0.9938 |
|
1.000 |
0.9900 |
|
0.618 |
0.9876 |
|
HIGH |
0.9838 |
|
0.618 |
0.9814 |
|
0.500 |
0.9807 |
|
0.382 |
0.9800 |
|
LOW |
0.9776 |
|
0.618 |
0.9738 |
|
1.000 |
0.9714 |
|
1.618 |
0.9676 |
|
2.618 |
0.9614 |
|
4.250 |
0.9513 |
|
|
| Fisher Pivots for day following 15-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9816 |
0.9843 |
| PP |
0.9811 |
0.9835 |
| S1 |
0.9807 |
0.9828 |
|