CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 16-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9811 |
0.9832 |
0.0021 |
0.2% |
0.9912 |
| High |
0.9838 |
0.9846 |
0.0008 |
0.1% |
0.9977 |
| Low |
0.9776 |
0.9789 |
0.0013 |
0.1% |
0.9842 |
| Close |
0.9820 |
0.9827 |
0.0007 |
0.1% |
0.9880 |
| Range |
0.0062 |
0.0057 |
-0.0005 |
-8.1% |
0.0135 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
80,208 |
75,905 |
-4,303 |
-5.4% |
333,032 |
|
| Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9992 |
0.9966 |
0.9858 |
|
| R3 |
0.9935 |
0.9909 |
0.9843 |
|
| R2 |
0.9878 |
0.9878 |
0.9837 |
|
| R1 |
0.9852 |
0.9852 |
0.9832 |
0.9837 |
| PP |
0.9821 |
0.9821 |
0.9821 |
0.9813 |
| S1 |
0.9795 |
0.9795 |
0.9822 |
0.9780 |
| S2 |
0.9764 |
0.9764 |
0.9817 |
|
| S3 |
0.9707 |
0.9738 |
0.9811 |
|
| S4 |
0.9650 |
0.9681 |
0.9796 |
|
|
| 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 |
0.9929 |
0.9776 |
0.0153 |
1.6% |
0.0069 |
0.7% |
33% |
False |
False |
79,604 |
| 10 |
0.9977 |
0.9776 |
0.0201 |
2.0% |
0.0060 |
0.6% |
25% |
False |
False |
69,531 |
| 20 |
0.9977 |
0.9709 |
0.0268 |
2.7% |
0.0055 |
0.6% |
44% |
False |
False |
67,103 |
| 40 |
0.9977 |
0.9690 |
0.0287 |
2.9% |
0.0055 |
0.6% |
48% |
False |
False |
67,465 |
| 60 |
0.9977 |
0.9646 |
0.0331 |
3.4% |
0.0055 |
0.6% |
55% |
False |
False |
53,840 |
| 80 |
1.0060 |
0.9646 |
0.0414 |
4.2% |
0.0054 |
0.6% |
44% |
False |
False |
40,526 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0050 |
0.5% |
36% |
False |
False |
32,436 |
| 120 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0045 |
0.5% |
36% |
False |
False |
27,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0088 |
|
2.618 |
0.9995 |
|
1.618 |
0.9938 |
|
1.000 |
0.9903 |
|
0.618 |
0.9881 |
|
HIGH |
0.9846 |
|
0.618 |
0.9824 |
|
0.500 |
0.9818 |
|
0.382 |
0.9811 |
|
LOW |
0.9789 |
|
0.618 |
0.9754 |
|
1.000 |
0.9732 |
|
1.618 |
0.9697 |
|
2.618 |
0.9640 |
|
4.250 |
0.9547 |
|
|
| Fisher Pivots for day following 16-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9824 |
0.9840 |
| PP |
0.9821 |
0.9835 |
| S1 |
0.9818 |
0.9831 |
|