CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 17-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9832 |
0.9810 |
-0.0022 |
-0.2% |
0.9883 |
| High |
0.9846 |
0.9827 |
-0.0019 |
-0.2% |
0.9910 |
| Low |
0.9789 |
0.9673 |
-0.0116 |
-1.2% |
0.9673 |
| Close |
0.9827 |
0.9716 |
-0.0111 |
-1.1% |
0.9716 |
| Range |
0.0057 |
0.0154 |
0.0097 |
170.2% |
0.0237 |
| ATR |
0.0058 |
0.0065 |
0.0007 |
11.8% |
0.0000 |
| Volume |
75,905 |
112,512 |
36,607 |
48.2% |
409,892 |
|
| Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0201 |
1.0112 |
0.9801 |
|
| R3 |
1.0047 |
0.9958 |
0.9758 |
|
| R2 |
0.9893 |
0.9893 |
0.9744 |
|
| R1 |
0.9804 |
0.9804 |
0.9730 |
0.9772 |
| PP |
0.9739 |
0.9739 |
0.9739 |
0.9722 |
| S1 |
0.9650 |
0.9650 |
0.9702 |
0.9618 |
| S2 |
0.9585 |
0.9585 |
0.9688 |
|
| S3 |
0.9431 |
0.9496 |
0.9674 |
|
| S4 |
0.9277 |
0.9342 |
0.9631 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0477 |
1.0334 |
0.9846 |
|
| R3 |
1.0240 |
1.0097 |
0.9781 |
|
| R2 |
1.0003 |
1.0003 |
0.9759 |
|
| R1 |
0.9860 |
0.9860 |
0.9738 |
0.9813 |
| PP |
0.9766 |
0.9766 |
0.9766 |
0.9743 |
| S1 |
0.9623 |
0.9623 |
0.9694 |
0.9576 |
| S2 |
0.9529 |
0.9529 |
0.9673 |
|
| S3 |
0.9292 |
0.9386 |
0.9651 |
|
| S4 |
0.9055 |
0.9149 |
0.9586 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9910 |
0.9673 |
0.0237 |
2.4% |
0.0083 |
0.9% |
18% |
False |
True |
81,978 |
| 10 |
0.9977 |
0.9673 |
0.0304 |
3.1% |
0.0070 |
0.7% |
14% |
False |
True |
74,292 |
| 20 |
0.9977 |
0.9673 |
0.0304 |
3.1% |
0.0060 |
0.6% |
14% |
False |
True |
70,102 |
| 40 |
0.9977 |
0.9673 |
0.0304 |
3.1% |
0.0058 |
0.6% |
14% |
False |
True |
68,788 |
| 60 |
0.9977 |
0.9646 |
0.0331 |
3.4% |
0.0057 |
0.6% |
21% |
False |
False |
55,690 |
| 80 |
1.0035 |
0.9646 |
0.0389 |
4.0% |
0.0055 |
0.6% |
18% |
False |
False |
41,930 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0051 |
0.5% |
14% |
False |
False |
33,560 |
| 120 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0046 |
0.5% |
14% |
False |
False |
27,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0482 |
|
2.618 |
1.0230 |
|
1.618 |
1.0076 |
|
1.000 |
0.9981 |
|
0.618 |
0.9922 |
|
HIGH |
0.9827 |
|
0.618 |
0.9768 |
|
0.500 |
0.9750 |
|
0.382 |
0.9732 |
|
LOW |
0.9673 |
|
0.618 |
0.9578 |
|
1.000 |
0.9519 |
|
1.618 |
0.9424 |
|
2.618 |
0.9270 |
|
4.250 |
0.9019 |
|
|
| Fisher Pivots for day following 17-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9750 |
0.9760 |
| PP |
0.9739 |
0.9745 |
| S1 |
0.9727 |
0.9731 |
|