CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 20-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9810 |
0.9721 |
-0.0089 |
-0.9% |
0.9883 |
| High |
0.9827 |
0.9782 |
-0.0045 |
-0.5% |
0.9910 |
| Low |
0.9673 |
0.9706 |
0.0033 |
0.3% |
0.9673 |
| Close |
0.9716 |
0.9772 |
0.0056 |
0.6% |
0.9716 |
| Range |
0.0154 |
0.0076 |
-0.0078 |
-50.6% |
0.0237 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
1.2% |
0.0000 |
| Volume |
112,512 |
76,064 |
-36,448 |
-32.4% |
409,892 |
|
| Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9981 |
0.9953 |
0.9814 |
|
| R3 |
0.9905 |
0.9877 |
0.9793 |
|
| R2 |
0.9829 |
0.9829 |
0.9786 |
|
| R1 |
0.9801 |
0.9801 |
0.9779 |
0.9815 |
| PP |
0.9753 |
0.9753 |
0.9753 |
0.9761 |
| S1 |
0.9725 |
0.9725 |
0.9765 |
0.9739 |
| S2 |
0.9677 |
0.9677 |
0.9758 |
|
| S3 |
0.9601 |
0.9649 |
0.9751 |
|
| S4 |
0.9525 |
0.9573 |
0.9730 |
|
|
| 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 |
0.9903 |
0.9673 |
0.0230 |
2.4% |
0.0088 |
0.9% |
43% |
False |
False |
84,607 |
| 10 |
0.9977 |
0.9673 |
0.0304 |
3.1% |
0.0074 |
0.8% |
33% |
False |
False |
77,667 |
| 20 |
0.9977 |
0.9673 |
0.0304 |
3.1% |
0.0062 |
0.6% |
33% |
False |
False |
71,156 |
| 40 |
0.9977 |
0.9673 |
0.0304 |
3.1% |
0.0059 |
0.6% |
33% |
False |
False |
69,515 |
| 60 |
0.9977 |
0.9646 |
0.0331 |
3.4% |
0.0057 |
0.6% |
38% |
False |
False |
56,950 |
| 80 |
1.0035 |
0.9646 |
0.0389 |
4.0% |
0.0055 |
0.6% |
32% |
False |
False |
42,866 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0052 |
0.5% |
25% |
False |
False |
34,319 |
| 120 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0047 |
0.5% |
25% |
False |
False |
28,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0105 |
|
2.618 |
0.9981 |
|
1.618 |
0.9905 |
|
1.000 |
0.9858 |
|
0.618 |
0.9829 |
|
HIGH |
0.9782 |
|
0.618 |
0.9753 |
|
0.500 |
0.9744 |
|
0.382 |
0.9735 |
|
LOW |
0.9706 |
|
0.618 |
0.9659 |
|
1.000 |
0.9630 |
|
1.618 |
0.9583 |
|
2.618 |
0.9507 |
|
4.250 |
0.9383 |
|
|
| Fisher Pivots for day following 20-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9763 |
0.9768 |
| PP |
0.9753 |
0.9764 |
| S1 |
0.9744 |
0.9760 |
|