CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 21-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9721 |
0.9758 |
0.0037 |
0.4% |
0.9883 |
| High |
0.9782 |
0.9772 |
-0.0010 |
-0.1% |
0.9910 |
| Low |
0.9706 |
0.9682 |
-0.0024 |
-0.2% |
0.9673 |
| Close |
0.9772 |
0.9730 |
-0.0042 |
-0.4% |
0.9716 |
| Range |
0.0076 |
0.0090 |
0.0014 |
18.4% |
0.0237 |
| ATR |
0.0066 |
0.0067 |
0.0002 |
2.6% |
0.0000 |
| Volume |
76,064 |
83,056 |
6,992 |
9.2% |
409,892 |
|
| Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9998 |
0.9954 |
0.9780 |
|
| R3 |
0.9908 |
0.9864 |
0.9755 |
|
| R2 |
0.9818 |
0.9818 |
0.9747 |
|
| R1 |
0.9774 |
0.9774 |
0.9738 |
0.9751 |
| PP |
0.9728 |
0.9728 |
0.9728 |
0.9717 |
| S1 |
0.9684 |
0.9684 |
0.9722 |
0.9661 |
| S2 |
0.9638 |
0.9638 |
0.9714 |
|
| S3 |
0.9548 |
0.9594 |
0.9705 |
|
| S4 |
0.9458 |
0.9504 |
0.9681 |
|
|
| 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 |
0.9846 |
0.9673 |
0.0173 |
1.8% |
0.0088 |
0.9% |
33% |
False |
False |
85,549 |
| 10 |
0.9977 |
0.9673 |
0.0304 |
3.1% |
0.0078 |
0.8% |
19% |
False |
False |
79,696 |
| 20 |
0.9977 |
0.9673 |
0.0304 |
3.1% |
0.0065 |
0.7% |
19% |
False |
False |
72,139 |
| 40 |
0.9977 |
0.9673 |
0.0304 |
3.1% |
0.0060 |
0.6% |
19% |
False |
False |
69,847 |
| 60 |
0.9977 |
0.9646 |
0.0331 |
3.4% |
0.0057 |
0.6% |
25% |
False |
False |
58,309 |
| 80 |
1.0035 |
0.9646 |
0.0389 |
4.0% |
0.0055 |
0.6% |
22% |
False |
False |
43,887 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0052 |
0.5% |
17% |
False |
False |
35,149 |
| 120 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0047 |
0.5% |
17% |
False |
False |
29,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0155 |
|
2.618 |
1.0008 |
|
1.618 |
0.9918 |
|
1.000 |
0.9862 |
|
0.618 |
0.9828 |
|
HIGH |
0.9772 |
|
0.618 |
0.9738 |
|
0.500 |
0.9727 |
|
0.382 |
0.9716 |
|
LOW |
0.9682 |
|
0.618 |
0.9626 |
|
1.000 |
0.9592 |
|
1.618 |
0.9536 |
|
2.618 |
0.9446 |
|
4.250 |
0.9300 |
|
|
| Fisher Pivots for day following 21-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9729 |
0.9750 |
| PP |
0.9728 |
0.9743 |
| S1 |
0.9727 |
0.9737 |
|