CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 22-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9758 |
0.9732 |
-0.0026 |
-0.3% |
0.9883 |
| High |
0.9772 |
0.9744 |
-0.0028 |
-0.3% |
0.9910 |
| Low |
0.9682 |
0.9617 |
-0.0065 |
-0.7% |
0.9673 |
| Close |
0.9730 |
0.9628 |
-0.0102 |
-1.0% |
0.9716 |
| Range |
0.0090 |
0.0127 |
0.0037 |
41.1% |
0.0237 |
| ATR |
0.0067 |
0.0072 |
0.0004 |
6.3% |
0.0000 |
| Volume |
83,056 |
125,876 |
42,820 |
51.6% |
409,892 |
|
| Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0044 |
0.9963 |
0.9698 |
|
| R3 |
0.9917 |
0.9836 |
0.9663 |
|
| R2 |
0.9790 |
0.9790 |
0.9651 |
|
| R1 |
0.9709 |
0.9709 |
0.9640 |
0.9686 |
| PP |
0.9663 |
0.9663 |
0.9663 |
0.9652 |
| S1 |
0.9582 |
0.9582 |
0.9616 |
0.9559 |
| S2 |
0.9536 |
0.9536 |
0.9605 |
|
| S3 |
0.9409 |
0.9455 |
0.9593 |
|
| S4 |
0.9282 |
0.9328 |
0.9558 |
|
|
| 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 |
0.9617 |
0.0229 |
2.4% |
0.0101 |
1.0% |
5% |
False |
True |
94,682 |
| 10 |
0.9977 |
0.9617 |
0.0360 |
3.7% |
0.0087 |
0.9% |
3% |
False |
True |
87,075 |
| 20 |
0.9977 |
0.9617 |
0.0360 |
3.7% |
0.0070 |
0.7% |
3% |
False |
True |
75,787 |
| 40 |
0.9977 |
0.9617 |
0.0360 |
3.7% |
0.0061 |
0.6% |
3% |
False |
True |
71,361 |
| 60 |
0.9977 |
0.9617 |
0.0360 |
3.7% |
0.0059 |
0.6% |
3% |
False |
True |
60,381 |
| 80 |
1.0035 |
0.9617 |
0.0418 |
4.3% |
0.0057 |
0.6% |
3% |
False |
True |
45,435 |
| 100 |
1.0151 |
0.9617 |
0.0534 |
5.5% |
0.0053 |
0.6% |
2% |
False |
True |
36,407 |
| 120 |
1.0151 |
0.9617 |
0.0534 |
5.5% |
0.0048 |
0.5% |
2% |
False |
True |
30,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0284 |
|
2.618 |
1.0076 |
|
1.618 |
0.9949 |
|
1.000 |
0.9871 |
|
0.618 |
0.9822 |
|
HIGH |
0.9744 |
|
0.618 |
0.9695 |
|
0.500 |
0.9681 |
|
0.382 |
0.9666 |
|
LOW |
0.9617 |
|
0.618 |
0.9539 |
|
1.000 |
0.9490 |
|
1.618 |
0.9412 |
|
2.618 |
0.9285 |
|
4.250 |
0.9077 |
|
|
| Fisher Pivots for day following 22-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9681 |
0.9700 |
| PP |
0.9663 |
0.9676 |
| S1 |
0.9646 |
0.9652 |
|