CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9732 |
0.9633 |
-0.0099 |
-1.0% |
0.9883 |
| High |
0.9744 |
0.9715 |
-0.0029 |
-0.3% |
0.9910 |
| Low |
0.9617 |
0.9615 |
-0.0002 |
0.0% |
0.9673 |
| Close |
0.9628 |
0.9698 |
0.0070 |
0.7% |
0.9716 |
| Range |
0.0127 |
0.0100 |
-0.0027 |
-21.3% |
0.0237 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.8% |
0.0000 |
| Volume |
125,876 |
109,031 |
-16,845 |
-13.4% |
409,892 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9976 |
0.9937 |
0.9753 |
|
| R3 |
0.9876 |
0.9837 |
0.9726 |
|
| R2 |
0.9776 |
0.9776 |
0.9716 |
|
| R1 |
0.9737 |
0.9737 |
0.9707 |
0.9757 |
| PP |
0.9676 |
0.9676 |
0.9676 |
0.9686 |
| S1 |
0.9637 |
0.9637 |
0.9689 |
0.9657 |
| S2 |
0.9576 |
0.9576 |
0.9680 |
|
| S3 |
0.9476 |
0.9537 |
0.9671 |
|
| S4 |
0.9376 |
0.9437 |
0.9643 |
|
|
| 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 |
0.9827 |
0.9615 |
0.0212 |
2.2% |
0.0109 |
1.1% |
39% |
False |
True |
101,307 |
| 10 |
0.9929 |
0.9615 |
0.0314 |
3.2% |
0.0089 |
0.9% |
26% |
False |
True |
90,456 |
| 20 |
0.9977 |
0.9615 |
0.0362 |
3.7% |
0.0071 |
0.7% |
23% |
False |
True |
77,594 |
| 40 |
0.9977 |
0.9615 |
0.0362 |
3.7% |
0.0063 |
0.6% |
23% |
False |
True |
72,298 |
| 60 |
0.9977 |
0.9615 |
0.0362 |
3.7% |
0.0060 |
0.6% |
23% |
False |
True |
62,180 |
| 80 |
1.0035 |
0.9615 |
0.0420 |
4.3% |
0.0057 |
0.6% |
20% |
False |
True |
46,779 |
| 100 |
1.0151 |
0.9615 |
0.0536 |
5.5% |
0.0054 |
0.6% |
15% |
False |
True |
37,497 |
| 120 |
1.0151 |
0.9615 |
0.0536 |
5.5% |
0.0049 |
0.5% |
15% |
False |
True |
31,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0140 |
|
2.618 |
0.9977 |
|
1.618 |
0.9877 |
|
1.000 |
0.9815 |
|
0.618 |
0.9777 |
|
HIGH |
0.9715 |
|
0.618 |
0.9677 |
|
0.500 |
0.9665 |
|
0.382 |
0.9653 |
|
LOW |
0.9615 |
|
0.618 |
0.9553 |
|
1.000 |
0.9515 |
|
1.618 |
0.9453 |
|
2.618 |
0.9353 |
|
4.250 |
0.9190 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9687 |
0.9697 |
| PP |
0.9676 |
0.9695 |
| S1 |
0.9665 |
0.9694 |
|