CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 24-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9633 |
0.9701 |
0.0068 |
0.7% |
0.9721 |
| High |
0.9715 |
0.9704 |
-0.0011 |
-0.1% |
0.9782 |
| Low |
0.9615 |
0.9651 |
0.0036 |
0.4% |
0.9615 |
| Close |
0.9698 |
0.9671 |
-0.0027 |
-0.3% |
0.9671 |
| Range |
0.0100 |
0.0053 |
-0.0047 |
-47.0% |
0.0167 |
| ATR |
0.0074 |
0.0072 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
109,031 |
66,038 |
-42,993 |
-39.4% |
460,065 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9834 |
0.9806 |
0.9700 |
|
| R3 |
0.9781 |
0.9753 |
0.9686 |
|
| R2 |
0.9728 |
0.9728 |
0.9681 |
|
| R1 |
0.9700 |
0.9700 |
0.9676 |
0.9688 |
| PP |
0.9675 |
0.9675 |
0.9675 |
0.9669 |
| S1 |
0.9647 |
0.9647 |
0.9666 |
0.9635 |
| S2 |
0.9622 |
0.9622 |
0.9661 |
|
| S3 |
0.9569 |
0.9594 |
0.9656 |
|
| S4 |
0.9516 |
0.9541 |
0.9642 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0190 |
1.0098 |
0.9763 |
|
| R3 |
1.0023 |
0.9931 |
0.9717 |
|
| R2 |
0.9856 |
0.9856 |
0.9702 |
|
| R1 |
0.9764 |
0.9764 |
0.9686 |
0.9727 |
| PP |
0.9689 |
0.9689 |
0.9689 |
0.9671 |
| S1 |
0.9597 |
0.9597 |
0.9656 |
0.9560 |
| S2 |
0.9522 |
0.9522 |
0.9640 |
|
| S3 |
0.9355 |
0.9430 |
0.9625 |
|
| S4 |
0.9188 |
0.9263 |
0.9579 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9782 |
0.9615 |
0.0167 |
1.7% |
0.0089 |
0.9% |
34% |
False |
False |
92,013 |
| 10 |
0.9910 |
0.9615 |
0.0295 |
3.1% |
0.0086 |
0.9% |
19% |
False |
False |
86,995 |
| 20 |
0.9977 |
0.9615 |
0.0362 |
3.7% |
0.0071 |
0.7% |
15% |
False |
False |
77,538 |
| 40 |
0.9977 |
0.9615 |
0.0362 |
3.7% |
0.0063 |
0.7% |
15% |
False |
False |
72,406 |
| 60 |
0.9977 |
0.9615 |
0.0362 |
3.7% |
0.0059 |
0.6% |
15% |
False |
False |
63,226 |
| 80 |
1.0035 |
0.9615 |
0.0420 |
4.3% |
0.0057 |
0.6% |
13% |
False |
False |
47,603 |
| 100 |
1.0151 |
0.9615 |
0.0536 |
5.5% |
0.0054 |
0.6% |
10% |
False |
False |
38,156 |
| 120 |
1.0151 |
0.9615 |
0.0536 |
5.5% |
0.0049 |
0.5% |
10% |
False |
False |
31,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9929 |
|
2.618 |
0.9843 |
|
1.618 |
0.9790 |
|
1.000 |
0.9757 |
|
0.618 |
0.9737 |
|
HIGH |
0.9704 |
|
0.618 |
0.9684 |
|
0.500 |
0.9678 |
|
0.382 |
0.9671 |
|
LOW |
0.9651 |
|
0.618 |
0.9618 |
|
1.000 |
0.9598 |
|
1.618 |
0.9565 |
|
2.618 |
0.9512 |
|
4.250 |
0.9426 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9678 |
0.9680 |
| PP |
0.9675 |
0.9677 |
| S1 |
0.9673 |
0.9674 |
|