CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 30-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9610 |
0.9656 |
0.0046 |
0.5% |
0.9721 |
| High |
0.9666 |
0.9708 |
0.0042 |
0.4% |
0.9782 |
| Low |
0.9591 |
0.9622 |
0.0031 |
0.3% |
0.9615 |
| Close |
0.9649 |
0.9705 |
0.0056 |
0.6% |
0.9671 |
| Range |
0.0075 |
0.0086 |
0.0011 |
14.7% |
0.0167 |
| ATR |
0.0074 |
0.0074 |
0.0001 |
1.2% |
0.0000 |
| Volume |
87,588 |
76,393 |
-11,195 |
-12.8% |
460,065 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9936 |
0.9907 |
0.9752 |
|
| R3 |
0.9850 |
0.9821 |
0.9729 |
|
| R2 |
0.9764 |
0.9764 |
0.9721 |
|
| R1 |
0.9735 |
0.9735 |
0.9713 |
0.9750 |
| PP |
0.9678 |
0.9678 |
0.9678 |
0.9686 |
| S1 |
0.9649 |
0.9649 |
0.9697 |
0.9664 |
| S2 |
0.9592 |
0.9592 |
0.9689 |
|
| S3 |
0.9506 |
0.9563 |
0.9681 |
|
| S4 |
0.9420 |
0.9477 |
0.9658 |
|
|
| 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 |
0.9715 |
0.9591 |
0.0124 |
1.3% |
0.0081 |
0.8% |
92% |
False |
False |
84,757 |
| 10 |
0.9846 |
0.9591 |
0.0255 |
2.6% |
0.0091 |
0.9% |
45% |
False |
False |
89,720 |
| 20 |
0.9977 |
0.9591 |
0.0386 |
4.0% |
0.0075 |
0.8% |
30% |
False |
False |
79,310 |
| 40 |
0.9977 |
0.9591 |
0.0386 |
4.0% |
0.0067 |
0.7% |
30% |
False |
False |
74,664 |
| 60 |
0.9977 |
0.9591 |
0.0386 |
4.0% |
0.0061 |
0.6% |
30% |
False |
False |
67,195 |
| 80 |
1.0035 |
0.9591 |
0.0444 |
4.6% |
0.0059 |
0.6% |
26% |
False |
False |
50,701 |
| 100 |
1.0151 |
0.9591 |
0.0560 |
5.8% |
0.0055 |
0.6% |
20% |
False |
False |
40,641 |
| 120 |
1.0151 |
0.9591 |
0.0560 |
5.8% |
0.0051 |
0.5% |
20% |
False |
False |
33,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0074 |
|
2.618 |
0.9933 |
|
1.618 |
0.9847 |
|
1.000 |
0.9794 |
|
0.618 |
0.9761 |
|
HIGH |
0.9708 |
|
0.618 |
0.9675 |
|
0.500 |
0.9665 |
|
0.382 |
0.9655 |
|
LOW |
0.9622 |
|
0.618 |
0.9569 |
|
1.000 |
0.9536 |
|
1.618 |
0.9483 |
|
2.618 |
0.9397 |
|
4.250 |
0.9257 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9692 |
0.9687 |
| PP |
0.9678 |
0.9668 |
| S1 |
0.9665 |
0.9650 |
|