CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 07-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9664 |
0.9735 |
0.0071 |
0.7% |
0.9647 |
| High |
0.9799 |
0.9834 |
0.0035 |
0.4% |
0.9834 |
| Low |
0.9643 |
0.9717 |
0.0074 |
0.8% |
0.9631 |
| Close |
0.9741 |
0.9790 |
0.0049 |
0.5% |
0.9790 |
| Range |
0.0156 |
0.0117 |
-0.0039 |
-25.0% |
0.0203 |
| ATR |
0.0081 |
0.0084 |
0.0003 |
3.2% |
0.0000 |
| Volume |
106,821 |
96,023 |
-10,798 |
-10.1% |
425,264 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0131 |
1.0078 |
0.9854 |
|
| R3 |
1.0014 |
0.9961 |
0.9822 |
|
| R2 |
0.9897 |
0.9897 |
0.9811 |
|
| R1 |
0.9844 |
0.9844 |
0.9801 |
0.9871 |
| PP |
0.9780 |
0.9780 |
0.9780 |
0.9794 |
| S1 |
0.9727 |
0.9727 |
0.9779 |
0.9754 |
| S2 |
0.9663 |
0.9663 |
0.9769 |
|
| S3 |
0.9546 |
0.9610 |
0.9758 |
|
| S4 |
0.9429 |
0.9493 |
0.9726 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0361 |
1.0278 |
0.9902 |
|
| R3 |
1.0158 |
1.0075 |
0.9846 |
|
| R2 |
0.9955 |
0.9955 |
0.9827 |
|
| R1 |
0.9872 |
0.9872 |
0.9809 |
0.9914 |
| PP |
0.9752 |
0.9752 |
0.9752 |
0.9772 |
| S1 |
0.9669 |
0.9669 |
0.9771 |
0.9711 |
| S2 |
0.9549 |
0.9549 |
0.9753 |
|
| S3 |
0.9346 |
0.9466 |
0.9734 |
|
| S4 |
0.9143 |
0.9263 |
0.9678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9834 |
0.9631 |
0.0203 |
2.1% |
0.0102 |
1.0% |
78% |
True |
False |
85,052 |
| 10 |
0.9834 |
0.9591 |
0.0243 |
2.5% |
0.0089 |
0.9% |
82% |
True |
False |
83,578 |
| 20 |
0.9929 |
0.9591 |
0.0338 |
3.5% |
0.0089 |
0.9% |
59% |
False |
False |
87,017 |
| 40 |
0.9977 |
0.9591 |
0.0386 |
3.9% |
0.0072 |
0.7% |
52% |
False |
False |
77,448 |
| 60 |
0.9977 |
0.9591 |
0.0386 |
3.9% |
0.0065 |
0.7% |
52% |
False |
False |
73,006 |
| 80 |
0.9977 |
0.9591 |
0.0386 |
3.9% |
0.0062 |
0.6% |
52% |
False |
False |
57,188 |
| 100 |
1.0130 |
0.9591 |
0.0539 |
5.5% |
0.0060 |
0.6% |
37% |
False |
False |
45,848 |
| 120 |
1.0151 |
0.9591 |
0.0560 |
5.7% |
0.0054 |
0.6% |
36% |
False |
False |
38,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0331 |
|
2.618 |
1.0140 |
|
1.618 |
1.0023 |
|
1.000 |
0.9951 |
|
0.618 |
0.9906 |
|
HIGH |
0.9834 |
|
0.618 |
0.9789 |
|
0.500 |
0.9776 |
|
0.382 |
0.9762 |
|
LOW |
0.9717 |
|
0.618 |
0.9645 |
|
1.000 |
0.9600 |
|
1.618 |
0.9528 |
|
2.618 |
0.9411 |
|
4.250 |
0.9220 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9785 |
0.9771 |
| PP |
0.9780 |
0.9752 |
| S1 |
0.9776 |
0.9733 |
|