CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9845 |
0.9833 |
-0.0012 |
-0.1% |
0.9786 |
| High |
0.9868 |
0.9852 |
-0.0016 |
-0.2% |
0.9868 |
| Low |
0.9816 |
0.9799 |
-0.0017 |
-0.2% |
0.9753 |
| Close |
0.9832 |
0.9804 |
-0.0028 |
-0.3% |
0.9832 |
| Range |
0.0052 |
0.0053 |
0.0001 |
1.9% |
0.0115 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
21,087 |
4,837 |
-16,250 |
-77.1% |
366,142 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9977 |
0.9944 |
0.9833 |
|
| R3 |
0.9924 |
0.9891 |
0.9819 |
|
| R2 |
0.9871 |
0.9871 |
0.9814 |
|
| R1 |
0.9838 |
0.9838 |
0.9809 |
0.9828 |
| PP |
0.9818 |
0.9818 |
0.9818 |
0.9814 |
| S1 |
0.9785 |
0.9785 |
0.9799 |
0.9775 |
| S2 |
0.9765 |
0.9765 |
0.9794 |
|
| S3 |
0.9712 |
0.9732 |
0.9789 |
|
| S4 |
0.9659 |
0.9679 |
0.9775 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0163 |
1.0112 |
0.9895 |
|
| R3 |
1.0048 |
0.9997 |
0.9864 |
|
| R2 |
0.9933 |
0.9933 |
0.9853 |
|
| R1 |
0.9882 |
0.9882 |
0.9843 |
0.9908 |
| PP |
0.9818 |
0.9818 |
0.9818 |
0.9830 |
| S1 |
0.9767 |
0.9767 |
0.9821 |
0.9793 |
| S2 |
0.9703 |
0.9703 |
0.9811 |
|
| S3 |
0.9588 |
0.9652 |
0.9800 |
|
| S4 |
0.9473 |
0.9537 |
0.9769 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9868 |
0.9753 |
0.0115 |
1.2% |
0.0063 |
0.6% |
44% |
False |
False |
57,070 |
| 10 |
0.9868 |
0.9631 |
0.0237 |
2.4% |
0.0077 |
0.8% |
73% |
False |
False |
71,002 |
| 20 |
0.9868 |
0.9591 |
0.0277 |
2.8% |
0.0083 |
0.8% |
77% |
False |
False |
80,039 |
| 40 |
0.9977 |
0.9591 |
0.0386 |
3.9% |
0.0072 |
0.7% |
55% |
False |
False |
75,070 |
| 60 |
0.9977 |
0.9591 |
0.0386 |
3.9% |
0.0066 |
0.7% |
55% |
False |
False |
72,538 |
| 80 |
0.9977 |
0.9591 |
0.0386 |
3.9% |
0.0063 |
0.6% |
55% |
False |
False |
61,777 |
| 100 |
1.0035 |
0.9591 |
0.0444 |
4.5% |
0.0060 |
0.6% |
48% |
False |
False |
49,552 |
| 120 |
1.0151 |
0.9591 |
0.0560 |
5.7% |
0.0056 |
0.6% |
38% |
False |
False |
41,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0077 |
|
2.618 |
0.9991 |
|
1.618 |
0.9938 |
|
1.000 |
0.9905 |
|
0.618 |
0.9885 |
|
HIGH |
0.9852 |
|
0.618 |
0.9832 |
|
0.500 |
0.9826 |
|
0.382 |
0.9819 |
|
LOW |
0.9799 |
|
0.618 |
0.9766 |
|
1.000 |
0.9746 |
|
1.618 |
0.9713 |
|
2.618 |
0.9660 |
|
4.250 |
0.9574 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9826 |
0.9823 |
| PP |
0.9818 |
0.9817 |
| S1 |
0.9811 |
0.9810 |
|