CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 28-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9674 |
0.9664 |
-0.0010 |
-0.1% |
0.9694 |
| High |
0.9675 |
0.9671 |
-0.0004 |
0.0% |
0.9760 |
| Low |
0.9632 |
0.9584 |
-0.0048 |
-0.5% |
0.9595 |
| Close |
0.9650 |
0.9606 |
-0.0044 |
-0.5% |
0.9650 |
| Range |
0.0043 |
0.0087 |
0.0044 |
102.3% |
0.0165 |
| ATR |
0.0067 |
0.0069 |
0.0001 |
2.1% |
0.0000 |
| Volume |
1,768 |
1,168 |
-600 |
-33.9% |
6,964 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9881 |
0.9831 |
0.9654 |
|
| R3 |
0.9794 |
0.9744 |
0.9630 |
|
| R2 |
0.9707 |
0.9707 |
0.9622 |
|
| R1 |
0.9657 |
0.9657 |
0.9614 |
0.9639 |
| PP |
0.9620 |
0.9620 |
0.9620 |
0.9611 |
| S1 |
0.9570 |
0.9570 |
0.9598 |
0.9552 |
| S2 |
0.9533 |
0.9533 |
0.9590 |
|
| S3 |
0.9446 |
0.9483 |
0.9582 |
|
| S4 |
0.9359 |
0.9396 |
0.9558 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0163 |
1.0072 |
0.9741 |
|
| R3 |
0.9998 |
0.9907 |
0.9695 |
|
| R2 |
0.9833 |
0.9833 |
0.9680 |
|
| R1 |
0.9742 |
0.9742 |
0.9665 |
0.9705 |
| PP |
0.9668 |
0.9668 |
0.9668 |
0.9650 |
| S1 |
0.9577 |
0.9577 |
0.9635 |
0.9540 |
| S2 |
0.9503 |
0.9503 |
0.9620 |
|
| S3 |
0.9338 |
0.9412 |
0.9605 |
|
| S4 |
0.9173 |
0.9247 |
0.9559 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9738 |
0.9584 |
0.0154 |
1.6% |
0.0086 |
0.9% |
14% |
False |
True |
1,211 |
| 10 |
0.9881 |
0.9584 |
0.0297 |
3.1% |
0.0082 |
0.9% |
7% |
False |
True |
1,111 |
| 20 |
0.9955 |
0.9584 |
0.0371 |
3.9% |
0.0066 |
0.7% |
6% |
False |
True |
719 |
| 40 |
0.9955 |
0.9584 |
0.0371 |
3.9% |
0.0056 |
0.6% |
6% |
False |
True |
433 |
| 60 |
0.9955 |
0.9584 |
0.0371 |
3.9% |
0.0049 |
0.5% |
6% |
False |
True |
334 |
| 80 |
1.0000 |
0.9584 |
0.0416 |
4.3% |
0.0046 |
0.5% |
5% |
False |
True |
276 |
| 100 |
1.0113 |
0.9584 |
0.0529 |
5.5% |
0.0043 |
0.5% |
4% |
False |
True |
239 |
| 120 |
1.0113 |
0.9584 |
0.0529 |
5.5% |
0.0038 |
0.4% |
4% |
False |
True |
201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0041 |
|
2.618 |
0.9899 |
|
1.618 |
0.9812 |
|
1.000 |
0.9758 |
|
0.618 |
0.9725 |
|
HIGH |
0.9671 |
|
0.618 |
0.9638 |
|
0.500 |
0.9628 |
|
0.382 |
0.9617 |
|
LOW |
0.9584 |
|
0.618 |
0.9530 |
|
1.000 |
0.9497 |
|
1.618 |
0.9443 |
|
2.618 |
0.9356 |
|
4.250 |
0.9214 |
|
|
| Fisher Pivots for day following 28-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9628 |
0.9639 |
| PP |
0.9620 |
0.9628 |
| S1 |
0.9613 |
0.9617 |
|