CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 29-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9664 |
0.9588 |
-0.0076 |
-0.8% |
0.9694 |
| High |
0.9671 |
0.9644 |
-0.0027 |
-0.3% |
0.9760 |
| Low |
0.9584 |
0.9573 |
-0.0011 |
-0.1% |
0.9595 |
| Close |
0.9606 |
0.9629 |
0.0023 |
0.2% |
0.9650 |
| Range |
0.0087 |
0.0071 |
-0.0016 |
-18.4% |
0.0165 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.3% |
0.0000 |
| Volume |
1,168 |
1,845 |
677 |
58.0% |
6,964 |
|
| Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9828 |
0.9800 |
0.9668 |
|
| R3 |
0.9757 |
0.9729 |
0.9649 |
|
| R2 |
0.9686 |
0.9686 |
0.9642 |
|
| R1 |
0.9658 |
0.9658 |
0.9636 |
0.9672 |
| PP |
0.9615 |
0.9615 |
0.9615 |
0.9623 |
| S1 |
0.9587 |
0.9587 |
0.9622 |
0.9601 |
| S2 |
0.9544 |
0.9544 |
0.9616 |
|
| S3 |
0.9473 |
0.9516 |
0.9609 |
|
| S4 |
0.9402 |
0.9445 |
0.9590 |
|
|
| 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 |
0.9726 |
0.9573 |
0.0153 |
1.6% |
0.0085 |
0.9% |
37% |
False |
True |
1,503 |
| 10 |
0.9826 |
0.9573 |
0.0253 |
2.6% |
0.0081 |
0.8% |
22% |
False |
True |
1,180 |
| 20 |
0.9955 |
0.9573 |
0.0382 |
4.0% |
0.0066 |
0.7% |
15% |
False |
True |
795 |
| 40 |
0.9955 |
0.9573 |
0.0382 |
4.0% |
0.0057 |
0.6% |
15% |
False |
True |
478 |
| 60 |
0.9955 |
0.9573 |
0.0382 |
4.0% |
0.0050 |
0.5% |
15% |
False |
True |
358 |
| 80 |
1.0000 |
0.9573 |
0.0427 |
4.4% |
0.0046 |
0.5% |
13% |
False |
True |
297 |
| 100 |
1.0113 |
0.9573 |
0.0540 |
5.6% |
0.0044 |
0.5% |
10% |
False |
True |
258 |
| 120 |
1.0113 |
0.9573 |
0.0540 |
5.6% |
0.0039 |
0.4% |
10% |
False |
True |
216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9946 |
|
2.618 |
0.9830 |
|
1.618 |
0.9759 |
|
1.000 |
0.9715 |
|
0.618 |
0.9688 |
|
HIGH |
0.9644 |
|
0.618 |
0.9617 |
|
0.500 |
0.9609 |
|
0.382 |
0.9600 |
|
LOW |
0.9573 |
|
0.618 |
0.9529 |
|
1.000 |
0.9502 |
|
1.618 |
0.9458 |
|
2.618 |
0.9387 |
|
4.250 |
0.9271 |
|
|
| Fisher Pivots for day following 29-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9622 |
0.9627 |
| PP |
0.9615 |
0.9626 |
| S1 |
0.9609 |
0.9624 |
|