CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 10-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9712 |
0.9763 |
0.0051 |
0.5% |
0.9628 |
| High |
0.9812 |
0.9810 |
-0.0002 |
0.0% |
0.9812 |
| Low |
0.9696 |
0.9762 |
0.0066 |
0.7% |
0.9611 |
| Close |
0.9768 |
0.9788 |
0.0020 |
0.2% |
0.9768 |
| Range |
0.0116 |
0.0048 |
-0.0068 |
-58.6% |
0.0201 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
15,370 |
23,121 |
7,751 |
50.4% |
34,553 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9931 |
0.9907 |
0.9814 |
|
| R3 |
0.9883 |
0.9859 |
0.9801 |
|
| R2 |
0.9835 |
0.9835 |
0.9797 |
|
| R1 |
0.9811 |
0.9811 |
0.9792 |
0.9823 |
| PP |
0.9787 |
0.9787 |
0.9787 |
0.9793 |
| S1 |
0.9763 |
0.9763 |
0.9784 |
0.9775 |
| S2 |
0.9739 |
0.9739 |
0.9779 |
|
| S3 |
0.9691 |
0.9715 |
0.9775 |
|
| S4 |
0.9643 |
0.9667 |
0.9762 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0333 |
1.0252 |
0.9879 |
|
| R3 |
1.0132 |
1.0051 |
0.9823 |
|
| R2 |
0.9931 |
0.9931 |
0.9805 |
|
| R1 |
0.9850 |
0.9850 |
0.9786 |
0.9891 |
| PP |
0.9730 |
0.9730 |
0.9730 |
0.9751 |
| S1 |
0.9649 |
0.9649 |
0.9750 |
0.9690 |
| S2 |
0.9529 |
0.9529 |
0.9731 |
|
| S3 |
0.9328 |
0.9448 |
0.9713 |
|
| S4 |
0.9127 |
0.9247 |
0.9657 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9812 |
0.9611 |
0.0201 |
2.1% |
0.0089 |
0.9% |
88% |
False |
False |
11,186 |
| 10 |
0.9812 |
0.9573 |
0.0239 |
2.4% |
0.0087 |
0.9% |
90% |
False |
False |
6,460 |
| 20 |
0.9883 |
0.9573 |
0.0310 |
3.2% |
0.0082 |
0.8% |
69% |
False |
False |
3,752 |
| 40 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0066 |
0.7% |
56% |
False |
False |
1,993 |
| 60 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0057 |
0.6% |
56% |
False |
False |
1,365 |
| 80 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0052 |
0.5% |
56% |
False |
False |
1,064 |
| 100 |
1.0094 |
0.9573 |
0.0521 |
5.3% |
0.0049 |
0.5% |
41% |
False |
False |
873 |
| 120 |
1.0113 |
0.9573 |
0.0540 |
5.5% |
0.0044 |
0.4% |
40% |
False |
False |
729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0014 |
|
2.618 |
0.9936 |
|
1.618 |
0.9888 |
|
1.000 |
0.9858 |
|
0.618 |
0.9840 |
|
HIGH |
0.9810 |
|
0.618 |
0.9792 |
|
0.500 |
0.9786 |
|
0.382 |
0.9780 |
|
LOW |
0.9762 |
|
0.618 |
0.9732 |
|
1.000 |
0.9714 |
|
1.618 |
0.9684 |
|
2.618 |
0.9636 |
|
4.250 |
0.9558 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9787 |
0.9765 |
| PP |
0.9787 |
0.9741 |
| S1 |
0.9786 |
0.9718 |
|