CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 11-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9763 |
0.9785 |
0.0022 |
0.2% |
0.9628 |
| High |
0.9810 |
0.9805 |
-0.0005 |
-0.1% |
0.9812 |
| Low |
0.9762 |
0.9732 |
-0.0030 |
-0.3% |
0.9611 |
| Close |
0.9788 |
0.9791 |
0.0003 |
0.0% |
0.9768 |
| Range |
0.0048 |
0.0073 |
0.0025 |
52.1% |
0.0201 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
23,121 |
30,208 |
7,087 |
30.7% |
34,553 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9995 |
0.9966 |
0.9831 |
|
| R3 |
0.9922 |
0.9893 |
0.9811 |
|
| R2 |
0.9849 |
0.9849 |
0.9804 |
|
| R1 |
0.9820 |
0.9820 |
0.9798 |
0.9835 |
| PP |
0.9776 |
0.9776 |
0.9776 |
0.9783 |
| S1 |
0.9747 |
0.9747 |
0.9784 |
0.9762 |
| S2 |
0.9703 |
0.9703 |
0.9778 |
|
| S3 |
0.9630 |
0.9674 |
0.9771 |
|
| S4 |
0.9557 |
0.9601 |
0.9751 |
|
|
| 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% |
0.0088 |
0.9% |
90% |
False |
False |
16,169 |
| 10 |
0.9812 |
0.9573 |
0.0239 |
2.4% |
0.0086 |
0.9% |
91% |
False |
False |
9,364 |
| 20 |
0.9881 |
0.9573 |
0.0308 |
3.1% |
0.0084 |
0.9% |
71% |
False |
False |
5,238 |
| 40 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0065 |
0.7% |
57% |
False |
False |
2,747 |
| 60 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0057 |
0.6% |
57% |
False |
False |
1,867 |
| 80 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0053 |
0.5% |
57% |
False |
False |
1,441 |
| 100 |
1.0094 |
0.9573 |
0.0521 |
5.3% |
0.0050 |
0.5% |
42% |
False |
False |
1,175 |
| 120 |
1.0113 |
0.9573 |
0.0540 |
5.5% |
0.0044 |
0.5% |
40% |
False |
False |
980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0115 |
|
2.618 |
0.9996 |
|
1.618 |
0.9923 |
|
1.000 |
0.9878 |
|
0.618 |
0.9850 |
|
HIGH |
0.9805 |
|
0.618 |
0.9777 |
|
0.500 |
0.9769 |
|
0.382 |
0.9760 |
|
LOW |
0.9732 |
|
0.618 |
0.9687 |
|
1.000 |
0.9659 |
|
1.618 |
0.9614 |
|
2.618 |
0.9541 |
|
4.250 |
0.9422 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9784 |
0.9779 |
| PP |
0.9776 |
0.9766 |
| S1 |
0.9769 |
0.9754 |
|