CME Canadian Dollar Future September 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 |
0.9823 |
0.9809 |
-0.0014 |
-0.1% |
0.9763 |
| High |
0.9846 |
0.9831 |
-0.0015 |
-0.2% |
0.9846 |
| Low |
0.9794 |
0.9776 |
-0.0018 |
-0.2% |
0.9732 |
| Close |
0.9810 |
0.9782 |
-0.0028 |
-0.3% |
0.9810 |
| Range |
0.0052 |
0.0055 |
0.0003 |
5.8% |
0.0114 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
60,769 |
51,002 |
-9,767 |
-16.1% |
206,802 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9961 |
0.9927 |
0.9812 |
|
| R3 |
0.9906 |
0.9872 |
0.9797 |
|
| R2 |
0.9851 |
0.9851 |
0.9792 |
|
| R1 |
0.9817 |
0.9817 |
0.9787 |
0.9807 |
| PP |
0.9796 |
0.9796 |
0.9796 |
0.9791 |
| S1 |
0.9762 |
0.9762 |
0.9777 |
0.9752 |
| S2 |
0.9741 |
0.9741 |
0.9772 |
|
| S3 |
0.9686 |
0.9707 |
0.9767 |
|
| S4 |
0.9631 |
0.9652 |
0.9752 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0138 |
1.0088 |
0.9873 |
|
| R3 |
1.0024 |
0.9974 |
0.9841 |
|
| R2 |
0.9910 |
0.9910 |
0.9831 |
|
| R1 |
0.9860 |
0.9860 |
0.9820 |
0.9885 |
| PP |
0.9796 |
0.9796 |
0.9796 |
0.9809 |
| S1 |
0.9746 |
0.9746 |
0.9800 |
0.9771 |
| S2 |
0.9682 |
0.9682 |
0.9789 |
|
| S3 |
0.9568 |
0.9632 |
0.9779 |
|
| S4 |
0.9454 |
0.9518 |
0.9747 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9846 |
0.9732 |
0.0114 |
1.2% |
0.0063 |
0.6% |
44% |
False |
False |
46,936 |
| 10 |
0.9846 |
0.9611 |
0.0235 |
2.4% |
0.0076 |
0.8% |
73% |
False |
False |
29,061 |
| 20 |
0.9846 |
0.9573 |
0.0273 |
2.8% |
0.0080 |
0.8% |
77% |
False |
False |
15,312 |
| 40 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0067 |
0.7% |
55% |
False |
False |
7,832 |
| 60 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0059 |
0.6% |
55% |
False |
False |
5,268 |
| 80 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0054 |
0.6% |
55% |
False |
False |
3,995 |
| 100 |
1.0000 |
0.9573 |
0.0427 |
4.4% |
0.0050 |
0.5% |
49% |
False |
False |
3,219 |
| 120 |
1.0113 |
0.9573 |
0.0540 |
5.5% |
0.0046 |
0.5% |
39% |
False |
False |
2,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0065 |
|
2.618 |
0.9975 |
|
1.618 |
0.9920 |
|
1.000 |
0.9886 |
|
0.618 |
0.9865 |
|
HIGH |
0.9831 |
|
0.618 |
0.9810 |
|
0.500 |
0.9804 |
|
0.382 |
0.9797 |
|
LOW |
0.9776 |
|
0.618 |
0.9742 |
|
1.000 |
0.9721 |
|
1.618 |
0.9687 |
|
2.618 |
0.9632 |
|
4.250 |
0.9542 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9804 |
0.9802 |
| PP |
0.9796 |
0.9795 |
| S1 |
0.9789 |
0.9789 |
|