CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 18-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9809 |
0.9795 |
-0.0014 |
-0.1% |
0.9763 |
| High |
0.9831 |
0.9804 |
-0.0027 |
-0.3% |
0.9846 |
| Low |
0.9776 |
0.9766 |
-0.0010 |
-0.1% |
0.9732 |
| Close |
0.9782 |
0.9780 |
-0.0002 |
0.0% |
0.9810 |
| Range |
0.0055 |
0.0038 |
-0.0017 |
-30.9% |
0.0114 |
| ATR |
0.0073 |
0.0071 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
51,002 |
45,018 |
-5,984 |
-11.7% |
206,802 |
|
| Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9897 |
0.9877 |
0.9801 |
|
| R3 |
0.9859 |
0.9839 |
0.9790 |
|
| R2 |
0.9821 |
0.9821 |
0.9787 |
|
| R1 |
0.9801 |
0.9801 |
0.9783 |
0.9792 |
| PP |
0.9783 |
0.9783 |
0.9783 |
0.9779 |
| S1 |
0.9763 |
0.9763 |
0.9777 |
0.9754 |
| S2 |
0.9745 |
0.9745 |
0.9773 |
|
| S3 |
0.9707 |
0.9725 |
0.9770 |
|
| S4 |
0.9669 |
0.9687 |
0.9759 |
|
|
| 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 |
0.9757 |
0.0089 |
0.9% |
0.0056 |
0.6% |
26% |
False |
False |
49,898 |
| 10 |
0.9846 |
0.9611 |
0.0235 |
2.4% |
0.0072 |
0.7% |
72% |
False |
False |
33,033 |
| 20 |
0.9846 |
0.9573 |
0.0273 |
2.8% |
0.0078 |
0.8% |
76% |
False |
False |
17,459 |
| 40 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0067 |
0.7% |
54% |
False |
False |
8,955 |
| 60 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0059 |
0.6% |
54% |
False |
False |
6,016 |
| 80 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0054 |
0.5% |
54% |
False |
False |
4,557 |
| 100 |
1.0000 |
0.9573 |
0.0427 |
4.4% |
0.0050 |
0.5% |
48% |
False |
False |
3,669 |
| 120 |
1.0113 |
0.9573 |
0.0540 |
5.5% |
0.0046 |
0.5% |
38% |
False |
False |
3,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9966 |
|
2.618 |
0.9903 |
|
1.618 |
0.9865 |
|
1.000 |
0.9842 |
|
0.618 |
0.9827 |
|
HIGH |
0.9804 |
|
0.618 |
0.9789 |
|
0.500 |
0.9785 |
|
0.382 |
0.9781 |
|
LOW |
0.9766 |
|
0.618 |
0.9743 |
|
1.000 |
0.9728 |
|
1.618 |
0.9705 |
|
2.618 |
0.9667 |
|
4.250 |
0.9605 |
|
|
| Fisher Pivots for day following 18-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9785 |
0.9806 |
| PP |
0.9783 |
0.9797 |
| S1 |
0.9782 |
0.9789 |
|