CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 19-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9795 |
0.9771 |
-0.0024 |
-0.2% |
0.9763 |
| High |
0.9804 |
0.9808 |
0.0004 |
0.0% |
0.9846 |
| Low |
0.9766 |
0.9700 |
-0.0066 |
-0.7% |
0.9732 |
| Close |
0.9780 |
0.9702 |
-0.0078 |
-0.8% |
0.9810 |
| Range |
0.0038 |
0.0108 |
0.0070 |
184.2% |
0.0114 |
| ATR |
0.0071 |
0.0073 |
0.0003 |
3.8% |
0.0000 |
| Volume |
45,018 |
70,336 |
25,318 |
56.2% |
206,802 |
|
| Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0061 |
0.9989 |
0.9761 |
|
| R3 |
0.9953 |
0.9881 |
0.9732 |
|
| R2 |
0.9845 |
0.9845 |
0.9722 |
|
| R1 |
0.9773 |
0.9773 |
0.9712 |
0.9755 |
| PP |
0.9737 |
0.9737 |
0.9737 |
0.9728 |
| S1 |
0.9665 |
0.9665 |
0.9692 |
0.9647 |
| S2 |
0.9629 |
0.9629 |
0.9682 |
|
| S3 |
0.9521 |
0.9557 |
0.9672 |
|
| S4 |
0.9413 |
0.9449 |
0.9643 |
|
|
| 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 |
0.9700 |
0.0146 |
1.5% |
0.0066 |
0.7% |
1% |
False |
True |
55,081 |
| 10 |
0.9846 |
0.9623 |
0.0223 |
2.3% |
0.0078 |
0.8% |
35% |
False |
False |
39,826 |
| 20 |
0.9846 |
0.9573 |
0.0273 |
2.8% |
0.0080 |
0.8% |
47% |
False |
False |
20,957 |
| 40 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0069 |
0.7% |
34% |
False |
False |
10,711 |
| 60 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0060 |
0.6% |
34% |
False |
False |
7,188 |
| 80 |
0.9955 |
0.9573 |
0.0382 |
3.9% |
0.0055 |
0.6% |
34% |
False |
False |
5,433 |
| 100 |
1.0000 |
0.9573 |
0.0427 |
4.4% |
0.0051 |
0.5% |
30% |
False |
False |
4,369 |
| 120 |
1.0113 |
0.9573 |
0.0540 |
5.6% |
0.0047 |
0.5% |
24% |
False |
False |
3,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0267 |
|
2.618 |
1.0091 |
|
1.618 |
0.9983 |
|
1.000 |
0.9916 |
|
0.618 |
0.9875 |
|
HIGH |
0.9808 |
|
0.618 |
0.9767 |
|
0.500 |
0.9754 |
|
0.382 |
0.9741 |
|
LOW |
0.9700 |
|
0.618 |
0.9633 |
|
1.000 |
0.9592 |
|
1.618 |
0.9525 |
|
2.618 |
0.9417 |
|
4.250 |
0.9241 |
|
|
| Fisher Pivots for day following 19-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9754 |
0.9766 |
| PP |
0.9737 |
0.9744 |
| S1 |
0.9719 |
0.9723 |
|