CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 21-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9716 |
0.9613 |
-0.0103 |
-1.1% |
0.9809 |
| High |
0.9719 |
0.9629 |
-0.0090 |
-0.9% |
0.9831 |
| Low |
0.9599 |
0.9514 |
-0.0085 |
-0.9% |
0.9514 |
| Close |
0.9601 |
0.9542 |
-0.0059 |
-0.6% |
0.9542 |
| Range |
0.0120 |
0.0115 |
-0.0005 |
-4.2% |
0.0317 |
| ATR |
0.0077 |
0.0079 |
0.0003 |
3.6% |
0.0000 |
| Volume |
105,602 |
111,907 |
6,305 |
6.0% |
383,865 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9907 |
0.9839 |
0.9605 |
|
| R3 |
0.9792 |
0.9724 |
0.9574 |
|
| R2 |
0.9677 |
0.9677 |
0.9563 |
|
| R1 |
0.9609 |
0.9609 |
0.9553 |
0.9586 |
| PP |
0.9562 |
0.9562 |
0.9562 |
0.9550 |
| S1 |
0.9494 |
0.9494 |
0.9531 |
0.9471 |
| S2 |
0.9447 |
0.9447 |
0.9521 |
|
| S3 |
0.9332 |
0.9379 |
0.9510 |
|
| S4 |
0.9217 |
0.9264 |
0.9479 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0580 |
1.0378 |
0.9716 |
|
| R3 |
1.0263 |
1.0061 |
0.9629 |
|
| R2 |
0.9946 |
0.9946 |
0.9600 |
|
| R1 |
0.9744 |
0.9744 |
0.9571 |
0.9687 |
| PP |
0.9629 |
0.9629 |
0.9629 |
0.9600 |
| S1 |
0.9427 |
0.9427 |
0.9513 |
0.9370 |
| S2 |
0.9312 |
0.9312 |
0.9484 |
|
| S3 |
0.8995 |
0.9110 |
0.9455 |
|
| S4 |
0.8678 |
0.8793 |
0.9368 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9831 |
0.9514 |
0.0317 |
3.3% |
0.0087 |
0.9% |
9% |
False |
True |
76,773 |
| 10 |
0.9846 |
0.9514 |
0.0332 |
3.5% |
0.0074 |
0.8% |
8% |
False |
True |
59,066 |
| 20 |
0.9846 |
0.9514 |
0.0332 |
3.5% |
0.0081 |
0.8% |
8% |
False |
True |
31,696 |
| 40 |
0.9955 |
0.9514 |
0.0441 |
4.6% |
0.0073 |
0.8% |
6% |
False |
True |
16,144 |
| 60 |
0.9955 |
0.9514 |
0.0441 |
4.6% |
0.0063 |
0.7% |
6% |
False |
True |
10,808 |
| 80 |
0.9955 |
0.9514 |
0.0441 |
4.6% |
0.0057 |
0.6% |
6% |
False |
True |
8,142 |
| 100 |
1.0000 |
0.9514 |
0.0486 |
5.1% |
0.0052 |
0.5% |
6% |
False |
True |
6,531 |
| 120 |
1.0113 |
0.9514 |
0.0599 |
6.3% |
0.0049 |
0.5% |
5% |
False |
True |
5,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0118 |
|
2.618 |
0.9930 |
|
1.618 |
0.9815 |
|
1.000 |
0.9744 |
|
0.618 |
0.9700 |
|
HIGH |
0.9629 |
|
0.618 |
0.9585 |
|
0.500 |
0.9572 |
|
0.382 |
0.9558 |
|
LOW |
0.9514 |
|
0.618 |
0.9443 |
|
1.000 |
0.9399 |
|
1.618 |
0.9328 |
|
2.618 |
0.9213 |
|
4.250 |
0.9025 |
|
|
| Fisher Pivots for day following 21-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9572 |
0.9661 |
| PP |
0.9562 |
0.9621 |
| S1 |
0.9552 |
0.9582 |
|