CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 24-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9613 |
0.9526 |
-0.0087 |
-0.9% |
0.9809 |
| High |
0.9629 |
0.9542 |
-0.0087 |
-0.9% |
0.9831 |
| Low |
0.9514 |
0.9453 |
-0.0061 |
-0.6% |
0.9514 |
| Close |
0.9542 |
0.9511 |
-0.0031 |
-0.3% |
0.9542 |
| Range |
0.0115 |
0.0089 |
-0.0026 |
-22.6% |
0.0317 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
0.9% |
0.0000 |
| Volume |
111,907 |
115,120 |
3,213 |
2.9% |
383,865 |
|
| Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9769 |
0.9729 |
0.9560 |
|
| R3 |
0.9680 |
0.9640 |
0.9535 |
|
| R2 |
0.9591 |
0.9591 |
0.9527 |
|
| R1 |
0.9551 |
0.9551 |
0.9519 |
0.9527 |
| PP |
0.9502 |
0.9502 |
0.9502 |
0.9490 |
| S1 |
0.9462 |
0.9462 |
0.9503 |
0.9438 |
| S2 |
0.9413 |
0.9413 |
0.9495 |
|
| S3 |
0.9324 |
0.9373 |
0.9487 |
|
| S4 |
0.9235 |
0.9284 |
0.9462 |
|
|
| 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 |
0.9808 |
0.9453 |
0.0355 |
3.7% |
0.0094 |
1.0% |
16% |
False |
True |
89,596 |
| 10 |
0.9846 |
0.9453 |
0.0393 |
4.1% |
0.0079 |
0.8% |
15% |
False |
True |
68,266 |
| 20 |
0.9846 |
0.9453 |
0.0393 |
4.1% |
0.0083 |
0.9% |
15% |
False |
True |
37,363 |
| 40 |
0.9955 |
0.9453 |
0.0502 |
5.3% |
0.0074 |
0.8% |
12% |
False |
True |
19,016 |
| 60 |
0.9955 |
0.9453 |
0.0502 |
5.3% |
0.0064 |
0.7% |
12% |
False |
True |
12,724 |
| 80 |
0.9955 |
0.9453 |
0.0502 |
5.3% |
0.0057 |
0.6% |
12% |
False |
True |
9,580 |
| 100 |
1.0000 |
0.9453 |
0.0547 |
5.8% |
0.0053 |
0.6% |
11% |
False |
True |
7,683 |
| 120 |
1.0113 |
0.9453 |
0.0660 |
6.9% |
0.0049 |
0.5% |
9% |
False |
True |
6,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9920 |
|
2.618 |
0.9775 |
|
1.618 |
0.9686 |
|
1.000 |
0.9631 |
|
0.618 |
0.9597 |
|
HIGH |
0.9542 |
|
0.618 |
0.9508 |
|
0.500 |
0.9498 |
|
0.382 |
0.9487 |
|
LOW |
0.9453 |
|
0.618 |
0.9398 |
|
1.000 |
0.9364 |
|
1.618 |
0.9309 |
|
2.618 |
0.9220 |
|
4.250 |
0.9075 |
|
|
| Fisher Pivots for day following 24-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9507 |
0.9586 |
| PP |
0.9502 |
0.9561 |
| S1 |
0.9498 |
0.9536 |
|