CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 01-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9523 |
0.9487 |
-0.0036 |
-0.4% |
0.9526 |
| High |
0.9547 |
0.9518 |
-0.0029 |
-0.3% |
0.9574 |
| Low |
0.9455 |
0.9475 |
0.0020 |
0.2% |
0.9453 |
| Close |
0.9504 |
0.9504 |
0.0000 |
0.0% |
0.9504 |
| Range |
0.0092 |
0.0043 |
-0.0049 |
-53.3% |
0.0121 |
| ATR |
0.0080 |
0.0077 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
87,387 |
49,860 |
-37,527 |
-42.9% |
450,845 |
|
| Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9628 |
0.9609 |
0.9528 |
|
| R3 |
0.9585 |
0.9566 |
0.9516 |
|
| R2 |
0.9542 |
0.9542 |
0.9512 |
|
| R1 |
0.9523 |
0.9523 |
0.9508 |
0.9533 |
| PP |
0.9499 |
0.9499 |
0.9499 |
0.9504 |
| S1 |
0.9480 |
0.9480 |
0.9500 |
0.9490 |
| S2 |
0.9456 |
0.9456 |
0.9496 |
|
| S3 |
0.9413 |
0.9437 |
0.9492 |
|
| S4 |
0.9370 |
0.9394 |
0.9480 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9873 |
0.9810 |
0.9571 |
|
| R3 |
0.9752 |
0.9689 |
0.9537 |
|
| R2 |
0.9631 |
0.9631 |
0.9526 |
|
| R1 |
0.9568 |
0.9568 |
0.9515 |
0.9539 |
| PP |
0.9510 |
0.9510 |
0.9510 |
0.9496 |
| S1 |
0.9447 |
0.9447 |
0.9493 |
0.9418 |
| S2 |
0.9389 |
0.9389 |
0.9482 |
|
| S3 |
0.9268 |
0.9326 |
0.9471 |
|
| S4 |
0.9147 |
0.9205 |
0.9437 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9574 |
0.9455 |
0.0119 |
1.3% |
0.0071 |
0.7% |
41% |
False |
False |
77,117 |
| 10 |
0.9808 |
0.9453 |
0.0355 |
3.7% |
0.0083 |
0.9% |
14% |
False |
False |
83,356 |
| 20 |
0.9846 |
0.9453 |
0.0393 |
4.1% |
0.0079 |
0.8% |
13% |
False |
False |
56,209 |
| 40 |
0.9955 |
0.9453 |
0.0502 |
5.3% |
0.0076 |
0.8% |
10% |
False |
False |
28,623 |
| 60 |
0.9955 |
0.9453 |
0.0502 |
5.3% |
0.0066 |
0.7% |
10% |
False |
False |
19,145 |
| 80 |
0.9955 |
0.9453 |
0.0502 |
5.3% |
0.0059 |
0.6% |
10% |
False |
False |
14,390 |
| 100 |
1.0000 |
0.9453 |
0.0547 |
5.8% |
0.0055 |
0.6% |
9% |
False |
False |
11,535 |
| 120 |
1.0113 |
0.9453 |
0.0660 |
6.9% |
0.0051 |
0.5% |
8% |
False |
False |
9,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9701 |
|
2.618 |
0.9631 |
|
1.618 |
0.9588 |
|
1.000 |
0.9561 |
|
0.618 |
0.9545 |
|
HIGH |
0.9518 |
|
0.618 |
0.9502 |
|
0.500 |
0.9497 |
|
0.382 |
0.9491 |
|
LOW |
0.9475 |
|
0.618 |
0.9448 |
|
1.000 |
0.9432 |
|
1.618 |
0.9405 |
|
2.618 |
0.9362 |
|
4.250 |
0.9292 |
|
|
| Fisher Pivots for day following 01-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9502 |
0.9515 |
| PP |
0.9499 |
0.9511 |
| S1 |
0.9497 |
0.9508 |
|