CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 15-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9844 |
0.9762 |
-0.0082 |
-0.8% |
0.9876 |
| High |
0.9844 |
0.9783 |
-0.0061 |
-0.6% |
0.9924 |
| Low |
0.9775 |
0.9750 |
-0.0025 |
-0.3% |
0.9800 |
| Close |
0.9775 |
0.9778 |
0.0003 |
0.0% |
0.9838 |
| Range |
0.0069 |
0.0033 |
-0.0036 |
-52.2% |
0.0124 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
83 |
315 |
232 |
279.5% |
297 |
|
| Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9869 |
0.9857 |
0.9796 |
|
| R3 |
0.9836 |
0.9824 |
0.9787 |
|
| R2 |
0.9803 |
0.9803 |
0.9784 |
|
| R1 |
0.9791 |
0.9791 |
0.9781 |
0.9797 |
| PP |
0.9770 |
0.9770 |
0.9770 |
0.9774 |
| S1 |
0.9758 |
0.9758 |
0.9775 |
0.9764 |
| S2 |
0.9737 |
0.9737 |
0.9772 |
|
| S3 |
0.9704 |
0.9725 |
0.9769 |
|
| S4 |
0.9671 |
0.9692 |
0.9760 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0226 |
1.0156 |
0.9906 |
|
| R3 |
1.0102 |
1.0032 |
0.9872 |
|
| R2 |
0.9978 |
0.9978 |
0.9861 |
|
| R1 |
0.9908 |
0.9908 |
0.9849 |
0.9881 |
| PP |
0.9854 |
0.9854 |
0.9854 |
0.9841 |
| S1 |
0.9784 |
0.9784 |
0.9827 |
0.9757 |
| S2 |
0.9730 |
0.9730 |
0.9815 |
|
| S3 |
0.9606 |
0.9660 |
0.9804 |
|
| S4 |
0.9482 |
0.9536 |
0.9770 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9924 |
0.9750 |
0.0174 |
1.8% |
0.0054 |
0.6% |
16% |
False |
True |
147 |
| 10 |
0.9924 |
0.9750 |
0.0174 |
1.8% |
0.0039 |
0.4% |
16% |
False |
True |
118 |
| 20 |
0.9924 |
0.9679 |
0.0245 |
2.5% |
0.0034 |
0.3% |
40% |
False |
False |
166 |
| 40 |
0.9924 |
0.9665 |
0.0259 |
2.6% |
0.0035 |
0.4% |
44% |
False |
False |
100 |
| 60 |
0.9924 |
0.9627 |
0.0297 |
3.0% |
0.0036 |
0.4% |
51% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9923 |
|
2.618 |
0.9869 |
|
1.618 |
0.9836 |
|
1.000 |
0.9816 |
|
0.618 |
0.9803 |
|
HIGH |
0.9783 |
|
0.618 |
0.9770 |
|
0.500 |
0.9767 |
|
0.382 |
0.9763 |
|
LOW |
0.9750 |
|
0.618 |
0.9730 |
|
1.000 |
0.9717 |
|
1.618 |
0.9697 |
|
2.618 |
0.9664 |
|
4.250 |
0.9610 |
|
|
| Fisher Pivots for day following 15-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9774 |
0.9808 |
| PP |
0.9770 |
0.9798 |
| S1 |
0.9767 |
0.9788 |
|