CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 28-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9660 |
0.9623 |
-0.0037 |
-0.4% |
0.9675 |
| High |
0.9660 |
0.9632 |
-0.0028 |
-0.3% |
0.9735 |
| Low |
0.9613 |
0.9564 |
-0.0049 |
-0.5% |
0.9585 |
| Close |
0.9630 |
0.9586 |
-0.0044 |
-0.5% |
0.9630 |
| Range |
0.0047 |
0.0068 |
0.0021 |
44.7% |
0.0150 |
| ATR |
0.0059 |
0.0059 |
0.0001 |
1.1% |
0.0000 |
| Volume |
190 |
156 |
-34 |
-17.9% |
985 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9798 |
0.9760 |
0.9623 |
|
| R3 |
0.9730 |
0.9692 |
0.9605 |
|
| R2 |
0.9662 |
0.9662 |
0.9598 |
|
| R1 |
0.9624 |
0.9624 |
0.9592 |
0.9609 |
| PP |
0.9594 |
0.9594 |
0.9594 |
0.9587 |
| S1 |
0.9556 |
0.9556 |
0.9580 |
0.9541 |
| S2 |
0.9526 |
0.9526 |
0.9574 |
|
| S3 |
0.9458 |
0.9488 |
0.9567 |
|
| S4 |
0.9390 |
0.9420 |
0.9549 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0100 |
1.0015 |
0.9713 |
|
| R3 |
0.9950 |
0.9865 |
0.9671 |
|
| R2 |
0.9800 |
0.9800 |
0.9658 |
|
| R1 |
0.9715 |
0.9715 |
0.9644 |
0.9683 |
| PP |
0.9650 |
0.9650 |
0.9650 |
0.9634 |
| S1 |
0.9565 |
0.9565 |
0.9616 |
0.9533 |
| S2 |
0.9500 |
0.9500 |
0.9603 |
|
| S3 |
0.9350 |
0.9415 |
0.9589 |
|
| S4 |
0.9200 |
0.9265 |
0.9548 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9706 |
0.9564 |
0.0142 |
1.5% |
0.0076 |
0.8% |
15% |
False |
True |
157 |
| 10 |
0.9844 |
0.9564 |
0.0280 |
2.9% |
0.0069 |
0.7% |
8% |
False |
True |
175 |
| 20 |
0.9924 |
0.9564 |
0.0360 |
3.8% |
0.0053 |
0.5% |
6% |
False |
True |
149 |
| 40 |
0.9924 |
0.9564 |
0.0360 |
3.8% |
0.0045 |
0.5% |
6% |
False |
True |
129 |
| 60 |
0.9924 |
0.9564 |
0.0360 |
3.8% |
0.0039 |
0.4% |
6% |
False |
True |
106 |
| 80 |
0.9975 |
0.9564 |
0.0411 |
4.3% |
0.0038 |
0.4% |
5% |
False |
True |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9921 |
|
2.618 |
0.9810 |
|
1.618 |
0.9742 |
|
1.000 |
0.9700 |
|
0.618 |
0.9674 |
|
HIGH |
0.9632 |
|
0.618 |
0.9606 |
|
0.500 |
0.9598 |
|
0.382 |
0.9590 |
|
LOW |
0.9564 |
|
0.618 |
0.9522 |
|
1.000 |
0.9496 |
|
1.618 |
0.9454 |
|
2.618 |
0.9386 |
|
4.250 |
0.9275 |
|
|
| Fisher Pivots for day following 28-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9598 |
0.9619 |
| PP |
0.9594 |
0.9608 |
| S1 |
0.9590 |
0.9597 |
|