CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 31-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9610 |
0.9612 |
0.0002 |
0.0% |
0.9623 |
| High |
0.9668 |
0.9645 |
-0.0023 |
-0.2% |
0.9668 |
| Low |
0.9602 |
0.9595 |
-0.0007 |
-0.1% |
0.9558 |
| Close |
0.9665 |
0.9601 |
-0.0064 |
-0.7% |
0.9601 |
| Range |
0.0066 |
0.0050 |
-0.0016 |
-24.2% |
0.0110 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.1% |
0.0000 |
| Volume |
417 |
52 |
-365 |
-87.5% |
1,109 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9764 |
0.9732 |
0.9629 |
|
| R3 |
0.9714 |
0.9682 |
0.9615 |
|
| R2 |
0.9664 |
0.9664 |
0.9610 |
|
| R1 |
0.9632 |
0.9632 |
0.9606 |
0.9623 |
| PP |
0.9614 |
0.9614 |
0.9614 |
0.9609 |
| S1 |
0.9582 |
0.9582 |
0.9596 |
0.9573 |
| S2 |
0.9564 |
0.9564 |
0.9592 |
|
| S3 |
0.9514 |
0.9532 |
0.9587 |
|
| S4 |
0.9464 |
0.9482 |
0.9574 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9939 |
0.9880 |
0.9662 |
|
| R3 |
0.9829 |
0.9770 |
0.9631 |
|
| R2 |
0.9719 |
0.9719 |
0.9621 |
|
| R1 |
0.9660 |
0.9660 |
0.9611 |
0.9635 |
| PP |
0.9609 |
0.9609 |
0.9609 |
0.9596 |
| S1 |
0.9550 |
0.9550 |
0.9591 |
0.9525 |
| S2 |
0.9499 |
0.9499 |
0.9581 |
|
| S3 |
0.9389 |
0.9440 |
0.9571 |
|
| S4 |
0.9279 |
0.9330 |
0.9541 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9668 |
0.9558 |
0.0110 |
1.1% |
0.0059 |
0.6% |
39% |
False |
False |
259 |
| 10 |
0.9745 |
0.9558 |
0.0187 |
1.9% |
0.0072 |
0.7% |
23% |
False |
False |
218 |
| 20 |
0.9924 |
0.9558 |
0.0366 |
3.8% |
0.0057 |
0.6% |
12% |
False |
False |
171 |
| 40 |
0.9924 |
0.9558 |
0.0366 |
3.8% |
0.0047 |
0.5% |
12% |
False |
False |
150 |
| 60 |
0.9924 |
0.9558 |
0.0366 |
3.8% |
0.0041 |
0.4% |
12% |
False |
False |
117 |
| 80 |
0.9975 |
0.9558 |
0.0417 |
4.3% |
0.0039 |
0.4% |
10% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9858 |
|
2.618 |
0.9776 |
|
1.618 |
0.9726 |
|
1.000 |
0.9695 |
|
0.618 |
0.9676 |
|
HIGH |
0.9645 |
|
0.618 |
0.9626 |
|
0.500 |
0.9620 |
|
0.382 |
0.9614 |
|
LOW |
0.9595 |
|
0.618 |
0.9564 |
|
1.000 |
0.9545 |
|
1.618 |
0.9514 |
|
2.618 |
0.9464 |
|
4.250 |
0.9383 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9620 |
0.9613 |
| PP |
0.9614 |
0.9609 |
| S1 |
0.9607 |
0.9605 |
|