CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 06-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9605 |
0.9619 |
0.0014 |
0.1% |
0.9623 |
| High |
0.9635 |
0.9760 |
0.0125 |
1.3% |
0.9668 |
| Low |
0.9592 |
0.9615 |
0.0023 |
0.2% |
0.9558 |
| Close |
0.9619 |
0.9700 |
0.0081 |
0.8% |
0.9601 |
| Range |
0.0043 |
0.0145 |
0.0102 |
237.2% |
0.0110 |
| ATR |
0.0063 |
0.0069 |
0.0006 |
9.3% |
0.0000 |
| Volume |
102 |
73 |
-29 |
-28.4% |
1,109 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0127 |
1.0058 |
0.9780 |
|
| R3 |
0.9982 |
0.9913 |
0.9740 |
|
| R2 |
0.9837 |
0.9837 |
0.9727 |
|
| R1 |
0.9768 |
0.9768 |
0.9713 |
0.9803 |
| PP |
0.9692 |
0.9692 |
0.9692 |
0.9709 |
| S1 |
0.9623 |
0.9623 |
0.9687 |
0.9658 |
| S2 |
0.9547 |
0.9547 |
0.9673 |
|
| S3 |
0.9402 |
0.9478 |
0.9660 |
|
| S4 |
0.9257 |
0.9333 |
0.9620 |
|
|
| 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 |
0.9760 |
0.9592 |
0.0168 |
1.7% |
0.0079 |
0.8% |
64% |
True |
False |
102 |
| 10 |
0.9760 |
0.9558 |
0.0202 |
2.1% |
0.0073 |
0.8% |
70% |
True |
False |
203 |
| 20 |
0.9924 |
0.9558 |
0.0366 |
3.8% |
0.0069 |
0.7% |
39% |
False |
False |
175 |
| 40 |
0.9924 |
0.9558 |
0.0366 |
3.8% |
0.0052 |
0.5% |
39% |
False |
False |
157 |
| 60 |
0.9924 |
0.9558 |
0.0366 |
3.8% |
0.0046 |
0.5% |
39% |
False |
False |
121 |
| 80 |
0.9932 |
0.9558 |
0.0374 |
3.9% |
0.0043 |
0.4% |
38% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0376 |
|
2.618 |
1.0140 |
|
1.618 |
0.9995 |
|
1.000 |
0.9905 |
|
0.618 |
0.9850 |
|
HIGH |
0.9760 |
|
0.618 |
0.9705 |
|
0.500 |
0.9688 |
|
0.382 |
0.9670 |
|
LOW |
0.9615 |
|
0.618 |
0.9525 |
|
1.000 |
0.9470 |
|
1.618 |
0.9380 |
|
2.618 |
0.9235 |
|
4.250 |
0.8999 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9696 |
0.9692 |
| PP |
0.9692 |
0.9684 |
| S1 |
0.9688 |
0.9676 |
|