CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 07-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9619 |
0.9695 |
0.0076 |
0.8% |
0.9613 |
| High |
0.9760 |
0.9790 |
0.0030 |
0.3% |
0.9790 |
| Low |
0.9615 |
0.9680 |
0.0065 |
0.7% |
0.9592 |
| Close |
0.9700 |
0.9748 |
0.0048 |
0.5% |
0.9748 |
| Range |
0.0145 |
0.0110 |
-0.0035 |
-24.1% |
0.0198 |
| ATR |
0.0069 |
0.0072 |
0.0003 |
4.3% |
0.0000 |
| Volume |
73 |
561 |
488 |
668.5% |
1,019 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0069 |
1.0019 |
0.9809 |
|
| R3 |
0.9959 |
0.9909 |
0.9778 |
|
| R2 |
0.9849 |
0.9849 |
0.9768 |
|
| R1 |
0.9799 |
0.9799 |
0.9758 |
0.9824 |
| PP |
0.9739 |
0.9739 |
0.9739 |
0.9752 |
| S1 |
0.9689 |
0.9689 |
0.9738 |
0.9714 |
| S2 |
0.9629 |
0.9629 |
0.9728 |
|
| S3 |
0.9519 |
0.9579 |
0.9718 |
|
| S4 |
0.9409 |
0.9469 |
0.9688 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0304 |
1.0224 |
0.9857 |
|
| R3 |
1.0106 |
1.0026 |
0.9802 |
|
| R2 |
0.9908 |
0.9908 |
0.9784 |
|
| R1 |
0.9828 |
0.9828 |
0.9766 |
0.9868 |
| PP |
0.9710 |
0.9710 |
0.9710 |
0.9730 |
| S1 |
0.9630 |
0.9630 |
0.9730 |
0.9670 |
| S2 |
0.9512 |
0.9512 |
0.9712 |
|
| S3 |
0.9314 |
0.9432 |
0.9694 |
|
| S4 |
0.9116 |
0.9234 |
0.9639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9790 |
0.9592 |
0.0198 |
2.0% |
0.0091 |
0.9% |
79% |
True |
False |
203 |
| 10 |
0.9790 |
0.9558 |
0.0232 |
2.4% |
0.0075 |
0.8% |
82% |
True |
False |
231 |
| 20 |
0.9880 |
0.9558 |
0.0322 |
3.3% |
0.0072 |
0.7% |
59% |
False |
False |
202 |
| 40 |
0.9924 |
0.9558 |
0.0366 |
3.8% |
0.0054 |
0.5% |
52% |
False |
False |
171 |
| 60 |
0.9924 |
0.9558 |
0.0366 |
3.8% |
0.0047 |
0.5% |
52% |
False |
False |
130 |
| 80 |
0.9932 |
0.9558 |
0.0374 |
3.8% |
0.0043 |
0.4% |
51% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0258 |
|
2.618 |
1.0078 |
|
1.618 |
0.9968 |
|
1.000 |
0.9900 |
|
0.618 |
0.9858 |
|
HIGH |
0.9790 |
|
0.618 |
0.9748 |
|
0.500 |
0.9735 |
|
0.382 |
0.9722 |
|
LOW |
0.9680 |
|
0.618 |
0.9612 |
|
1.000 |
0.9570 |
|
1.618 |
0.9502 |
|
2.618 |
0.9392 |
|
4.250 |
0.9213 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9744 |
0.9729 |
| PP |
0.9739 |
0.9710 |
| S1 |
0.9735 |
0.9691 |
|