CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 19-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9775 |
0.9745 |
-0.0030 |
-0.3% |
0.9761 |
| High |
0.9775 |
0.9785 |
0.0010 |
0.1% |
0.9822 |
| Low |
0.9750 |
0.9680 |
-0.0070 |
-0.7% |
0.9715 |
| Close |
0.9759 |
0.9681 |
-0.0078 |
-0.8% |
0.9789 |
| Range |
0.0025 |
0.0105 |
0.0080 |
320.0% |
0.0107 |
| ATR |
0.0062 |
0.0065 |
0.0003 |
5.0% |
0.0000 |
| Volume |
421 |
37 |
-384 |
-91.2% |
1,512 |
|
| Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0030 |
0.9961 |
0.9739 |
|
| R3 |
0.9925 |
0.9856 |
0.9710 |
|
| R2 |
0.9820 |
0.9820 |
0.9700 |
|
| R1 |
0.9751 |
0.9751 |
0.9691 |
0.9733 |
| PP |
0.9715 |
0.9715 |
0.9715 |
0.9707 |
| S1 |
0.9646 |
0.9646 |
0.9671 |
0.9628 |
| S2 |
0.9610 |
0.9610 |
0.9662 |
|
| S3 |
0.9505 |
0.9541 |
0.9652 |
|
| S4 |
0.9400 |
0.9436 |
0.9623 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0096 |
1.0050 |
0.9848 |
|
| R3 |
0.9989 |
0.9943 |
0.9818 |
|
| R2 |
0.9882 |
0.9882 |
0.9809 |
|
| R1 |
0.9836 |
0.9836 |
0.9799 |
0.9859 |
| PP |
0.9775 |
0.9775 |
0.9775 |
0.9787 |
| S1 |
0.9729 |
0.9729 |
0.9779 |
0.9752 |
| S2 |
0.9668 |
0.9668 |
0.9769 |
|
| S3 |
0.9561 |
0.9622 |
0.9760 |
|
| S4 |
0.9454 |
0.9515 |
0.9730 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9822 |
0.9680 |
0.0142 |
1.5% |
0.0055 |
0.6% |
1% |
False |
True |
219 |
| 10 |
0.9822 |
0.9615 |
0.0207 |
2.1% |
0.0069 |
0.7% |
32% |
False |
False |
270 |
| 20 |
0.9822 |
0.9558 |
0.0264 |
2.7% |
0.0070 |
0.7% |
47% |
False |
False |
240 |
| 40 |
0.9924 |
0.9558 |
0.0366 |
3.8% |
0.0056 |
0.6% |
34% |
False |
False |
215 |
| 60 |
0.9924 |
0.9558 |
0.0366 |
3.8% |
0.0049 |
0.5% |
34% |
False |
False |
155 |
| 80 |
0.9924 |
0.9558 |
0.0366 |
3.8% |
0.0045 |
0.5% |
34% |
False |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0231 |
|
2.618 |
1.0060 |
|
1.618 |
0.9955 |
|
1.000 |
0.9890 |
|
0.618 |
0.9850 |
|
HIGH |
0.9785 |
|
0.618 |
0.9745 |
|
0.500 |
0.9733 |
|
0.382 |
0.9720 |
|
LOW |
0.9680 |
|
0.618 |
0.9615 |
|
1.000 |
0.9575 |
|
1.618 |
0.9510 |
|
2.618 |
0.9405 |
|
4.250 |
0.9234 |
|
|
| Fisher Pivots for day following 19-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9733 |
0.9741 |
| PP |
0.9715 |
0.9721 |
| S1 |
0.9698 |
0.9701 |
|