CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 21-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9681 |
0.9598 |
-0.0083 |
-0.9% |
0.9801 |
| High |
0.9681 |
0.9598 |
-0.0083 |
-0.9% |
0.9801 |
| Low |
0.9580 |
0.9497 |
-0.0083 |
-0.9% |
0.9497 |
| Close |
0.9580 |
0.9522 |
-0.0058 |
-0.6% |
0.9522 |
| Range |
0.0101 |
0.0101 |
0.0000 |
0.0% |
0.0304 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
3.5% |
0.0000 |
| Volume |
200 |
853 |
653 |
326.5% |
1,612 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9842 |
0.9783 |
0.9578 |
|
| R3 |
0.9741 |
0.9682 |
0.9550 |
|
| R2 |
0.9640 |
0.9640 |
0.9541 |
|
| R1 |
0.9581 |
0.9581 |
0.9531 |
0.9560 |
| PP |
0.9539 |
0.9539 |
0.9539 |
0.9529 |
| S1 |
0.9480 |
0.9480 |
0.9513 |
0.9459 |
| S2 |
0.9438 |
0.9438 |
0.9503 |
|
| S3 |
0.9337 |
0.9379 |
0.9494 |
|
| S4 |
0.9236 |
0.9278 |
0.9466 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0519 |
1.0324 |
0.9689 |
|
| R3 |
1.0215 |
1.0020 |
0.9606 |
|
| R2 |
0.9911 |
0.9911 |
0.9578 |
|
| R1 |
0.9716 |
0.9716 |
0.9550 |
0.9662 |
| PP |
0.9607 |
0.9607 |
0.9607 |
0.9579 |
| S1 |
0.9412 |
0.9412 |
0.9494 |
0.9358 |
| S2 |
0.9303 |
0.9303 |
0.9466 |
|
| S3 |
0.8999 |
0.9108 |
0.9438 |
|
| S4 |
0.8695 |
0.8804 |
0.9355 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9801 |
0.9497 |
0.0304 |
3.2% |
0.0075 |
0.8% |
8% |
False |
True |
322 |
| 10 |
0.9822 |
0.9497 |
0.0325 |
3.4% |
0.0063 |
0.7% |
8% |
False |
True |
312 |
| 20 |
0.9822 |
0.9497 |
0.0325 |
3.4% |
0.0069 |
0.7% |
8% |
False |
True |
272 |
| 40 |
0.9924 |
0.9497 |
0.0427 |
4.5% |
0.0059 |
0.6% |
6% |
False |
True |
229 |
| 60 |
0.9924 |
0.9497 |
0.0427 |
4.5% |
0.0051 |
0.5% |
6% |
False |
True |
171 |
| 80 |
0.9924 |
0.9497 |
0.0427 |
4.5% |
0.0047 |
0.5% |
6% |
False |
True |
145 |
| 100 |
0.9975 |
0.9497 |
0.0478 |
5.0% |
0.0044 |
0.5% |
5% |
False |
True |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0027 |
|
2.618 |
0.9862 |
|
1.618 |
0.9761 |
|
1.000 |
0.9699 |
|
0.618 |
0.9660 |
|
HIGH |
0.9598 |
|
0.618 |
0.9559 |
|
0.500 |
0.9548 |
|
0.382 |
0.9536 |
|
LOW |
0.9497 |
|
0.618 |
0.9435 |
|
1.000 |
0.9396 |
|
1.618 |
0.9334 |
|
2.618 |
0.9233 |
|
4.250 |
0.9068 |
|
|
| Fisher Pivots for day following 21-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9548 |
0.9641 |
| PP |
0.9539 |
0.9601 |
| S1 |
0.9531 |
0.9562 |
|