CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 03-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9819 |
0.9840 |
0.0021 |
0.2% |
0.9749 |
| High |
0.9860 |
0.9860 |
0.0000 |
0.0% |
0.9849 |
| Low |
0.9818 |
0.9830 |
0.0012 |
0.1% |
0.9749 |
| Close |
0.9838 |
0.9841 |
0.0003 |
0.0% |
0.9821 |
| Range |
0.0042 |
0.0030 |
-0.0012 |
-28.6% |
0.0100 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
60,453 |
64,352 |
3,899 |
6.4% |
268,387 |
|
| Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9934 |
0.9917 |
0.9858 |
|
| R3 |
0.9904 |
0.9887 |
0.9849 |
|
| R2 |
0.9874 |
0.9874 |
0.9847 |
|
| R1 |
0.9857 |
0.9857 |
0.9844 |
0.9866 |
| PP |
0.9844 |
0.9844 |
0.9844 |
0.9848 |
| S1 |
0.9827 |
0.9827 |
0.9838 |
0.9836 |
| S2 |
0.9814 |
0.9814 |
0.9836 |
|
| S3 |
0.9784 |
0.9797 |
0.9833 |
|
| S4 |
0.9754 |
0.9767 |
0.9825 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0106 |
1.0064 |
0.9876 |
|
| R3 |
1.0006 |
0.9964 |
0.9849 |
|
| R2 |
0.9906 |
0.9906 |
0.9839 |
|
| R1 |
0.9864 |
0.9864 |
0.9830 |
0.9885 |
| PP |
0.9806 |
0.9806 |
0.9806 |
0.9817 |
| S1 |
0.9764 |
0.9764 |
0.9812 |
0.9785 |
| S2 |
0.9706 |
0.9706 |
0.9803 |
|
| S3 |
0.9606 |
0.9664 |
0.9794 |
|
| S4 |
0.9506 |
0.9564 |
0.9766 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9860 |
0.9790 |
0.0070 |
0.7% |
0.0035 |
0.4% |
73% |
True |
False |
58,329 |
| 10 |
0.9860 |
0.9712 |
0.0148 |
1.5% |
0.0043 |
0.4% |
87% |
True |
False |
60,050 |
| 20 |
0.9860 |
0.9650 |
0.0210 |
2.1% |
0.0049 |
0.5% |
91% |
True |
False |
52,255 |
| 40 |
1.0035 |
0.9646 |
0.0389 |
4.0% |
0.0051 |
0.5% |
50% |
False |
False |
26,737 |
| 60 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0047 |
0.5% |
39% |
False |
False |
17,959 |
| 80 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0043 |
0.4% |
39% |
False |
False |
13,490 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0039 |
0.4% |
39% |
False |
False |
10,802 |
| 120 |
1.0169 |
0.9646 |
0.0523 |
5.3% |
0.0036 |
0.4% |
37% |
False |
False |
9,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9988 |
|
2.618 |
0.9939 |
|
1.618 |
0.9909 |
|
1.000 |
0.9890 |
|
0.618 |
0.9879 |
|
HIGH |
0.9860 |
|
0.618 |
0.9849 |
|
0.500 |
0.9845 |
|
0.382 |
0.9841 |
|
LOW |
0.9830 |
|
0.618 |
0.9811 |
|
1.000 |
0.9800 |
|
1.618 |
0.9781 |
|
2.618 |
0.9751 |
|
4.250 |
0.9703 |
|
|
| Fisher Pivots for day following 03-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9845 |
0.9838 |
| PP |
0.9844 |
0.9834 |
| S1 |
0.9842 |
0.9831 |
|