CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 05-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9840 |
0.9862 |
0.0022 |
0.2% |
0.9818 |
| High |
0.9883 |
0.9867 |
-0.0016 |
-0.2% |
0.9883 |
| Low |
0.9818 |
0.9754 |
-0.0064 |
-0.7% |
0.9754 |
| Close |
0.9867 |
0.9811 |
-0.0056 |
-0.6% |
0.9811 |
| Range |
0.0065 |
0.0113 |
0.0048 |
73.8% |
0.0129 |
| ATR |
0.0048 |
0.0053 |
0.0005 |
9.5% |
0.0000 |
| Volume |
85,301 |
95,600 |
10,299 |
12.1% |
339,266 |
|
| Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0150 |
1.0093 |
0.9873 |
|
| R3 |
1.0037 |
0.9980 |
0.9842 |
|
| R2 |
0.9924 |
0.9924 |
0.9832 |
|
| R1 |
0.9867 |
0.9867 |
0.9821 |
0.9839 |
| PP |
0.9811 |
0.9811 |
0.9811 |
0.9797 |
| S1 |
0.9754 |
0.9754 |
0.9801 |
0.9726 |
| S2 |
0.9698 |
0.9698 |
0.9790 |
|
| S3 |
0.9585 |
0.9641 |
0.9780 |
|
| S4 |
0.9472 |
0.9528 |
0.9749 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0203 |
1.0136 |
0.9882 |
|
| R3 |
1.0074 |
1.0007 |
0.9846 |
|
| R2 |
0.9945 |
0.9945 |
0.9835 |
|
| R1 |
0.9878 |
0.9878 |
0.9823 |
0.9847 |
| PP |
0.9816 |
0.9816 |
0.9816 |
0.9801 |
| S1 |
0.9749 |
0.9749 |
0.9799 |
0.9718 |
| S2 |
0.9687 |
0.9687 |
0.9787 |
|
| S3 |
0.9558 |
0.9620 |
0.9776 |
|
| S4 |
0.9429 |
0.9491 |
0.9740 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9883 |
0.9754 |
0.0129 |
1.3% |
0.0055 |
0.6% |
44% |
False |
True |
67,853 |
| 10 |
0.9883 |
0.9723 |
0.0160 |
1.6% |
0.0051 |
0.5% |
55% |
False |
False |
65,461 |
| 20 |
0.9883 |
0.9674 |
0.0209 |
2.1% |
0.0051 |
0.5% |
66% |
False |
False |
60,497 |
| 40 |
1.0035 |
0.9646 |
0.0389 |
4.0% |
0.0053 |
0.5% |
42% |
False |
False |
31,248 |
| 60 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0050 |
0.5% |
33% |
False |
False |
20,972 |
| 80 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0044 |
0.4% |
33% |
False |
False |
15,750 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0039 |
0.4% |
33% |
False |
False |
12,611 |
| 120 |
1.0169 |
0.9646 |
0.0523 |
5.3% |
0.0037 |
0.4% |
32% |
False |
False |
10,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0347 |
|
2.618 |
1.0163 |
|
1.618 |
1.0050 |
|
1.000 |
0.9980 |
|
0.618 |
0.9937 |
|
HIGH |
0.9867 |
|
0.618 |
0.9824 |
|
0.500 |
0.9811 |
|
0.382 |
0.9797 |
|
LOW |
0.9754 |
|
0.618 |
0.9684 |
|
1.000 |
0.9641 |
|
1.618 |
0.9571 |
|
2.618 |
0.9458 |
|
4.250 |
0.9274 |
|
|
| Fisher Pivots for day following 05-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9811 |
0.9819 |
| PP |
0.9811 |
0.9816 |
| S1 |
0.9811 |
0.9814 |
|