CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 08-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2013 |
08-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9862 |
0.9817 |
-0.0045 |
-0.5% |
0.9818 |
| High |
0.9867 |
0.9830 |
-0.0037 |
-0.4% |
0.9883 |
| Low |
0.9754 |
0.9774 |
0.0020 |
0.2% |
0.9754 |
| Close |
0.9811 |
0.9811 |
0.0000 |
0.0% |
0.9811 |
| Range |
0.0113 |
0.0056 |
-0.0057 |
-50.4% |
0.0129 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.4% |
0.0000 |
| Volume |
95,600 |
59,054 |
-36,546 |
-38.2% |
339,266 |
|
| Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9973 |
0.9948 |
0.9842 |
|
| R3 |
0.9917 |
0.9892 |
0.9826 |
|
| R2 |
0.9861 |
0.9861 |
0.9821 |
|
| R1 |
0.9836 |
0.9836 |
0.9816 |
0.9821 |
| PP |
0.9805 |
0.9805 |
0.9805 |
0.9797 |
| S1 |
0.9780 |
0.9780 |
0.9806 |
0.9765 |
| S2 |
0.9749 |
0.9749 |
0.9801 |
|
| S3 |
0.9693 |
0.9724 |
0.9796 |
|
| S4 |
0.9637 |
0.9668 |
0.9780 |
|
|
| 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% |
0.0061 |
0.6% |
44% |
False |
False |
72,952 |
| 10 |
0.9883 |
0.9749 |
0.0134 |
1.4% |
0.0052 |
0.5% |
46% |
False |
False |
66,670 |
| 20 |
0.9883 |
0.9691 |
0.0192 |
2.0% |
0.0050 |
0.5% |
63% |
False |
False |
61,788 |
| 40 |
0.9998 |
0.9646 |
0.0352 |
3.6% |
0.0053 |
0.5% |
47% |
False |
False |
32,718 |
| 60 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0051 |
0.5% |
33% |
False |
False |
21,956 |
| 80 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0044 |
0.5% |
33% |
False |
False |
16,485 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0040 |
0.4% |
33% |
False |
False |
13,199 |
| 120 |
1.0169 |
0.9646 |
0.0523 |
5.3% |
0.0038 |
0.4% |
32% |
False |
False |
11,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0068 |
|
2.618 |
0.9977 |
|
1.618 |
0.9921 |
|
1.000 |
0.9886 |
|
0.618 |
0.9865 |
|
HIGH |
0.9830 |
|
0.618 |
0.9809 |
|
0.500 |
0.9802 |
|
0.382 |
0.9795 |
|
LOW |
0.9774 |
|
0.618 |
0.9739 |
|
1.000 |
0.9718 |
|
1.618 |
0.9683 |
|
2.618 |
0.9627 |
|
4.250 |
0.9536 |
|
|
| Fisher Pivots for day following 08-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9808 |
0.9819 |
| PP |
0.9805 |
0.9816 |
| S1 |
0.9802 |
0.9814 |
|