CME Canadian Dollar Future June 2013
Trading Metrics calculated at close of trading on 09-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2013 |
09-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
0.9817 |
0.9819 |
0.0002 |
0.0% |
0.9818 |
High |
0.9830 |
0.9853 |
0.0023 |
0.2% |
0.9883 |
Low |
0.9774 |
0.9811 |
0.0037 |
0.4% |
0.9754 |
Close |
0.9811 |
0.9835 |
0.0024 |
0.2% |
0.9811 |
Range |
0.0056 |
0.0042 |
-0.0014 |
-25.0% |
0.0129 |
ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
59,054 |
52,923 |
-6,131 |
-10.4% |
339,266 |
|
Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9959 |
0.9939 |
0.9858 |
|
R3 |
0.9917 |
0.9897 |
0.9847 |
|
R2 |
0.9875 |
0.9875 |
0.9843 |
|
R1 |
0.9855 |
0.9855 |
0.9839 |
0.9865 |
PP |
0.9833 |
0.9833 |
0.9833 |
0.9838 |
S1 |
0.9813 |
0.9813 |
0.9831 |
0.9823 |
S2 |
0.9791 |
0.9791 |
0.9827 |
|
S3 |
0.9749 |
0.9771 |
0.9823 |
|
S4 |
0.9707 |
0.9729 |
0.9812 |
|
|
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% |
63% |
False |
False |
71,446 |
10 |
0.9883 |
0.9754 |
0.0129 |
1.3% |
0.0051 |
0.5% |
63% |
False |
False |
64,985 |
20 |
0.9883 |
0.9691 |
0.0192 |
2.0% |
0.0051 |
0.5% |
75% |
False |
False |
63,258 |
40 |
0.9972 |
0.9646 |
0.0326 |
3.3% |
0.0053 |
0.5% |
58% |
False |
False |
34,036 |
60 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0051 |
0.5% |
37% |
False |
False |
22,837 |
80 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0045 |
0.5% |
37% |
False |
False |
17,145 |
100 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0040 |
0.4% |
37% |
False |
False |
13,728 |
120 |
1.0169 |
0.9646 |
0.0523 |
5.3% |
0.0038 |
0.4% |
36% |
False |
False |
11,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0032 |
2.618 |
0.9963 |
1.618 |
0.9921 |
1.000 |
0.9895 |
0.618 |
0.9879 |
HIGH |
0.9853 |
0.618 |
0.9837 |
0.500 |
0.9832 |
0.382 |
0.9827 |
LOW |
0.9811 |
0.618 |
0.9785 |
1.000 |
0.9769 |
1.618 |
0.9743 |
2.618 |
0.9701 |
4.250 |
0.9633 |
|
|
Fisher Pivots for day following 09-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9834 |
0.9827 |
PP |
0.9833 |
0.9819 |
S1 |
0.9832 |
0.9811 |
|