CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 12-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9843 |
0.9880 |
0.0037 |
0.4% |
0.9817 |
| High |
0.9902 |
0.9891 |
-0.0011 |
-0.1% |
0.9902 |
| Low |
0.9830 |
0.9841 |
0.0011 |
0.1% |
0.9774 |
| Close |
0.9879 |
0.9849 |
-0.0030 |
-0.3% |
0.9849 |
| Range |
0.0072 |
0.0050 |
-0.0022 |
-30.6% |
0.0128 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
64,047 |
56,431 |
-7,616 |
-11.9% |
285,189 |
|
| Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0010 |
0.9980 |
0.9877 |
|
| R3 |
0.9960 |
0.9930 |
0.9863 |
|
| R2 |
0.9910 |
0.9910 |
0.9858 |
|
| R1 |
0.9880 |
0.9880 |
0.9854 |
0.9870 |
| PP |
0.9860 |
0.9860 |
0.9860 |
0.9856 |
| S1 |
0.9830 |
0.9830 |
0.9844 |
0.9820 |
| S2 |
0.9810 |
0.9810 |
0.9840 |
|
| S3 |
0.9760 |
0.9780 |
0.9835 |
|
| S4 |
0.9710 |
0.9730 |
0.9822 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0226 |
1.0165 |
0.9919 |
|
| R3 |
1.0098 |
1.0037 |
0.9884 |
|
| R2 |
0.9970 |
0.9970 |
0.9872 |
|
| R1 |
0.9909 |
0.9909 |
0.9861 |
0.9940 |
| PP |
0.9842 |
0.9842 |
0.9842 |
0.9857 |
| S1 |
0.9781 |
0.9781 |
0.9837 |
0.9812 |
| S2 |
0.9714 |
0.9714 |
0.9826 |
|
| S3 |
0.9586 |
0.9653 |
0.9814 |
|
| S4 |
0.9458 |
0.9525 |
0.9779 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9902 |
0.9774 |
0.0128 |
1.3% |
0.0049 |
0.5% |
59% |
False |
False |
57,037 |
| 10 |
0.9902 |
0.9754 |
0.0148 |
1.5% |
0.0052 |
0.5% |
64% |
False |
False |
62,445 |
| 20 |
0.9902 |
0.9704 |
0.0198 |
2.0% |
0.0051 |
0.5% |
73% |
False |
False |
63,942 |
| 40 |
0.9972 |
0.9646 |
0.0326 |
3.3% |
0.0053 |
0.5% |
62% |
False |
False |
38,334 |
| 60 |
1.0123 |
0.9646 |
0.0477 |
4.8% |
0.0051 |
0.5% |
43% |
False |
False |
25,720 |
| 80 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0046 |
0.5% |
40% |
False |
False |
19,309 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0041 |
0.4% |
40% |
False |
False |
15,458 |
| 120 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0039 |
0.4% |
40% |
False |
False |
12,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0104 |
|
2.618 |
1.0022 |
|
1.618 |
0.9972 |
|
1.000 |
0.9941 |
|
0.618 |
0.9922 |
|
HIGH |
0.9891 |
|
0.618 |
0.9872 |
|
0.500 |
0.9866 |
|
0.382 |
0.9860 |
|
LOW |
0.9841 |
|
0.618 |
0.9810 |
|
1.000 |
0.9791 |
|
1.618 |
0.9760 |
|
2.618 |
0.9710 |
|
4.250 |
0.9629 |
|
|
| Fisher Pivots for day following 12-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9866 |
0.9861 |
| PP |
0.9860 |
0.9857 |
| S1 |
0.9855 |
0.9853 |
|