CME Canadian Dollar Future June 2013
Trading Metrics calculated at close of trading on 16-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
0.9847 |
0.9746 |
-0.0101 |
-1.0% |
0.9817 |
High |
0.9854 |
0.9786 |
-0.0068 |
-0.7% |
0.9902 |
Low |
0.9732 |
0.9734 |
0.0002 |
0.0% |
0.9774 |
Close |
0.9746 |
0.9777 |
0.0031 |
0.3% |
0.9849 |
Range |
0.0122 |
0.0052 |
-0.0070 |
-57.4% |
0.0128 |
ATR |
0.0057 |
0.0057 |
0.0000 |
-0.6% |
0.0000 |
Volume |
115,621 |
80,878 |
-34,743 |
-30.0% |
285,189 |
|
Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9922 |
0.9901 |
0.9806 |
|
R3 |
0.9870 |
0.9849 |
0.9791 |
|
R2 |
0.9818 |
0.9818 |
0.9787 |
|
R1 |
0.9797 |
0.9797 |
0.9782 |
0.9808 |
PP |
0.9766 |
0.9766 |
0.9766 |
0.9771 |
S1 |
0.9745 |
0.9745 |
0.9772 |
0.9756 |
S2 |
0.9714 |
0.9714 |
0.9767 |
|
S3 |
0.9662 |
0.9693 |
0.9763 |
|
S4 |
0.9610 |
0.9641 |
0.9748 |
|
|
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 |
0.9732 |
0.0170 |
1.7% |
0.0065 |
0.7% |
26% |
False |
False |
73,942 |
10 |
0.9902 |
0.9732 |
0.0170 |
1.7% |
0.0063 |
0.6% |
26% |
False |
False |
72,694 |
20 |
0.9902 |
0.9704 |
0.0198 |
2.0% |
0.0055 |
0.6% |
37% |
False |
False |
66,316 |
40 |
0.9910 |
0.9646 |
0.0264 |
2.7% |
0.0055 |
0.6% |
50% |
False |
False |
43,234 |
60 |
1.0092 |
0.9646 |
0.0446 |
4.6% |
0.0053 |
0.5% |
29% |
False |
False |
28,994 |
80 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0048 |
0.5% |
26% |
False |
False |
21,764 |
100 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0042 |
0.4% |
26% |
False |
False |
17,420 |
120 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0039 |
0.4% |
26% |
False |
False |
14,526 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0007 |
2.618 |
0.9922 |
1.618 |
0.9870 |
1.000 |
0.9838 |
0.618 |
0.9818 |
HIGH |
0.9786 |
0.618 |
0.9766 |
0.500 |
0.9760 |
0.382 |
0.9754 |
LOW |
0.9734 |
0.618 |
0.9702 |
1.000 |
0.9682 |
1.618 |
0.9650 |
2.618 |
0.9598 |
4.250 |
0.9513 |
|
|
Fisher Pivots for day following 16-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9771 |
0.9812 |
PP |
0.9766 |
0.9800 |
S1 |
0.9760 |
0.9789 |
|