CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 18-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9780 |
0.9729 |
-0.0051 |
-0.5% |
0.9817 |
| High |
0.9780 |
0.9762 |
-0.0018 |
-0.2% |
0.9902 |
| Low |
0.9690 |
0.9717 |
0.0027 |
0.3% |
0.9774 |
| Close |
0.9722 |
0.9724 |
0.0002 |
0.0% |
0.9849 |
| Range |
0.0090 |
0.0045 |
-0.0045 |
-50.0% |
0.0128 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
100,018 |
60,620 |
-39,398 |
-39.4% |
285,189 |
|
| Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9869 |
0.9842 |
0.9749 |
|
| R3 |
0.9824 |
0.9797 |
0.9736 |
|
| R2 |
0.9779 |
0.9779 |
0.9732 |
|
| R1 |
0.9752 |
0.9752 |
0.9728 |
0.9743 |
| PP |
0.9734 |
0.9734 |
0.9734 |
0.9730 |
| S1 |
0.9707 |
0.9707 |
0.9720 |
0.9698 |
| S2 |
0.9689 |
0.9689 |
0.9716 |
|
| S3 |
0.9644 |
0.9662 |
0.9712 |
|
| S4 |
0.9599 |
0.9617 |
0.9699 |
|
|
| 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 |
0.9891 |
0.9690 |
0.0201 |
2.1% |
0.0072 |
0.7% |
17% |
False |
False |
82,713 |
| 10 |
0.9902 |
0.9690 |
0.0212 |
2.2% |
0.0067 |
0.7% |
16% |
False |
False |
73,792 |
| 20 |
0.9902 |
0.9690 |
0.0212 |
2.2% |
0.0056 |
0.6% |
16% |
False |
False |
67,827 |
| 40 |
0.9902 |
0.9646 |
0.0256 |
2.6% |
0.0055 |
0.6% |
30% |
False |
False |
47,209 |
| 60 |
1.0060 |
0.9646 |
0.0414 |
4.3% |
0.0054 |
0.6% |
19% |
False |
False |
31,667 |
| 80 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0049 |
0.5% |
15% |
False |
False |
23,769 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0044 |
0.4% |
15% |
False |
False |
19,027 |
| 120 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0039 |
0.4% |
15% |
False |
False |
15,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9953 |
|
2.618 |
0.9880 |
|
1.618 |
0.9835 |
|
1.000 |
0.9807 |
|
0.618 |
0.9790 |
|
HIGH |
0.9762 |
|
0.618 |
0.9745 |
|
0.500 |
0.9740 |
|
0.382 |
0.9734 |
|
LOW |
0.9717 |
|
0.618 |
0.9689 |
|
1.000 |
0.9672 |
|
1.618 |
0.9644 |
|
2.618 |
0.9599 |
|
4.250 |
0.9526 |
|
|
| Fisher Pivots for day following 18-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9740 |
0.9738 |
| PP |
0.9734 |
0.9733 |
| S1 |
0.9729 |
0.9729 |
|