CME Canadian Dollar Future June 2013
Trading Metrics calculated at close of trading on 24-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2013 |
24-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
0.9736 |
0.9735 |
-0.0001 |
0.0% |
0.9847 |
High |
0.9744 |
0.9747 |
0.0003 |
0.0% |
0.9854 |
Low |
0.9711 |
0.9716 |
0.0005 |
0.1% |
0.9690 |
Close |
0.9730 |
0.9739 |
0.0009 |
0.1% |
0.9729 |
Range |
0.0033 |
0.0031 |
-0.0002 |
-6.1% |
0.0164 |
ATR |
0.0053 |
0.0052 |
-0.0002 |
-3.0% |
0.0000 |
Volume |
63,388 |
52,924 |
-10,464 |
-16.5% |
409,676 |
|
Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9827 |
0.9814 |
0.9756 |
|
R3 |
0.9796 |
0.9783 |
0.9748 |
|
R2 |
0.9765 |
0.9765 |
0.9745 |
|
R1 |
0.9752 |
0.9752 |
0.9742 |
0.9759 |
PP |
0.9734 |
0.9734 |
0.9734 |
0.9737 |
S1 |
0.9721 |
0.9721 |
0.9736 |
0.9728 |
S2 |
0.9703 |
0.9703 |
0.9733 |
|
S3 |
0.9672 |
0.9690 |
0.9730 |
|
S4 |
0.9641 |
0.9659 |
0.9722 |
|
|
Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0250 |
1.0153 |
0.9819 |
|
R3 |
1.0086 |
0.9989 |
0.9774 |
|
R2 |
0.9922 |
0.9922 |
0.9759 |
|
R1 |
0.9825 |
0.9825 |
0.9744 |
0.9792 |
PP |
0.9758 |
0.9758 |
0.9758 |
0.9741 |
S1 |
0.9661 |
0.9661 |
0.9714 |
0.9628 |
S2 |
0.9594 |
0.9594 |
0.9699 |
|
S3 |
0.9430 |
0.9497 |
0.9684 |
|
S4 |
0.9266 |
0.9333 |
0.9639 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9762 |
0.9709 |
0.0053 |
0.5% |
0.0036 |
0.4% |
57% |
False |
False |
56,890 |
10 |
0.9902 |
0.9690 |
0.0212 |
2.2% |
0.0057 |
0.6% |
23% |
False |
False |
70,144 |
20 |
0.9902 |
0.9690 |
0.0212 |
2.2% |
0.0052 |
0.5% |
23% |
False |
False |
66,935 |
40 |
0.9902 |
0.9646 |
0.0256 |
2.6% |
0.0053 |
0.5% |
36% |
False |
False |
52,679 |
60 |
1.0035 |
0.9646 |
0.0389 |
4.0% |
0.0052 |
0.5% |
24% |
False |
False |
35,318 |
80 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0049 |
0.5% |
18% |
False |
False |
26,562 |
100 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0043 |
0.4% |
18% |
False |
False |
21,263 |
120 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0040 |
0.4% |
18% |
False |
False |
17,728 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9879 |
2.618 |
0.9828 |
1.618 |
0.9797 |
1.000 |
0.9778 |
0.618 |
0.9766 |
HIGH |
0.9747 |
0.618 |
0.9735 |
0.500 |
0.9732 |
0.382 |
0.9728 |
LOW |
0.9716 |
0.618 |
0.9697 |
1.000 |
0.9685 |
1.618 |
0.9666 |
2.618 |
0.9635 |
4.250 |
0.9584 |
|
|
Fisher Pivots for day following 24-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9737 |
0.9735 |
PP |
0.9734 |
0.9732 |
S1 |
0.9732 |
0.9728 |
|