CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 29-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2013 |
29-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9790 |
0.9820 |
0.0030 |
0.3% |
0.9735 |
| High |
0.9833 |
0.9883 |
0.0050 |
0.5% |
0.9833 |
| Low |
0.9778 |
0.9820 |
0.0042 |
0.4% |
0.9709 |
| Close |
0.9822 |
0.9882 |
0.0060 |
0.6% |
0.9822 |
| Range |
0.0055 |
0.0063 |
0.0008 |
14.5% |
0.0124 |
| ATR |
0.0054 |
0.0054 |
0.0001 |
1.3% |
0.0000 |
| Volume |
67,151 |
67,299 |
148 |
0.2% |
311,341 |
|
| Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0051 |
1.0029 |
0.9917 |
|
| R3 |
0.9988 |
0.9966 |
0.9899 |
|
| R2 |
0.9925 |
0.9925 |
0.9894 |
|
| R1 |
0.9903 |
0.9903 |
0.9888 |
0.9914 |
| PP |
0.9862 |
0.9862 |
0.9862 |
0.9867 |
| S1 |
0.9840 |
0.9840 |
0.9876 |
0.9851 |
| S2 |
0.9799 |
0.9799 |
0.9870 |
|
| S3 |
0.9736 |
0.9777 |
0.9865 |
|
| S4 |
0.9673 |
0.9714 |
0.9847 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0160 |
1.0115 |
0.9890 |
|
| R3 |
1.0036 |
0.9991 |
0.9856 |
|
| R2 |
0.9912 |
0.9912 |
0.9845 |
|
| R1 |
0.9867 |
0.9867 |
0.9833 |
0.9890 |
| PP |
0.9788 |
0.9788 |
0.9788 |
0.9799 |
| S1 |
0.9743 |
0.9743 |
0.9811 |
0.9766 |
| S2 |
0.9664 |
0.9664 |
0.9799 |
|
| S3 |
0.9540 |
0.9619 |
0.9788 |
|
| S4 |
0.9416 |
0.9495 |
0.9754 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9883 |
0.9711 |
0.0172 |
1.7% |
0.0051 |
0.5% |
99% |
True |
False |
64,731 |
| 10 |
0.9883 |
0.9690 |
0.0193 |
2.0% |
0.0052 |
0.5% |
99% |
True |
False |
67,269 |
| 20 |
0.9902 |
0.9690 |
0.0212 |
2.1% |
0.0057 |
0.6% |
91% |
False |
False |
68,960 |
| 40 |
0.9902 |
0.9650 |
0.0252 |
2.6% |
0.0053 |
0.5% |
92% |
False |
False |
57,705 |
| 60 |
1.0035 |
0.9646 |
0.0389 |
3.9% |
0.0053 |
0.5% |
61% |
False |
False |
38,744 |
| 80 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0050 |
0.5% |
47% |
False |
False |
29,150 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0045 |
0.5% |
47% |
False |
False |
23,336 |
| 120 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0041 |
0.4% |
47% |
False |
False |
19,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0151 |
|
2.618 |
1.0048 |
|
1.618 |
0.9985 |
|
1.000 |
0.9946 |
|
0.618 |
0.9922 |
|
HIGH |
0.9883 |
|
0.618 |
0.9859 |
|
0.500 |
0.9852 |
|
0.382 |
0.9844 |
|
LOW |
0.9820 |
|
0.618 |
0.9781 |
|
1.000 |
0.9757 |
|
1.618 |
0.9718 |
|
2.618 |
0.9655 |
|
4.250 |
0.9552 |
|
|
| Fisher Pivots for day following 29-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9872 |
0.9858 |
| PP |
0.9862 |
0.9833 |
| S1 |
0.9852 |
0.9809 |
|