CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 02-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2013 |
02-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9917 |
0.9910 |
-0.0007 |
-0.1% |
0.9735 |
| High |
0.9938 |
0.9931 |
-0.0007 |
-0.1% |
0.9833 |
| Low |
0.9890 |
0.9881 |
-0.0009 |
-0.1% |
0.9709 |
| Close |
0.9925 |
0.9914 |
-0.0011 |
-0.1% |
0.9822 |
| Range |
0.0048 |
0.0050 |
0.0002 |
4.2% |
0.0124 |
| ATR |
0.0055 |
0.0054 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
63,617 |
69,608 |
5,991 |
9.4% |
311,341 |
|
| Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0059 |
1.0036 |
0.9942 |
|
| R3 |
1.0009 |
0.9986 |
0.9928 |
|
| R2 |
0.9959 |
0.9959 |
0.9923 |
|
| R1 |
0.9936 |
0.9936 |
0.9919 |
0.9948 |
| PP |
0.9909 |
0.9909 |
0.9909 |
0.9914 |
| S1 |
0.9886 |
0.9886 |
0.9909 |
0.9898 |
| S2 |
0.9859 |
0.9859 |
0.9905 |
|
| S3 |
0.9809 |
0.9836 |
0.9900 |
|
| S4 |
0.9759 |
0.9786 |
0.9887 |
|
|
| 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 |
0.9938 |
0.9778 |
0.0160 |
1.6% |
0.0057 |
0.6% |
85% |
False |
False |
70,006 |
| 10 |
0.9938 |
0.9709 |
0.0229 |
2.3% |
0.0050 |
0.5% |
90% |
False |
False |
64,676 |
| 20 |
0.9938 |
0.9690 |
0.0248 |
2.5% |
0.0058 |
0.6% |
90% |
False |
False |
69,234 |
| 40 |
0.9938 |
0.9659 |
0.0279 |
2.8% |
0.0053 |
0.5% |
91% |
False |
False |
62,673 |
| 60 |
1.0035 |
0.9646 |
0.0389 |
3.9% |
0.0054 |
0.5% |
69% |
False |
False |
42,320 |
| 80 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0051 |
0.5% |
53% |
False |
False |
31,842 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0046 |
0.5% |
53% |
False |
False |
25,491 |
| 120 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0042 |
0.4% |
53% |
False |
False |
21,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0144 |
|
2.618 |
1.0062 |
|
1.618 |
1.0012 |
|
1.000 |
0.9981 |
|
0.618 |
0.9962 |
|
HIGH |
0.9931 |
|
0.618 |
0.9912 |
|
0.500 |
0.9906 |
|
0.382 |
0.9900 |
|
LOW |
0.9881 |
|
0.618 |
0.9850 |
|
1.000 |
0.9831 |
|
1.618 |
0.9800 |
|
2.618 |
0.9750 |
|
4.250 |
0.9669 |
|
|
| Fisher Pivots for day following 02-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9911 |
0.9910 |
| PP |
0.9909 |
0.9906 |
| S1 |
0.9906 |
0.9903 |
|