CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 02-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9793 |
0.9808 |
0.0015 |
0.2% |
0.9737 |
| High |
0.9800 |
0.9835 |
0.0035 |
0.4% |
0.9820 |
| Low |
0.9787 |
0.9807 |
0.0020 |
0.2% |
0.9735 |
| Close |
0.9800 |
0.9818 |
0.0018 |
0.2% |
0.9801 |
| Range |
0.0013 |
0.0028 |
0.0015 |
115.4% |
0.0085 |
| ATR |
0.0040 |
0.0039 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
49 |
18 |
-31 |
-63.3% |
474 |
|
| Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9904 |
0.9889 |
0.9833 |
|
| R3 |
0.9876 |
0.9861 |
0.9826 |
|
| R2 |
0.9848 |
0.9848 |
0.9823 |
|
| R1 |
0.9833 |
0.9833 |
0.9821 |
0.9841 |
| PP |
0.9820 |
0.9820 |
0.9820 |
0.9824 |
| S1 |
0.9805 |
0.9805 |
0.9815 |
0.9813 |
| S2 |
0.9792 |
0.9792 |
0.9813 |
|
| S3 |
0.9764 |
0.9777 |
0.9810 |
|
| S4 |
0.9736 |
0.9749 |
0.9803 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0040 |
1.0006 |
0.9848 |
|
| R3 |
0.9955 |
0.9921 |
0.9824 |
|
| R2 |
0.9870 |
0.9870 |
0.9817 |
|
| R1 |
0.9836 |
0.9836 |
0.9809 |
0.9853 |
| PP |
0.9785 |
0.9785 |
0.9785 |
0.9794 |
| S1 |
0.9751 |
0.9751 |
0.9793 |
0.9768 |
| S2 |
0.9700 |
0.9700 |
0.9785 |
|
| S3 |
0.9615 |
0.9666 |
0.9778 |
|
| S4 |
0.9530 |
0.9581 |
0.9754 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9835 |
0.9760 |
0.0075 |
0.8% |
0.0030 |
0.3% |
77% |
True |
False |
103 |
| 10 |
0.9835 |
0.9687 |
0.0148 |
1.5% |
0.0034 |
0.3% |
89% |
True |
False |
95 |
| 20 |
0.9835 |
0.9640 |
0.0195 |
2.0% |
0.0035 |
0.4% |
91% |
True |
False |
117 |
| 40 |
1.0000 |
0.9637 |
0.0363 |
3.7% |
0.0036 |
0.4% |
50% |
False |
False |
117 |
| 60 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0035 |
0.4% |
38% |
False |
False |
111 |
| 80 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0029 |
0.3% |
38% |
False |
False |
86 |
| 100 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0027 |
0.3% |
38% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9954 |
|
2.618 |
0.9908 |
|
1.618 |
0.9880 |
|
1.000 |
0.9863 |
|
0.618 |
0.9852 |
|
HIGH |
0.9835 |
|
0.618 |
0.9824 |
|
0.500 |
0.9821 |
|
0.382 |
0.9818 |
|
LOW |
0.9807 |
|
0.618 |
0.9790 |
|
1.000 |
0.9779 |
|
1.618 |
0.9762 |
|
2.618 |
0.9734 |
|
4.250 |
0.9688 |
|
|
| Fisher Pivots for day following 02-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9821 |
0.9816 |
| PP |
0.9820 |
0.9813 |
| S1 |
0.9819 |
0.9811 |
|