CME Canadian Dollar Future September 2013
Trading Metrics calculated at close of trading on 04-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
0.9816 |
0.9822 |
0.0006 |
0.1% |
0.9737 |
High |
0.9837 |
0.9860 |
0.0023 |
0.2% |
0.9820 |
Low |
0.9816 |
0.9804 |
-0.0012 |
-0.1% |
0.9735 |
Close |
0.9821 |
0.9847 |
0.0026 |
0.3% |
0.9801 |
Range |
0.0021 |
0.0056 |
0.0035 |
166.7% |
0.0085 |
ATR |
0.0038 |
0.0039 |
0.0001 |
3.4% |
0.0000 |
Volume |
61 |
63 |
2 |
3.3% |
474 |
|
Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0005 |
0.9982 |
0.9878 |
|
R3 |
0.9949 |
0.9926 |
0.9862 |
|
R2 |
0.9893 |
0.9893 |
0.9857 |
|
R1 |
0.9870 |
0.9870 |
0.9852 |
0.9882 |
PP |
0.9837 |
0.9837 |
0.9837 |
0.9843 |
S1 |
0.9814 |
0.9814 |
0.9842 |
0.9826 |
S2 |
0.9781 |
0.9781 |
0.9837 |
|
S3 |
0.9725 |
0.9758 |
0.9832 |
|
S4 |
0.9669 |
0.9702 |
0.9816 |
|
|
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 |
0.9860 |
0.9787 |
0.0073 |
0.7% |
0.0028 |
0.3% |
82% |
True |
False |
65 |
10 |
0.9860 |
0.9710 |
0.0150 |
1.5% |
0.0036 |
0.4% |
91% |
True |
False |
88 |
20 |
0.9860 |
0.9658 |
0.0202 |
2.1% |
0.0035 |
0.4% |
94% |
True |
False |
120 |
40 |
1.0000 |
0.9637 |
0.0363 |
3.7% |
0.0036 |
0.4% |
58% |
False |
False |
117 |
60 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0035 |
0.4% |
44% |
False |
False |
113 |
80 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0030 |
0.3% |
44% |
False |
False |
87 |
100 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0027 |
0.3% |
44% |
False |
False |
74 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0098 |
2.618 |
1.0007 |
1.618 |
0.9951 |
1.000 |
0.9916 |
0.618 |
0.9895 |
HIGH |
0.9860 |
0.618 |
0.9839 |
0.500 |
0.9832 |
0.382 |
0.9825 |
LOW |
0.9804 |
0.618 |
0.9769 |
1.000 |
0.9748 |
1.618 |
0.9713 |
2.618 |
0.9657 |
4.250 |
0.9566 |
|
|
Fisher Pivots for day following 04-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9842 |
0.9842 |
PP |
0.9837 |
0.9837 |
S1 |
0.9832 |
0.9832 |
|