CME Canadian Dollar Future September 2013
Trading Metrics calculated at close of trading on 08-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2013 |
08-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
0.9826 |
0.9799 |
-0.0027 |
-0.3% |
0.9793 |
High |
0.9826 |
0.9810 |
-0.0016 |
-0.2% |
0.9860 |
Low |
0.9735 |
0.9760 |
0.0025 |
0.3% |
0.9735 |
Close |
0.9791 |
0.9791 |
0.0000 |
0.0% |
0.9791 |
Range |
0.0091 |
0.0050 |
-0.0041 |
-45.1% |
0.0125 |
ATR |
0.0044 |
0.0045 |
0.0000 |
0.9% |
0.0000 |
Volume |
170 |
302 |
132 |
77.6% |
361 |
|
Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9937 |
0.9914 |
0.9819 |
|
R3 |
0.9887 |
0.9864 |
0.9805 |
|
R2 |
0.9837 |
0.9837 |
0.9800 |
|
R1 |
0.9814 |
0.9814 |
0.9796 |
0.9801 |
PP |
0.9787 |
0.9787 |
0.9787 |
0.9780 |
S1 |
0.9764 |
0.9764 |
0.9786 |
0.9751 |
S2 |
0.9737 |
0.9737 |
0.9782 |
|
S3 |
0.9687 |
0.9714 |
0.9777 |
|
S4 |
0.9637 |
0.9664 |
0.9764 |
|
|
Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0170 |
1.0106 |
0.9860 |
|
R3 |
1.0045 |
0.9981 |
0.9825 |
|
R2 |
0.9920 |
0.9920 |
0.9814 |
|
R1 |
0.9856 |
0.9856 |
0.9802 |
0.9826 |
PP |
0.9795 |
0.9795 |
0.9795 |
0.9780 |
S1 |
0.9731 |
0.9731 |
0.9780 |
0.9701 |
S2 |
0.9670 |
0.9670 |
0.9768 |
|
S3 |
0.9545 |
0.9606 |
0.9757 |
|
S4 |
0.9420 |
0.9481 |
0.9722 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9860 |
0.9735 |
0.0125 |
1.3% |
0.0049 |
0.5% |
45% |
False |
False |
122 |
10 |
0.9860 |
0.9735 |
0.0125 |
1.3% |
0.0041 |
0.4% |
45% |
False |
False |
113 |
20 |
0.9860 |
0.9684 |
0.0176 |
1.8% |
0.0038 |
0.4% |
61% |
False |
False |
127 |
40 |
0.9950 |
0.9637 |
0.0313 |
3.2% |
0.0038 |
0.4% |
49% |
False |
False |
125 |
60 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0037 |
0.4% |
32% |
False |
False |
120 |
80 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0031 |
0.3% |
32% |
False |
False |
93 |
100 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0028 |
0.3% |
32% |
False |
False |
78 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0023 |
2.618 |
0.9941 |
1.618 |
0.9891 |
1.000 |
0.9860 |
0.618 |
0.9841 |
HIGH |
0.9810 |
0.618 |
0.9791 |
0.500 |
0.9785 |
0.382 |
0.9779 |
LOW |
0.9760 |
0.618 |
0.9729 |
1.000 |
0.9710 |
1.618 |
0.9679 |
2.618 |
0.9629 |
4.250 |
0.9548 |
|
|
Fisher Pivots for day following 08-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9789 |
0.9798 |
PP |
0.9787 |
0.9795 |
S1 |
0.9785 |
0.9793 |
|