CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 09-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2013 |
09-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9799 |
0.9802 |
0.0003 |
0.0% |
0.9793 |
| High |
0.9810 |
0.9830 |
0.0020 |
0.2% |
0.9860 |
| Low |
0.9760 |
0.9800 |
0.0040 |
0.4% |
0.9735 |
| Close |
0.9791 |
0.9815 |
0.0024 |
0.2% |
0.9791 |
| Range |
0.0050 |
0.0030 |
-0.0020 |
-40.0% |
0.0125 |
| ATR |
0.0045 |
0.0044 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
302 |
75 |
-227 |
-75.2% |
361 |
|
| Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9905 |
0.9890 |
0.9832 |
|
| R3 |
0.9875 |
0.9860 |
0.9823 |
|
| R2 |
0.9845 |
0.9845 |
0.9821 |
|
| R1 |
0.9830 |
0.9830 |
0.9818 |
0.9838 |
| PP |
0.9815 |
0.9815 |
0.9815 |
0.9819 |
| S1 |
0.9800 |
0.9800 |
0.9812 |
0.9808 |
| S2 |
0.9785 |
0.9785 |
0.9810 |
|
| S3 |
0.9755 |
0.9770 |
0.9807 |
|
| S4 |
0.9725 |
0.9740 |
0.9799 |
|
|
| 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% |
0.0050 |
0.5% |
64% |
False |
False |
134 |
| 10 |
0.9860 |
0.9735 |
0.0125 |
1.3% |
0.0040 |
0.4% |
64% |
False |
False |
118 |
| 20 |
0.9860 |
0.9687 |
0.0173 |
1.8% |
0.0038 |
0.4% |
74% |
False |
False |
123 |
| 40 |
0.9950 |
0.9637 |
0.0313 |
3.2% |
0.0038 |
0.4% |
57% |
False |
False |
127 |
| 60 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0037 |
0.4% |
37% |
False |
False |
121 |
| 80 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0032 |
0.3% |
37% |
False |
False |
93 |
| 100 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0028 |
0.3% |
37% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9958 |
|
2.618 |
0.9909 |
|
1.618 |
0.9879 |
|
1.000 |
0.9860 |
|
0.618 |
0.9849 |
|
HIGH |
0.9830 |
|
0.618 |
0.9819 |
|
0.500 |
0.9815 |
|
0.382 |
0.9811 |
|
LOW |
0.9800 |
|
0.618 |
0.9781 |
|
1.000 |
0.9770 |
|
1.618 |
0.9751 |
|
2.618 |
0.9721 |
|
4.250 |
0.9673 |
|
|
| Fisher Pivots for day following 09-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9815 |
0.9804 |
| PP |
0.9815 |
0.9793 |
| S1 |
0.9815 |
0.9783 |
|