CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 11-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9818 |
0.9815 |
-0.0003 |
0.0% |
0.9793 |
| High |
0.9823 |
0.9880 |
0.0057 |
0.6% |
0.9860 |
| Low |
0.9814 |
0.9815 |
0.0001 |
0.0% |
0.9735 |
| Close |
0.9819 |
0.9859 |
0.0040 |
0.4% |
0.9791 |
| Range |
0.0009 |
0.0065 |
0.0056 |
622.2% |
0.0125 |
| ATR |
0.0042 |
0.0044 |
0.0002 |
3.9% |
0.0000 |
| Volume |
142 |
23 |
-119 |
-83.8% |
361 |
|
| Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0046 |
1.0018 |
0.9895 |
|
| R3 |
0.9981 |
0.9953 |
0.9877 |
|
| R2 |
0.9916 |
0.9916 |
0.9871 |
|
| R1 |
0.9888 |
0.9888 |
0.9865 |
0.9902 |
| PP |
0.9851 |
0.9851 |
0.9851 |
0.9859 |
| S1 |
0.9823 |
0.9823 |
0.9853 |
0.9837 |
| S2 |
0.9786 |
0.9786 |
0.9847 |
|
| S3 |
0.9721 |
0.9758 |
0.9841 |
|
| S4 |
0.9656 |
0.9693 |
0.9823 |
|
|
| 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 |
0.9880 |
0.9735 |
0.0145 |
1.5% |
0.0049 |
0.5% |
86% |
True |
False |
142 |
| 10 |
0.9880 |
0.9735 |
0.0145 |
1.5% |
0.0039 |
0.4% |
86% |
True |
False |
104 |
| 20 |
0.9880 |
0.9687 |
0.0193 |
2.0% |
0.0040 |
0.4% |
89% |
True |
False |
104 |
| 40 |
0.9950 |
0.9637 |
0.0313 |
3.2% |
0.0038 |
0.4% |
71% |
False |
False |
130 |
| 60 |
1.0105 |
0.9637 |
0.0468 |
4.7% |
0.0038 |
0.4% |
47% |
False |
False |
124 |
| 80 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0032 |
0.3% |
47% |
False |
False |
95 |
| 100 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0029 |
0.3% |
47% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0156 |
|
2.618 |
1.0050 |
|
1.618 |
0.9985 |
|
1.000 |
0.9945 |
|
0.618 |
0.9920 |
|
HIGH |
0.9880 |
|
0.618 |
0.9855 |
|
0.500 |
0.9848 |
|
0.382 |
0.9840 |
|
LOW |
0.9815 |
|
0.618 |
0.9775 |
|
1.000 |
0.9750 |
|
1.618 |
0.9710 |
|
2.618 |
0.9645 |
|
4.250 |
0.9539 |
|
|
| Fisher Pivots for day following 11-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9855 |
0.9853 |
| PP |
0.9851 |
0.9846 |
| S1 |
0.9848 |
0.9840 |
|