CME Canadian Dollar Future September 2013
Trading Metrics calculated at close of trading on 18-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
0.9752 |
0.9714 |
-0.0038 |
-0.4% |
0.9799 |
High |
0.9752 |
0.9740 |
-0.0012 |
-0.1% |
0.9880 |
Low |
0.9680 |
0.9702 |
0.0022 |
0.2% |
0.9760 |
Close |
0.9702 |
0.9705 |
0.0003 |
0.0% |
0.9829 |
Range |
0.0072 |
0.0038 |
-0.0034 |
-47.2% |
0.0120 |
ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
170 |
257 |
87 |
51.2% |
699 |
|
Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9830 |
0.9805 |
0.9726 |
|
R3 |
0.9792 |
0.9767 |
0.9715 |
|
R2 |
0.9754 |
0.9754 |
0.9712 |
|
R1 |
0.9729 |
0.9729 |
0.9708 |
0.9723 |
PP |
0.9716 |
0.9716 |
0.9716 |
0.9712 |
S1 |
0.9691 |
0.9691 |
0.9702 |
0.9685 |
S2 |
0.9678 |
0.9678 |
0.9698 |
|
S3 |
0.9640 |
0.9653 |
0.9695 |
|
S4 |
0.9602 |
0.9615 |
0.9684 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0183 |
1.0126 |
0.9895 |
|
R3 |
1.0063 |
1.0006 |
0.9862 |
|
R2 |
0.9943 |
0.9943 |
0.9851 |
|
R1 |
0.9886 |
0.9886 |
0.9840 |
0.9915 |
PP |
0.9823 |
0.9823 |
0.9823 |
0.9837 |
S1 |
0.9766 |
0.9766 |
0.9818 |
0.9795 |
S2 |
0.9703 |
0.9703 |
0.9807 |
|
S3 |
0.9583 |
0.9646 |
0.9796 |
|
S4 |
0.9463 |
0.9526 |
0.9763 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9850 |
0.9680 |
0.0170 |
1.8% |
0.0057 |
0.6% |
15% |
False |
False |
238 |
10 |
0.9880 |
0.9680 |
0.0200 |
2.1% |
0.0053 |
0.5% |
13% |
False |
False |
190 |
20 |
0.9880 |
0.9680 |
0.0200 |
2.1% |
0.0044 |
0.5% |
13% |
False |
False |
139 |
40 |
0.9880 |
0.9637 |
0.0243 |
2.5% |
0.0042 |
0.4% |
28% |
False |
False |
156 |
60 |
1.0032 |
0.9637 |
0.0395 |
4.1% |
0.0040 |
0.4% |
17% |
False |
False |
143 |
80 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0036 |
0.4% |
14% |
False |
False |
109 |
100 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0031 |
0.3% |
14% |
False |
False |
90 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9902 |
2.618 |
0.9839 |
1.618 |
0.9801 |
1.000 |
0.9778 |
0.618 |
0.9763 |
HIGH |
0.9740 |
0.618 |
0.9725 |
0.500 |
0.9721 |
0.382 |
0.9717 |
LOW |
0.9702 |
0.618 |
0.9679 |
1.000 |
0.9664 |
1.618 |
0.9641 |
2.618 |
0.9603 |
4.250 |
0.9541 |
|
|
Fisher Pivots for day following 18-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9721 |
0.9723 |
PP |
0.9716 |
0.9717 |
S1 |
0.9710 |
0.9711 |
|