CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 22-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2013 |
22-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9733 |
0.9719 |
-0.0014 |
-0.1% |
0.9820 |
| High |
0.9738 |
0.9724 |
-0.0014 |
-0.1% |
0.9820 |
| Low |
0.9708 |
0.9694 |
-0.0014 |
-0.1% |
0.9680 |
| Close |
0.9710 |
0.9713 |
0.0003 |
0.0% |
0.9710 |
| Range |
0.0030 |
0.0030 |
0.0000 |
0.0% |
0.0140 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
103 |
85 |
-18 |
-17.5% |
1,139 |
|
| Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9800 |
0.9787 |
0.9730 |
|
| R3 |
0.9770 |
0.9757 |
0.9721 |
|
| R2 |
0.9740 |
0.9740 |
0.9719 |
|
| R1 |
0.9727 |
0.9727 |
0.9716 |
0.9719 |
| PP |
0.9710 |
0.9710 |
0.9710 |
0.9706 |
| S1 |
0.9697 |
0.9697 |
0.9710 |
0.9689 |
| S2 |
0.9680 |
0.9680 |
0.9708 |
|
| S3 |
0.9650 |
0.9667 |
0.9705 |
|
| S4 |
0.9620 |
0.9637 |
0.9697 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0157 |
1.0073 |
0.9787 |
|
| R3 |
1.0017 |
0.9933 |
0.9749 |
|
| R2 |
0.9877 |
0.9877 |
0.9736 |
|
| R1 |
0.9793 |
0.9793 |
0.9723 |
0.9765 |
| PP |
0.9737 |
0.9737 |
0.9737 |
0.9723 |
| S1 |
0.9653 |
0.9653 |
0.9697 |
0.9625 |
| S2 |
0.9597 |
0.9597 |
0.9684 |
|
| S3 |
0.9457 |
0.9513 |
0.9672 |
|
| S4 |
0.9317 |
0.9373 |
0.9633 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9766 |
0.9680 |
0.0086 |
0.9% |
0.0043 |
0.4% |
38% |
False |
False |
232 |
| 10 |
0.9880 |
0.9680 |
0.0200 |
2.1% |
0.0045 |
0.5% |
17% |
False |
False |
162 |
| 20 |
0.9880 |
0.9680 |
0.0200 |
2.1% |
0.0043 |
0.4% |
17% |
False |
False |
137 |
| 40 |
0.9880 |
0.9637 |
0.0243 |
2.5% |
0.0040 |
0.4% |
31% |
False |
False |
159 |
| 60 |
1.0000 |
0.9637 |
0.0363 |
3.7% |
0.0039 |
0.4% |
21% |
False |
False |
144 |
| 80 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0036 |
0.4% |
16% |
False |
False |
111 |
| 100 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0031 |
0.3% |
16% |
False |
False |
92 |
| 120 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0028 |
0.3% |
16% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9852 |
|
2.618 |
0.9803 |
|
1.618 |
0.9773 |
|
1.000 |
0.9754 |
|
0.618 |
0.9743 |
|
HIGH |
0.9724 |
|
0.618 |
0.9713 |
|
0.500 |
0.9709 |
|
0.382 |
0.9705 |
|
LOW |
0.9694 |
|
0.618 |
0.9675 |
|
1.000 |
0.9664 |
|
1.618 |
0.9645 |
|
2.618 |
0.9615 |
|
4.250 |
0.9567 |
|
|
| Fisher Pivots for day following 22-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9712 |
0.9717 |
| PP |
0.9710 |
0.9716 |
| S1 |
0.9709 |
0.9714 |
|