CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 24-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2013 |
24-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9705 |
0.9703 |
-0.0002 |
0.0% |
0.9820 |
| High |
0.9724 |
0.9720 |
-0.0004 |
0.0% |
0.9820 |
| Low |
0.9693 |
0.9698 |
0.0005 |
0.1% |
0.9680 |
| Close |
0.9710 |
0.9720 |
0.0010 |
0.1% |
0.9710 |
| Range |
0.0031 |
0.0022 |
-0.0009 |
-29.0% |
0.0140 |
| ATR |
0.0046 |
0.0044 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
98 |
140 |
42 |
42.9% |
1,139 |
|
| Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9779 |
0.9771 |
0.9732 |
|
| R3 |
0.9757 |
0.9749 |
0.9726 |
|
| R2 |
0.9735 |
0.9735 |
0.9724 |
|
| R1 |
0.9727 |
0.9727 |
0.9722 |
0.9731 |
| PP |
0.9713 |
0.9713 |
0.9713 |
0.9715 |
| S1 |
0.9705 |
0.9705 |
0.9718 |
0.9709 |
| S2 |
0.9691 |
0.9691 |
0.9716 |
|
| S3 |
0.9669 |
0.9683 |
0.9714 |
|
| S4 |
0.9647 |
0.9661 |
0.9708 |
|
|
| 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 |
0.9740 |
0.9693 |
0.0047 |
0.5% |
0.0030 |
0.3% |
57% |
False |
False |
136 |
| 10 |
0.9880 |
0.9680 |
0.0200 |
2.1% |
0.0047 |
0.5% |
20% |
False |
False |
164 |
| 20 |
0.9880 |
0.9680 |
0.0200 |
2.1% |
0.0041 |
0.4% |
20% |
False |
False |
139 |
| 40 |
0.9880 |
0.9637 |
0.0243 |
2.5% |
0.0040 |
0.4% |
34% |
False |
False |
147 |
| 60 |
1.0000 |
0.9637 |
0.0363 |
3.7% |
0.0038 |
0.4% |
23% |
False |
False |
129 |
| 80 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0037 |
0.4% |
17% |
False |
False |
114 |
| 100 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0031 |
0.3% |
17% |
False |
False |
93 |
| 120 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0029 |
0.3% |
17% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9814 |
|
2.618 |
0.9778 |
|
1.618 |
0.9756 |
|
1.000 |
0.9742 |
|
0.618 |
0.9734 |
|
HIGH |
0.9720 |
|
0.618 |
0.9712 |
|
0.500 |
0.9709 |
|
0.382 |
0.9706 |
|
LOW |
0.9698 |
|
0.618 |
0.9684 |
|
1.000 |
0.9676 |
|
1.618 |
0.9662 |
|
2.618 |
0.9640 |
|
4.250 |
0.9605 |
|
|
| Fisher Pivots for day following 24-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9716 |
0.9716 |
| PP |
0.9713 |
0.9712 |
| S1 |
0.9709 |
0.9709 |
|