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 |
|