CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 25-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2013 |
25-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9703 |
0.9721 |
0.0018 |
0.2% |
0.9820 |
| High |
0.9720 |
0.9785 |
0.0065 |
0.7% |
0.9820 |
| Low |
0.9698 |
0.9721 |
0.0023 |
0.2% |
0.9680 |
| Close |
0.9720 |
0.9770 |
0.0050 |
0.5% |
0.9710 |
| Range |
0.0022 |
0.0064 |
0.0042 |
190.9% |
0.0140 |
| ATR |
0.0044 |
0.0045 |
0.0002 |
3.4% |
0.0000 |
| Volume |
140 |
69 |
-71 |
-50.7% |
1,139 |
|
| Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9951 |
0.9924 |
0.9805 |
|
| R3 |
0.9887 |
0.9860 |
0.9788 |
|
| R2 |
0.9823 |
0.9823 |
0.9782 |
|
| R1 |
0.9796 |
0.9796 |
0.9776 |
0.9810 |
| PP |
0.9759 |
0.9759 |
0.9759 |
0.9765 |
| S1 |
0.9732 |
0.9732 |
0.9764 |
0.9746 |
| S2 |
0.9695 |
0.9695 |
0.9758 |
|
| S3 |
0.9631 |
0.9668 |
0.9752 |
|
| S4 |
0.9567 |
0.9604 |
0.9735 |
|
|
| 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 |
0.9785 |
0.9693 |
0.0092 |
0.9% |
0.0035 |
0.4% |
84% |
True |
False |
99 |
| 10 |
0.9850 |
0.9680 |
0.0170 |
1.7% |
0.0046 |
0.5% |
53% |
False |
False |
168 |
| 20 |
0.9880 |
0.9680 |
0.0200 |
2.0% |
0.0043 |
0.4% |
45% |
False |
False |
136 |
| 40 |
0.9880 |
0.9637 |
0.0243 |
2.5% |
0.0041 |
0.4% |
55% |
False |
False |
141 |
| 60 |
1.0000 |
0.9637 |
0.0363 |
3.7% |
0.0039 |
0.4% |
37% |
False |
False |
123 |
| 80 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0037 |
0.4% |
28% |
False |
False |
115 |
| 100 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0032 |
0.3% |
28% |
False |
False |
94 |
| 120 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0029 |
0.3% |
28% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0057 |
|
2.618 |
0.9953 |
|
1.618 |
0.9889 |
|
1.000 |
0.9849 |
|
0.618 |
0.9825 |
|
HIGH |
0.9785 |
|
0.618 |
0.9761 |
|
0.500 |
0.9753 |
|
0.382 |
0.9745 |
|
LOW |
0.9721 |
|
0.618 |
0.9681 |
|
1.000 |
0.9657 |
|
1.618 |
0.9617 |
|
2.618 |
0.9553 |
|
4.250 |
0.9449 |
|
|
| Fisher Pivots for day following 25-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9764 |
0.9760 |
| PP |
0.9759 |
0.9749 |
| S1 |
0.9753 |
0.9739 |
|