CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 26-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2013 |
26-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9721 |
0.9776 |
0.0055 |
0.6% |
0.9719 |
| High |
0.9785 |
0.9813 |
0.0028 |
0.3% |
0.9813 |
| Low |
0.9721 |
0.9764 |
0.0043 |
0.4% |
0.9693 |
| Close |
0.9770 |
0.9802 |
0.0032 |
0.3% |
0.9802 |
| Range |
0.0064 |
0.0049 |
-0.0015 |
-23.4% |
0.0120 |
| ATR |
0.0045 |
0.0046 |
0.0000 |
0.6% |
0.0000 |
| Volume |
69 |
237 |
168 |
243.5% |
629 |
|
| Daily Pivots for day following 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9940 |
0.9920 |
0.9829 |
|
| R3 |
0.9891 |
0.9871 |
0.9815 |
|
| R2 |
0.9842 |
0.9842 |
0.9811 |
|
| R1 |
0.9822 |
0.9822 |
0.9806 |
0.9832 |
| PP |
0.9793 |
0.9793 |
0.9793 |
0.9798 |
| S1 |
0.9773 |
0.9773 |
0.9798 |
0.9783 |
| S2 |
0.9744 |
0.9744 |
0.9793 |
|
| S3 |
0.9695 |
0.9724 |
0.9789 |
|
| S4 |
0.9646 |
0.9675 |
0.9775 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0129 |
1.0086 |
0.9868 |
|
| R3 |
1.0009 |
0.9966 |
0.9835 |
|
| R2 |
0.9889 |
0.9889 |
0.9824 |
|
| R1 |
0.9846 |
0.9846 |
0.9813 |
0.9868 |
| PP |
0.9769 |
0.9769 |
0.9769 |
0.9780 |
| S1 |
0.9726 |
0.9726 |
0.9791 |
0.9748 |
| S2 |
0.9649 |
0.9649 |
0.9780 |
|
| S3 |
0.9529 |
0.9606 |
0.9769 |
|
| S4 |
0.9409 |
0.9486 |
0.9736 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9813 |
0.9693 |
0.0120 |
1.2% |
0.0039 |
0.4% |
91% |
True |
False |
125 |
| 10 |
0.9820 |
0.9680 |
0.0140 |
1.4% |
0.0049 |
0.5% |
87% |
False |
False |
176 |
| 20 |
0.9880 |
0.9680 |
0.0200 |
2.0% |
0.0044 |
0.4% |
61% |
False |
False |
141 |
| 40 |
0.9880 |
0.9637 |
0.0243 |
2.5% |
0.0041 |
0.4% |
68% |
False |
False |
145 |
| 60 |
1.0000 |
0.9637 |
0.0363 |
3.7% |
0.0039 |
0.4% |
45% |
False |
False |
127 |
| 80 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0037 |
0.4% |
35% |
False |
False |
118 |
| 100 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0032 |
0.3% |
35% |
False |
False |
96 |
| 120 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0029 |
0.3% |
35% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0021 |
|
2.618 |
0.9941 |
|
1.618 |
0.9892 |
|
1.000 |
0.9862 |
|
0.618 |
0.9843 |
|
HIGH |
0.9813 |
|
0.618 |
0.9794 |
|
0.500 |
0.9789 |
|
0.382 |
0.9783 |
|
LOW |
0.9764 |
|
0.618 |
0.9734 |
|
1.000 |
0.9715 |
|
1.618 |
0.9685 |
|
2.618 |
0.9636 |
|
4.250 |
0.9556 |
|
|
| Fisher Pivots for day following 26-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9798 |
0.9787 |
| PP |
0.9793 |
0.9771 |
| S1 |
0.9789 |
0.9756 |
|