CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 29-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2013 |
29-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9776 |
0.9806 |
0.0030 |
0.3% |
0.9719 |
| High |
0.9813 |
0.9861 |
0.0048 |
0.5% |
0.9813 |
| Low |
0.9764 |
0.9806 |
0.0042 |
0.4% |
0.9693 |
| Close |
0.9802 |
0.9861 |
0.0059 |
0.6% |
0.9802 |
| Range |
0.0049 |
0.0055 |
0.0006 |
12.2% |
0.0120 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
2.1% |
0.0000 |
| Volume |
237 |
143 |
-94 |
-39.7% |
629 |
|
| Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0008 |
0.9989 |
0.9891 |
|
| R3 |
0.9953 |
0.9934 |
0.9876 |
|
| R2 |
0.9898 |
0.9898 |
0.9871 |
|
| R1 |
0.9879 |
0.9879 |
0.9866 |
0.9889 |
| PP |
0.9843 |
0.9843 |
0.9843 |
0.9847 |
| S1 |
0.9824 |
0.9824 |
0.9856 |
0.9834 |
| S2 |
0.9788 |
0.9788 |
0.9851 |
|
| S3 |
0.9733 |
0.9769 |
0.9846 |
|
| S4 |
0.9678 |
0.9714 |
0.9831 |
|
|
| 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 |
0.9861 |
0.9693 |
0.0168 |
1.7% |
0.0044 |
0.4% |
100% |
True |
False |
137 |
| 10 |
0.9861 |
0.9680 |
0.0181 |
1.8% |
0.0044 |
0.4% |
100% |
True |
False |
184 |
| 20 |
0.9880 |
0.9680 |
0.0200 |
2.0% |
0.0046 |
0.5% |
91% |
False |
False |
146 |
| 40 |
0.9880 |
0.9640 |
0.0240 |
2.4% |
0.0041 |
0.4% |
92% |
False |
False |
141 |
| 60 |
1.0000 |
0.9637 |
0.0363 |
3.7% |
0.0039 |
0.4% |
62% |
False |
False |
128 |
| 80 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0038 |
0.4% |
47% |
False |
False |
119 |
| 100 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0032 |
0.3% |
47% |
False |
False |
98 |
| 120 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0030 |
0.3% |
47% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0095 |
|
2.618 |
1.0005 |
|
1.618 |
0.9950 |
|
1.000 |
0.9916 |
|
0.618 |
0.9895 |
|
HIGH |
0.9861 |
|
0.618 |
0.9840 |
|
0.500 |
0.9834 |
|
0.382 |
0.9827 |
|
LOW |
0.9806 |
|
0.618 |
0.9772 |
|
1.000 |
0.9751 |
|
1.618 |
0.9717 |
|
2.618 |
0.9662 |
|
4.250 |
0.9572 |
|
|
| Fisher Pivots for day following 29-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9852 |
0.9838 |
| PP |
0.9843 |
0.9814 |
| S1 |
0.9834 |
0.9791 |
|