CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 02-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2013 |
02-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9899 |
0.9898 |
-0.0001 |
0.0% |
0.9719 |
| High |
0.9915 |
0.9908 |
-0.0007 |
-0.1% |
0.9813 |
| Low |
0.9870 |
0.9862 |
-0.0008 |
-0.1% |
0.9693 |
| Close |
0.9904 |
0.9893 |
-0.0011 |
-0.1% |
0.9802 |
| Range |
0.0045 |
0.0046 |
0.0001 |
2.2% |
0.0120 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
468 |
135 |
-333 |
-71.2% |
629 |
|
| Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0026 |
1.0005 |
0.9918 |
|
| R3 |
0.9980 |
0.9959 |
0.9906 |
|
| R2 |
0.9934 |
0.9934 |
0.9901 |
|
| R1 |
0.9913 |
0.9913 |
0.9897 |
0.9901 |
| PP |
0.9888 |
0.9888 |
0.9888 |
0.9881 |
| S1 |
0.9867 |
0.9867 |
0.9889 |
0.9855 |
| S2 |
0.9842 |
0.9842 |
0.9885 |
|
| S3 |
0.9796 |
0.9821 |
0.9880 |
|
| S4 |
0.9750 |
0.9775 |
0.9868 |
|
|
| 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 |
0.9915 |
0.9764 |
0.0151 |
1.5% |
0.0051 |
0.5% |
85% |
False |
False |
264 |
| 10 |
0.9915 |
0.9693 |
0.0222 |
2.2% |
0.0043 |
0.4% |
90% |
False |
False |
181 |
| 20 |
0.9915 |
0.9680 |
0.0235 |
2.4% |
0.0048 |
0.5% |
91% |
False |
False |
186 |
| 40 |
0.9915 |
0.9658 |
0.0257 |
2.6% |
0.0042 |
0.4% |
91% |
False |
False |
153 |
| 60 |
1.0000 |
0.9637 |
0.0363 |
3.7% |
0.0040 |
0.4% |
71% |
False |
False |
140 |
| 80 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0038 |
0.4% |
54% |
False |
False |
131 |
| 100 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0034 |
0.3% |
54% |
False |
False |
107 |
| 120 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0030 |
0.3% |
54% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0104 |
|
2.618 |
1.0028 |
|
1.618 |
0.9982 |
|
1.000 |
0.9954 |
|
0.618 |
0.9936 |
|
HIGH |
0.9908 |
|
0.618 |
0.9890 |
|
0.500 |
0.9885 |
|
0.382 |
0.9880 |
|
LOW |
0.9862 |
|
0.618 |
0.9834 |
|
1.000 |
0.9816 |
|
1.618 |
0.9788 |
|
2.618 |
0.9742 |
|
4.250 |
0.9667 |
|
|
| Fisher Pivots for day following 02-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9890 |
0.9889 |
| PP |
0.9888 |
0.9885 |
| S1 |
0.9885 |
0.9882 |
|