CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 03-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9898 |
0.9864 |
-0.0034 |
-0.3% |
0.9806 |
| High |
0.9908 |
0.9894 |
-0.0014 |
-0.1% |
0.9915 |
| Low |
0.9862 |
0.9840 |
-0.0022 |
-0.2% |
0.9806 |
| Close |
0.9893 |
0.9890 |
-0.0003 |
0.0% |
0.9890 |
| Range |
0.0046 |
0.0054 |
0.0008 |
17.4% |
0.0109 |
| ATR |
0.0047 |
0.0048 |
0.0000 |
1.0% |
0.0000 |
| Volume |
135 |
202 |
67 |
49.6% |
1,287 |
|
| Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0037 |
1.0017 |
0.9920 |
|
| R3 |
0.9983 |
0.9963 |
0.9905 |
|
| R2 |
0.9929 |
0.9929 |
0.9900 |
|
| R1 |
0.9909 |
0.9909 |
0.9895 |
0.9919 |
| PP |
0.9875 |
0.9875 |
0.9875 |
0.9880 |
| S1 |
0.9855 |
0.9855 |
0.9885 |
0.9865 |
| S2 |
0.9821 |
0.9821 |
0.9880 |
|
| S3 |
0.9767 |
0.9801 |
0.9875 |
|
| S4 |
0.9713 |
0.9747 |
0.9860 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0197 |
1.0153 |
0.9950 |
|
| R3 |
1.0088 |
1.0044 |
0.9920 |
|
| R2 |
0.9979 |
0.9979 |
0.9910 |
|
| R1 |
0.9935 |
0.9935 |
0.9900 |
0.9957 |
| PP |
0.9870 |
0.9870 |
0.9870 |
0.9882 |
| S1 |
0.9826 |
0.9826 |
0.9880 |
0.9848 |
| S2 |
0.9761 |
0.9761 |
0.9870 |
|
| S3 |
0.9652 |
0.9717 |
0.9860 |
|
| S4 |
0.9543 |
0.9608 |
0.9830 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9915 |
0.9806 |
0.0109 |
1.1% |
0.0052 |
0.5% |
77% |
False |
False |
257 |
| 10 |
0.9915 |
0.9693 |
0.0222 |
2.2% |
0.0046 |
0.5% |
89% |
False |
False |
191 |
| 20 |
0.9915 |
0.9680 |
0.0235 |
2.4% |
0.0046 |
0.5% |
89% |
False |
False |
187 |
| 40 |
0.9915 |
0.9658 |
0.0257 |
2.6% |
0.0043 |
0.4% |
90% |
False |
False |
157 |
| 60 |
1.0000 |
0.9637 |
0.0363 |
3.7% |
0.0041 |
0.4% |
70% |
False |
False |
143 |
| 80 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0039 |
0.4% |
53% |
False |
False |
133 |
| 100 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0034 |
0.3% |
53% |
False |
False |
109 |
| 120 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0031 |
0.3% |
53% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0124 |
|
2.618 |
1.0035 |
|
1.618 |
0.9981 |
|
1.000 |
0.9948 |
|
0.618 |
0.9927 |
|
HIGH |
0.9894 |
|
0.618 |
0.9873 |
|
0.500 |
0.9867 |
|
0.382 |
0.9861 |
|
LOW |
0.9840 |
|
0.618 |
0.9807 |
|
1.000 |
0.9786 |
|
1.618 |
0.9753 |
|
2.618 |
0.9699 |
|
4.250 |
0.9611 |
|
|
| Fisher Pivots for day following 03-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9882 |
0.9886 |
| PP |
0.9875 |
0.9882 |
| S1 |
0.9867 |
0.9878 |
|