CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 07-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9895 |
0.9905 |
0.0010 |
0.1% |
0.9806 |
| High |
0.9905 |
0.9932 |
0.0027 |
0.3% |
0.9915 |
| Low |
0.9876 |
0.9905 |
0.0029 |
0.3% |
0.9806 |
| Close |
0.9902 |
0.9925 |
0.0023 |
0.2% |
0.9890 |
| Range |
0.0029 |
0.0027 |
-0.0002 |
-6.9% |
0.0109 |
| ATR |
0.0047 |
0.0045 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
117 |
56 |
-61 |
-52.1% |
1,287 |
|
| Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0002 |
0.9990 |
0.9940 |
|
| R3 |
0.9975 |
0.9963 |
0.9932 |
|
| R2 |
0.9948 |
0.9948 |
0.9930 |
|
| R1 |
0.9936 |
0.9936 |
0.9927 |
0.9942 |
| PP |
0.9921 |
0.9921 |
0.9921 |
0.9924 |
| S1 |
0.9909 |
0.9909 |
0.9923 |
0.9915 |
| S2 |
0.9894 |
0.9894 |
0.9920 |
|
| S3 |
0.9867 |
0.9882 |
0.9918 |
|
| S4 |
0.9840 |
0.9855 |
0.9910 |
|
|
| 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 |
0.9932 |
0.9840 |
0.0092 |
0.9% |
0.0040 |
0.4% |
92% |
True |
False |
195 |
| 10 |
0.9932 |
0.9698 |
0.0234 |
2.4% |
0.0045 |
0.5% |
97% |
True |
False |
190 |
| 20 |
0.9932 |
0.9680 |
0.0252 |
2.5% |
0.0045 |
0.5% |
97% |
True |
False |
177 |
| 40 |
0.9932 |
0.9680 |
0.0252 |
2.5% |
0.0042 |
0.4% |
97% |
True |
False |
150 |
| 60 |
0.9950 |
0.9637 |
0.0313 |
3.2% |
0.0041 |
0.4% |
92% |
False |
False |
144 |
| 80 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0039 |
0.4% |
61% |
False |
False |
135 |
| 100 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0034 |
0.3% |
61% |
False |
False |
110 |
| 120 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0031 |
0.3% |
61% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0047 |
|
2.618 |
1.0003 |
|
1.618 |
0.9976 |
|
1.000 |
0.9959 |
|
0.618 |
0.9949 |
|
HIGH |
0.9932 |
|
0.618 |
0.9922 |
|
0.500 |
0.9919 |
|
0.382 |
0.9915 |
|
LOW |
0.9905 |
|
0.618 |
0.9888 |
|
1.000 |
0.9878 |
|
1.618 |
0.9861 |
|
2.618 |
0.9834 |
|
4.250 |
0.9790 |
|
|
| Fisher Pivots for day following 07-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9923 |
0.9912 |
| PP |
0.9921 |
0.9899 |
| S1 |
0.9919 |
0.9886 |
|