CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 10-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9941 |
0.9906 |
-0.0035 |
-0.4% |
0.9895 |
| High |
0.9955 |
0.9906 |
-0.0049 |
-0.5% |
0.9955 |
| Low |
0.9880 |
0.9825 |
-0.0055 |
-0.6% |
0.9825 |
| Close |
0.9885 |
0.9859 |
-0.0026 |
-0.3% |
0.9859 |
| Range |
0.0075 |
0.0081 |
0.0006 |
8.0% |
0.0130 |
| ATR |
0.0047 |
0.0049 |
0.0002 |
5.2% |
0.0000 |
| Volume |
479 |
778 |
299 |
62.4% |
1,643 |
|
| Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0106 |
1.0064 |
0.9904 |
|
| R3 |
1.0025 |
0.9983 |
0.9881 |
|
| R2 |
0.9944 |
0.9944 |
0.9874 |
|
| R1 |
0.9902 |
0.9902 |
0.9866 |
0.9883 |
| PP |
0.9863 |
0.9863 |
0.9863 |
0.9854 |
| S1 |
0.9821 |
0.9821 |
0.9852 |
0.9802 |
| S2 |
0.9782 |
0.9782 |
0.9844 |
|
| S3 |
0.9701 |
0.9740 |
0.9837 |
|
| S4 |
0.9620 |
0.9659 |
0.9814 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0270 |
1.0194 |
0.9931 |
|
| R3 |
1.0140 |
1.0064 |
0.9895 |
|
| R2 |
1.0010 |
1.0010 |
0.9883 |
|
| R1 |
0.9934 |
0.9934 |
0.9871 |
0.9907 |
| PP |
0.9880 |
0.9880 |
0.9880 |
0.9866 |
| S1 |
0.9804 |
0.9804 |
0.9847 |
0.9777 |
| S2 |
0.9750 |
0.9750 |
0.9835 |
|
| S3 |
0.9620 |
0.9674 |
0.9823 |
|
| S4 |
0.9490 |
0.9544 |
0.9788 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9955 |
0.9825 |
0.0130 |
1.3% |
0.0050 |
0.5% |
26% |
False |
True |
328 |
| 10 |
0.9955 |
0.9806 |
0.0149 |
1.5% |
0.0051 |
0.5% |
36% |
False |
False |
293 |
| 20 |
0.9955 |
0.9680 |
0.0275 |
2.8% |
0.0050 |
0.5% |
65% |
False |
False |
234 |
| 40 |
0.9955 |
0.9680 |
0.0275 |
2.8% |
0.0044 |
0.4% |
65% |
False |
False |
172 |
| 60 |
0.9955 |
0.9637 |
0.0318 |
3.2% |
0.0042 |
0.4% |
70% |
False |
False |
168 |
| 80 |
1.0094 |
0.9637 |
0.0457 |
4.6% |
0.0041 |
0.4% |
49% |
False |
False |
153 |
| 100 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0036 |
0.4% |
47% |
False |
False |
124 |
| 120 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0032 |
0.3% |
47% |
False |
False |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0250 |
|
2.618 |
1.0118 |
|
1.618 |
1.0037 |
|
1.000 |
0.9987 |
|
0.618 |
0.9956 |
|
HIGH |
0.9906 |
|
0.618 |
0.9875 |
|
0.500 |
0.9866 |
|
0.382 |
0.9856 |
|
LOW |
0.9825 |
|
0.618 |
0.9775 |
|
1.000 |
0.9744 |
|
1.618 |
0.9694 |
|
2.618 |
0.9613 |
|
4.250 |
0.9481 |
|
|
| Fisher Pivots for day following 10-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9866 |
0.9890 |
| PP |
0.9863 |
0.9880 |
| S1 |
0.9861 |
0.9869 |
|