CME Canadian Dollar Future December 2013
Trading Metrics calculated at close of trading on 08-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2013 |
08-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
0.9807 |
0.9781 |
-0.0026 |
-0.3% |
0.9780 |
High |
0.9807 |
0.9782 |
-0.0025 |
-0.3% |
0.9829 |
Low |
0.9728 |
0.9745 |
0.0017 |
0.2% |
0.9728 |
Close |
0.9773 |
0.9772 |
-0.0001 |
0.0% |
0.9773 |
Range |
0.0079 |
0.0037 |
-0.0042 |
-53.2% |
0.0101 |
ATR |
0.0039 |
0.0039 |
0.0000 |
-0.3% |
0.0000 |
Volume |
25 |
76 |
51 |
204.0% |
155 |
|
Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9877 |
0.9862 |
0.9792 |
|
R3 |
0.9840 |
0.9825 |
0.9782 |
|
R2 |
0.9803 |
0.9803 |
0.9779 |
|
R1 |
0.9788 |
0.9788 |
0.9775 |
0.9777 |
PP |
0.9766 |
0.9766 |
0.9766 |
0.9761 |
S1 |
0.9751 |
0.9751 |
0.9769 |
0.9740 |
S2 |
0.9729 |
0.9729 |
0.9765 |
|
S3 |
0.9692 |
0.9714 |
0.9762 |
|
S4 |
0.9655 |
0.9677 |
0.9752 |
|
|
Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0080 |
1.0027 |
0.9829 |
|
R3 |
0.9979 |
0.9926 |
0.9801 |
|
R2 |
0.9878 |
0.9878 |
0.9792 |
|
R1 |
0.9825 |
0.9825 |
0.9782 |
0.9801 |
PP |
0.9777 |
0.9777 |
0.9777 |
0.9765 |
S1 |
0.9724 |
0.9724 |
0.9764 |
0.9700 |
S2 |
0.9676 |
0.9676 |
0.9754 |
|
S3 |
0.9575 |
0.9623 |
0.9745 |
|
S4 |
0.9474 |
0.9522 |
0.9717 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9939 |
2.618 |
0.9879 |
1.618 |
0.9842 |
1.000 |
0.9819 |
0.618 |
0.9805 |
HIGH |
0.9782 |
0.618 |
0.9768 |
0.500 |
0.9764 |
0.382 |
0.9759 |
LOW |
0.9745 |
0.618 |
0.9722 |
1.000 |
0.9708 |
1.618 |
0.9685 |
2.618 |
0.9648 |
4.250 |
0.9588 |
|
|
Fisher Pivots for day following 08-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9769 |
0.9779 |
PP |
0.9766 |
0.9776 |
S1 |
0.9764 |
0.9774 |
|