CME Canadian Dollar Future December 2013
Trading Metrics calculated at close of trading on 10-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2013 |
10-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
0.9781 |
0.9784 |
0.0003 |
0.0% |
0.9780 |
High |
0.9805 |
0.9805 |
0.0000 |
0.0% |
0.9829 |
Low |
0.9781 |
0.9784 |
0.0003 |
0.0% |
0.9728 |
Close |
0.9796 |
0.9800 |
0.0004 |
0.0% |
0.9773 |
Range |
0.0024 |
0.0021 |
-0.0003 |
-12.5% |
0.0101 |
ATR |
0.0038 |
0.0037 |
-0.0001 |
-3.2% |
0.0000 |
Volume |
32 |
37 |
5 |
15.6% |
155 |
|
Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9859 |
0.9851 |
0.9812 |
|
R3 |
0.9838 |
0.9830 |
0.9806 |
|
R2 |
0.9817 |
0.9817 |
0.9804 |
|
R1 |
0.9809 |
0.9809 |
0.9802 |
0.9813 |
PP |
0.9796 |
0.9796 |
0.9796 |
0.9799 |
S1 |
0.9788 |
0.9788 |
0.9798 |
0.9792 |
S2 |
0.9775 |
0.9775 |
0.9796 |
|
S3 |
0.9754 |
0.9767 |
0.9794 |
|
S4 |
0.9733 |
0.9746 |
0.9788 |
|
|
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 |
0.9894 |
2.618 |
0.9860 |
1.618 |
0.9839 |
1.000 |
0.9826 |
0.618 |
0.9818 |
HIGH |
0.9805 |
0.618 |
0.9797 |
0.500 |
0.9795 |
0.382 |
0.9792 |
LOW |
0.9784 |
0.618 |
0.9771 |
1.000 |
0.9763 |
1.618 |
0.9750 |
2.618 |
0.9729 |
4.250 |
0.9695 |
|
|
Fisher Pivots for day following 10-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9798 |
0.9792 |
PP |
0.9796 |
0.9783 |
S1 |
0.9795 |
0.9775 |
|