CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 12-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9804 |
0.9848 |
0.0044 |
0.4% |
0.9781 |
| High |
0.9850 |
0.9848 |
-0.0002 |
0.0% |
0.9850 |
| Low |
0.9804 |
0.9806 |
0.0002 |
0.0% |
0.9745 |
| Close |
0.9839 |
0.9810 |
-0.0029 |
-0.3% |
0.9810 |
| Range |
0.0046 |
0.0042 |
-0.0004 |
-8.7% |
0.0105 |
| ATR |
0.0038 |
0.0038 |
0.0000 |
0.8% |
0.0000 |
| Volume |
10 |
20 |
10 |
100.0% |
175 |
|
| Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9947 |
0.9921 |
0.9833 |
|
| R3 |
0.9905 |
0.9879 |
0.9822 |
|
| R2 |
0.9863 |
0.9863 |
0.9818 |
|
| R1 |
0.9837 |
0.9837 |
0.9814 |
0.9829 |
| PP |
0.9821 |
0.9821 |
0.9821 |
0.9818 |
| S1 |
0.9795 |
0.9795 |
0.9806 |
0.9787 |
| S2 |
0.9779 |
0.9779 |
0.9802 |
|
| S3 |
0.9737 |
0.9753 |
0.9798 |
|
| S4 |
0.9695 |
0.9711 |
0.9787 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0117 |
1.0068 |
0.9868 |
|
| R3 |
1.0012 |
0.9963 |
0.9839 |
|
| R2 |
0.9907 |
0.9907 |
0.9829 |
|
| R1 |
0.9858 |
0.9858 |
0.9820 |
0.9883 |
| PP |
0.9802 |
0.9802 |
0.9802 |
0.9814 |
| S1 |
0.9753 |
0.9753 |
0.9800 |
0.9778 |
| S2 |
0.9697 |
0.9697 |
0.9791 |
|
| S3 |
0.9592 |
0.9648 |
0.9781 |
|
| S4 |
0.9487 |
0.9543 |
0.9752 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0027 |
|
2.618 |
0.9958 |
|
1.618 |
0.9916 |
|
1.000 |
0.9890 |
|
0.618 |
0.9874 |
|
HIGH |
0.9848 |
|
0.618 |
0.9832 |
|
0.500 |
0.9827 |
|
0.382 |
0.9822 |
|
LOW |
0.9806 |
|
0.618 |
0.9780 |
|
1.000 |
0.9764 |
|
1.618 |
0.9738 |
|
2.618 |
0.9696 |
|
4.250 |
0.9628 |
|
|
| Fisher Pivots for day following 12-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9827 |
0.9817 |
| PP |
0.9821 |
0.9815 |
| S1 |
0.9816 |
0.9812 |
|