CME Canadian Dollar Future December 2013
Trading Metrics calculated at close of trading on 19-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2013 |
19-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
0.9710 |
0.9705 |
-0.0005 |
-0.1% |
0.9810 |
High |
0.9715 |
0.9715 |
0.0000 |
0.0% |
0.9810 |
Low |
0.9685 |
0.9690 |
0.0005 |
0.1% |
0.9665 |
Close |
0.9686 |
0.9692 |
0.0006 |
0.1% |
0.9692 |
Range |
0.0030 |
0.0025 |
-0.0005 |
-16.7% |
0.0145 |
ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.5% |
0.0000 |
Volume |
36 |
44 |
8 |
22.2% |
249 |
|
Daily Pivots for day following 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9774 |
0.9758 |
0.9706 |
|
R3 |
0.9749 |
0.9733 |
0.9699 |
|
R2 |
0.9724 |
0.9724 |
0.9697 |
|
R1 |
0.9708 |
0.9708 |
0.9694 |
0.9704 |
PP |
0.9699 |
0.9699 |
0.9699 |
0.9697 |
S1 |
0.9683 |
0.9683 |
0.9690 |
0.9679 |
S2 |
0.9674 |
0.9674 |
0.9687 |
|
S3 |
0.9649 |
0.9658 |
0.9685 |
|
S4 |
0.9624 |
0.9633 |
0.9678 |
|
|
Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0157 |
1.0070 |
0.9772 |
|
R3 |
1.0012 |
0.9925 |
0.9732 |
|
R2 |
0.9867 |
0.9867 |
0.9719 |
|
R1 |
0.9780 |
0.9780 |
0.9705 |
0.9751 |
PP |
0.9722 |
0.9722 |
0.9722 |
0.9708 |
S1 |
0.9635 |
0.9635 |
0.9679 |
0.9606 |
S2 |
0.9577 |
0.9577 |
0.9665 |
|
S3 |
0.9432 |
0.9490 |
0.9652 |
|
S4 |
0.9287 |
0.9345 |
0.9612 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9821 |
2.618 |
0.9780 |
1.618 |
0.9755 |
1.000 |
0.9740 |
0.618 |
0.9730 |
HIGH |
0.9715 |
0.618 |
0.9705 |
0.500 |
0.9703 |
0.382 |
0.9700 |
LOW |
0.9690 |
0.618 |
0.9675 |
1.000 |
0.9665 |
1.618 |
0.9650 |
2.618 |
0.9625 |
4.250 |
0.9584 |
|
|
Fisher Pivots for day following 19-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9703 |
0.9691 |
PP |
0.9699 |
0.9691 |
S1 |
0.9696 |
0.9690 |
|