CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 08-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9900 |
0.9902 |
0.0002 |
0.0% |
0.9800 |
| High |
0.9910 |
0.9923 |
0.0013 |
0.1% |
0.9888 |
| Low |
0.9894 |
0.9902 |
0.0008 |
0.1% |
0.9796 |
| Close |
0.9905 |
0.9921 |
0.0016 |
0.2% |
0.9870 |
| Range |
0.0016 |
0.0021 |
0.0005 |
31.3% |
0.0092 |
| ATR |
0.0038 |
0.0037 |
-0.0001 |
-3.2% |
0.0000 |
| Volume |
41 |
60 |
19 |
46.3% |
1,728 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9978 |
0.9971 |
0.9933 |
|
| R3 |
0.9957 |
0.9950 |
0.9927 |
|
| R2 |
0.9936 |
0.9936 |
0.9925 |
|
| R1 |
0.9929 |
0.9929 |
0.9923 |
0.9933 |
| PP |
0.9915 |
0.9915 |
0.9915 |
0.9917 |
| S1 |
0.9908 |
0.9908 |
0.9919 |
0.9912 |
| S2 |
0.9894 |
0.9894 |
0.9917 |
|
| S3 |
0.9873 |
0.9887 |
0.9915 |
|
| S4 |
0.9852 |
0.9866 |
0.9909 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0127 |
1.0091 |
0.9921 |
|
| R3 |
1.0035 |
0.9999 |
0.9895 |
|
| R2 |
0.9943 |
0.9943 |
0.9887 |
|
| R1 |
0.9907 |
0.9907 |
0.9878 |
0.9925 |
| PP |
0.9851 |
0.9851 |
0.9851 |
0.9861 |
| S1 |
0.9815 |
0.9815 |
0.9862 |
0.9833 |
| S2 |
0.9759 |
0.9759 |
0.9853 |
|
| S3 |
0.9667 |
0.9723 |
0.9845 |
|
| S4 |
0.9575 |
0.9631 |
0.9819 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9923 |
0.9825 |
0.0098 |
1.0% |
0.0023 |
0.2% |
98% |
True |
False |
90 |
| 10 |
0.9923 |
0.9715 |
0.0208 |
2.1% |
0.0030 |
0.3% |
99% |
True |
False |
212 |
| 20 |
0.9923 |
0.9665 |
0.0258 |
2.6% |
0.0035 |
0.3% |
99% |
True |
False |
139 |
| 40 |
0.9923 |
0.9655 |
0.0268 |
2.7% |
0.0034 |
0.3% |
99% |
True |
False |
95 |
| 60 |
0.9932 |
0.9627 |
0.0305 |
3.1% |
0.0034 |
0.3% |
96% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0012 |
|
2.618 |
0.9978 |
|
1.618 |
0.9957 |
|
1.000 |
0.9944 |
|
0.618 |
0.9936 |
|
HIGH |
0.9923 |
|
0.618 |
0.9915 |
|
0.500 |
0.9913 |
|
0.382 |
0.9910 |
|
LOW |
0.9902 |
|
0.618 |
0.9889 |
|
1.000 |
0.9881 |
|
1.618 |
0.9868 |
|
2.618 |
0.9847 |
|
4.250 |
0.9813 |
|
|
| Fisher Pivots for day following 08-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9918 |
0.9914 |
| PP |
0.9915 |
0.9907 |
| S1 |
0.9913 |
0.9900 |
|