CME Canadian Dollar Future September 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 |
0.9815 |
0.9846 |
0.0031 |
0.3% |
0.9799 |
High |
0.9880 |
0.9850 |
-0.0030 |
-0.3% |
0.9880 |
Low |
0.9815 |
0.9823 |
0.0008 |
0.1% |
0.9760 |
Close |
0.9859 |
0.9829 |
-0.0030 |
-0.3% |
0.9829 |
Range |
0.0065 |
0.0027 |
-0.0038 |
-58.5% |
0.0120 |
ATR |
0.0044 |
0.0043 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
23 |
157 |
134 |
582.6% |
699 |
|
Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9915 |
0.9899 |
0.9844 |
|
R3 |
0.9888 |
0.9872 |
0.9836 |
|
R2 |
0.9861 |
0.9861 |
0.9834 |
|
R1 |
0.9845 |
0.9845 |
0.9831 |
0.9840 |
PP |
0.9834 |
0.9834 |
0.9834 |
0.9831 |
S1 |
0.9818 |
0.9818 |
0.9827 |
0.9813 |
S2 |
0.9807 |
0.9807 |
0.9824 |
|
S3 |
0.9780 |
0.9791 |
0.9822 |
|
S4 |
0.9753 |
0.9764 |
0.9814 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0183 |
1.0126 |
0.9895 |
|
R3 |
1.0063 |
1.0006 |
0.9862 |
|
R2 |
0.9943 |
0.9943 |
0.9851 |
|
R1 |
0.9886 |
0.9886 |
0.9840 |
0.9915 |
PP |
0.9823 |
0.9823 |
0.9823 |
0.9837 |
S1 |
0.9766 |
0.9766 |
0.9818 |
0.9795 |
S2 |
0.9703 |
0.9703 |
0.9807 |
|
S3 |
0.9583 |
0.9646 |
0.9796 |
|
S4 |
0.9463 |
0.9526 |
0.9763 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9880 |
0.9760 |
0.0120 |
1.2% |
0.0036 |
0.4% |
58% |
False |
False |
139 |
10 |
0.9880 |
0.9735 |
0.0145 |
1.5% |
0.0039 |
0.4% |
65% |
False |
False |
106 |
20 |
0.9880 |
0.9687 |
0.0193 |
2.0% |
0.0038 |
0.4% |
74% |
False |
False |
110 |
40 |
0.9950 |
0.9637 |
0.0313 |
3.2% |
0.0039 |
0.4% |
61% |
False |
False |
134 |
60 |
1.0094 |
0.9637 |
0.0457 |
4.6% |
0.0038 |
0.4% |
42% |
False |
False |
126 |
80 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0033 |
0.3% |
40% |
False |
False |
97 |
100 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0029 |
0.3% |
40% |
False |
False |
81 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9965 |
2.618 |
0.9921 |
1.618 |
0.9894 |
1.000 |
0.9877 |
0.618 |
0.9867 |
HIGH |
0.9850 |
0.618 |
0.9840 |
0.500 |
0.9837 |
0.382 |
0.9833 |
LOW |
0.9823 |
0.618 |
0.9806 |
1.000 |
0.9796 |
1.618 |
0.9779 |
2.618 |
0.9752 |
4.250 |
0.9708 |
|
|
Fisher Pivots for day following 12-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9837 |
0.9847 |
PP |
0.9834 |
0.9841 |
S1 |
0.9832 |
0.9835 |
|