CME Canadian Dollar Future December 2013
Trading Metrics calculated at close of trading on 13-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
Open |
0.9880 |
0.9865 |
-0.0015 |
-0.2% |
0.9876 |
High |
0.9880 |
0.9865 |
-0.0015 |
-0.2% |
0.9924 |
Low |
0.9800 |
0.9838 |
0.0038 |
0.4% |
0.9800 |
Close |
0.9838 |
0.9844 |
0.0006 |
0.1% |
0.9838 |
Range |
0.0080 |
0.0027 |
-0.0053 |
-66.3% |
0.0124 |
ATR |
0.0042 |
0.0040 |
-0.0001 |
-2.5% |
0.0000 |
Volume |
76 |
257 |
181 |
238.2% |
297 |
|
Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9930 |
0.9914 |
0.9859 |
|
R3 |
0.9903 |
0.9887 |
0.9851 |
|
R2 |
0.9876 |
0.9876 |
0.9849 |
|
R1 |
0.9860 |
0.9860 |
0.9846 |
0.9855 |
PP |
0.9849 |
0.9849 |
0.9849 |
0.9846 |
S1 |
0.9833 |
0.9833 |
0.9842 |
0.9828 |
S2 |
0.9822 |
0.9822 |
0.9839 |
|
S3 |
0.9795 |
0.9806 |
0.9837 |
|
S4 |
0.9768 |
0.9779 |
0.9829 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0226 |
1.0156 |
0.9906 |
|
R3 |
1.0102 |
1.0032 |
0.9872 |
|
R2 |
0.9978 |
0.9978 |
0.9861 |
|
R1 |
0.9908 |
0.9908 |
0.9849 |
0.9881 |
PP |
0.9854 |
0.9854 |
0.9854 |
0.9841 |
S1 |
0.9784 |
0.9784 |
0.9827 |
0.9757 |
S2 |
0.9730 |
0.9730 |
0.9815 |
|
S3 |
0.9606 |
0.9660 |
0.9804 |
|
S4 |
0.9482 |
0.9536 |
0.9770 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9924 |
0.9800 |
0.0124 |
1.3% |
0.0041 |
0.4% |
35% |
False |
False |
88 |
10 |
0.9924 |
0.9800 |
0.0124 |
1.3% |
0.0036 |
0.4% |
35% |
False |
False |
123 |
20 |
0.9924 |
0.9665 |
0.0259 |
2.6% |
0.0033 |
0.3% |
69% |
False |
False |
151 |
40 |
0.9924 |
0.9665 |
0.0259 |
2.6% |
0.0035 |
0.4% |
69% |
False |
False |
99 |
60 |
0.9924 |
0.9627 |
0.0297 |
3.0% |
0.0035 |
0.4% |
73% |
False |
False |
83 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9980 |
2.618 |
0.9936 |
1.618 |
0.9909 |
1.000 |
0.9892 |
0.618 |
0.9882 |
HIGH |
0.9865 |
0.618 |
0.9855 |
0.500 |
0.9852 |
0.382 |
0.9848 |
LOW |
0.9838 |
0.618 |
0.9821 |
1.000 |
0.9811 |
1.618 |
0.9794 |
2.618 |
0.9767 |
4.250 |
0.9723 |
|
|
Fisher Pivots for day following 13-May-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9852 |
0.9862 |
PP |
0.9849 |
0.9856 |
S1 |
0.9847 |
0.9850 |
|