CME Canadian Dollar Future December 2013
Trading Metrics calculated at close of trading on 17-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
Open |
0.9793 |
0.9745 |
-0.0048 |
-0.5% |
0.9865 |
High |
0.9802 |
0.9745 |
-0.0057 |
-0.6% |
0.9865 |
Low |
0.9750 |
0.9651 |
-0.0099 |
-1.0% |
0.9651 |
Close |
0.9785 |
0.9676 |
-0.0109 |
-1.1% |
0.9676 |
Range |
0.0052 |
0.0094 |
0.0042 |
80.8% |
0.0214 |
ATR |
0.0043 |
0.0049 |
0.0007 |
15.3% |
0.0000 |
Volume |
124 |
91 |
-33 |
-26.6% |
870 |
|
Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9973 |
0.9918 |
0.9728 |
|
R3 |
0.9879 |
0.9824 |
0.9702 |
|
R2 |
0.9785 |
0.9785 |
0.9693 |
|
R1 |
0.9730 |
0.9730 |
0.9685 |
0.9711 |
PP |
0.9691 |
0.9691 |
0.9691 |
0.9681 |
S1 |
0.9636 |
0.9636 |
0.9667 |
0.9617 |
S2 |
0.9597 |
0.9597 |
0.9659 |
|
S3 |
0.9503 |
0.9542 |
0.9650 |
|
S4 |
0.9409 |
0.9448 |
0.9624 |
|
|
Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0373 |
1.0238 |
0.9794 |
|
R3 |
1.0159 |
1.0024 |
0.9735 |
|
R2 |
0.9945 |
0.9945 |
0.9715 |
|
R1 |
0.9810 |
0.9810 |
0.9696 |
0.9771 |
PP |
0.9731 |
0.9731 |
0.9731 |
0.9711 |
S1 |
0.9596 |
0.9596 |
0.9656 |
0.9557 |
S2 |
0.9517 |
0.9517 |
0.9637 |
|
S3 |
0.9303 |
0.9382 |
0.9617 |
|
S4 |
0.9089 |
0.9168 |
0.9558 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9865 |
0.9651 |
0.0214 |
2.2% |
0.0055 |
0.6% |
12% |
False |
True |
174 |
10 |
0.9924 |
0.9651 |
0.0273 |
2.8% |
0.0046 |
0.5% |
9% |
False |
True |
116 |
20 |
0.9924 |
0.9651 |
0.0273 |
2.8% |
0.0039 |
0.4% |
9% |
False |
True |
173 |
40 |
0.9924 |
0.9651 |
0.0273 |
2.8% |
0.0037 |
0.4% |
9% |
False |
True |
104 |
60 |
0.9924 |
0.9627 |
0.0297 |
3.1% |
0.0037 |
0.4% |
16% |
False |
False |
92 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0145 |
2.618 |
0.9991 |
1.618 |
0.9897 |
1.000 |
0.9839 |
0.618 |
0.9803 |
HIGH |
0.9745 |
0.618 |
0.9709 |
0.500 |
0.9698 |
0.382 |
0.9687 |
LOW |
0.9651 |
0.618 |
0.9593 |
1.000 |
0.9557 |
1.618 |
0.9499 |
2.618 |
0.9405 |
4.250 |
0.9252 |
|
|
Fisher Pivots for day following 17-May-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9698 |
0.9727 |
PP |
0.9691 |
0.9710 |
S1 |
0.9683 |
0.9693 |
|