CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 01-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
01-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9820 |
0.9818 |
-0.0002 |
0.0% |
0.9749 |
| High |
0.9849 |
0.9825 |
-0.0024 |
-0.2% |
0.9849 |
| Low |
0.9812 |
0.9802 |
-0.0010 |
-0.1% |
0.9749 |
| Close |
0.9821 |
0.9820 |
-0.0001 |
0.0% |
0.9821 |
| Range |
0.0037 |
0.0023 |
-0.0014 |
-37.8% |
0.0100 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
61,746 |
33,560 |
-28,186 |
-45.6% |
268,387 |
|
| Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9885 |
0.9875 |
0.9833 |
|
| R3 |
0.9862 |
0.9852 |
0.9826 |
|
| R2 |
0.9839 |
0.9839 |
0.9824 |
|
| R1 |
0.9829 |
0.9829 |
0.9822 |
0.9834 |
| PP |
0.9816 |
0.9816 |
0.9816 |
0.9818 |
| S1 |
0.9806 |
0.9806 |
0.9818 |
0.9811 |
| S2 |
0.9793 |
0.9793 |
0.9816 |
|
| S3 |
0.9770 |
0.9783 |
0.9814 |
|
| S4 |
0.9747 |
0.9760 |
0.9807 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0106 |
1.0064 |
0.9876 |
|
| R3 |
1.0006 |
0.9964 |
0.9849 |
|
| R2 |
0.9906 |
0.9906 |
0.9839 |
|
| R1 |
0.9864 |
0.9864 |
0.9830 |
0.9885 |
| PP |
0.9806 |
0.9806 |
0.9806 |
0.9817 |
| S1 |
0.9764 |
0.9764 |
0.9812 |
0.9785 |
| S2 |
0.9706 |
0.9706 |
0.9803 |
|
| S3 |
0.9606 |
0.9664 |
0.9794 |
|
| S4 |
0.9506 |
0.9564 |
0.9766 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9849 |
0.9749 |
0.0100 |
1.0% |
0.0043 |
0.4% |
71% |
False |
False |
60,389 |
| 10 |
0.9849 |
0.9704 |
0.0145 |
1.5% |
0.0047 |
0.5% |
80% |
False |
False |
60,314 |
| 20 |
0.9849 |
0.9650 |
0.0199 |
2.0% |
0.0048 |
0.5% |
85% |
False |
False |
46,450 |
| 40 |
1.0035 |
0.9646 |
0.0389 |
4.0% |
0.0051 |
0.5% |
45% |
False |
False |
23,635 |
| 60 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0048 |
0.5% |
34% |
False |
False |
15,880 |
| 80 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0042 |
0.4% |
34% |
False |
False |
11,930 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0038 |
0.4% |
34% |
False |
False |
9,554 |
| 120 |
1.0186 |
0.9646 |
0.0540 |
5.5% |
0.0036 |
0.4% |
32% |
False |
False |
7,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9923 |
|
2.618 |
0.9885 |
|
1.618 |
0.9862 |
|
1.000 |
0.9848 |
|
0.618 |
0.9839 |
|
HIGH |
0.9825 |
|
0.618 |
0.9816 |
|
0.500 |
0.9814 |
|
0.382 |
0.9811 |
|
LOW |
0.9802 |
|
0.618 |
0.9788 |
|
1.000 |
0.9779 |
|
1.618 |
0.9765 |
|
2.618 |
0.9742 |
|
4.250 |
0.9704 |
|
|
| Fisher Pivots for day following 01-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9818 |
0.9820 |
| PP |
0.9816 |
0.9820 |
| S1 |
0.9814 |
0.9820 |
|