CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 04-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9840 |
0.9840 |
0.0000 |
0.0% |
0.9749 |
| High |
0.9860 |
0.9883 |
0.0023 |
0.2% |
0.9849 |
| Low |
0.9830 |
0.9818 |
-0.0012 |
-0.1% |
0.9749 |
| Close |
0.9841 |
0.9867 |
0.0026 |
0.3% |
0.9821 |
| Range |
0.0030 |
0.0065 |
0.0035 |
116.7% |
0.0100 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
2.7% |
0.0000 |
| Volume |
64,352 |
85,301 |
20,949 |
32.6% |
268,387 |
|
| Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0051 |
1.0024 |
0.9903 |
|
| R3 |
0.9986 |
0.9959 |
0.9885 |
|
| R2 |
0.9921 |
0.9921 |
0.9879 |
|
| R1 |
0.9894 |
0.9894 |
0.9873 |
0.9908 |
| PP |
0.9856 |
0.9856 |
0.9856 |
0.9863 |
| S1 |
0.9829 |
0.9829 |
0.9861 |
0.9843 |
| S2 |
0.9791 |
0.9791 |
0.9855 |
|
| S3 |
0.9726 |
0.9764 |
0.9849 |
|
| S4 |
0.9661 |
0.9699 |
0.9831 |
|
|
| 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 |
0.9883 |
0.9802 |
0.0081 |
0.8% |
0.0039 |
0.4% |
80% |
True |
False |
61,082 |
| 10 |
0.9883 |
0.9723 |
0.0160 |
1.6% |
0.0046 |
0.5% |
90% |
True |
False |
61,862 |
| 20 |
0.9883 |
0.9659 |
0.0224 |
2.3% |
0.0048 |
0.5% |
93% |
True |
False |
56,112 |
| 40 |
1.0035 |
0.9646 |
0.0389 |
3.9% |
0.0051 |
0.5% |
57% |
False |
False |
28,863 |
| 60 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0048 |
0.5% |
44% |
False |
False |
19,379 |
| 80 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0043 |
0.4% |
44% |
False |
False |
14,556 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0039 |
0.4% |
44% |
False |
False |
11,655 |
| 120 |
1.0169 |
0.9646 |
0.0523 |
5.3% |
0.0037 |
0.4% |
42% |
False |
False |
9,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0159 |
|
2.618 |
1.0053 |
|
1.618 |
0.9988 |
|
1.000 |
0.9948 |
|
0.618 |
0.9923 |
|
HIGH |
0.9883 |
|
0.618 |
0.9858 |
|
0.500 |
0.9851 |
|
0.382 |
0.9843 |
|
LOW |
0.9818 |
|
0.618 |
0.9778 |
|
1.000 |
0.9753 |
|
1.618 |
0.9713 |
|
2.618 |
0.9648 |
|
4.250 |
0.9542 |
|
|
| Fisher Pivots for day following 04-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9862 |
0.9862 |
| PP |
0.9856 |
0.9856 |
| S1 |
0.9851 |
0.9851 |
|