CME Canadian Dollar Future June 2013
Trading Metrics calculated at close of trading on 11-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
0.9821 |
0.9843 |
0.0022 |
0.2% |
0.9818 |
High |
0.9847 |
0.9902 |
0.0055 |
0.6% |
0.9883 |
Low |
0.9820 |
0.9830 |
0.0010 |
0.1% |
0.9754 |
Close |
0.9839 |
0.9879 |
0.0040 |
0.4% |
0.9811 |
Range |
0.0027 |
0.0072 |
0.0045 |
166.7% |
0.0129 |
ATR |
0.0051 |
0.0052 |
0.0002 |
3.0% |
0.0000 |
Volume |
52,734 |
64,047 |
11,313 |
21.5% |
339,266 |
|
Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0086 |
1.0055 |
0.9919 |
|
R3 |
1.0014 |
0.9983 |
0.9899 |
|
R2 |
0.9942 |
0.9942 |
0.9892 |
|
R1 |
0.9911 |
0.9911 |
0.9886 |
0.9927 |
PP |
0.9870 |
0.9870 |
0.9870 |
0.9878 |
S1 |
0.9839 |
0.9839 |
0.9872 |
0.9855 |
S2 |
0.9798 |
0.9798 |
0.9866 |
|
S3 |
0.9726 |
0.9767 |
0.9859 |
|
S4 |
0.9654 |
0.9695 |
0.9839 |
|
|
Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0203 |
1.0136 |
0.9882 |
|
R3 |
1.0074 |
1.0007 |
0.9846 |
|
R2 |
0.9945 |
0.9945 |
0.9835 |
|
R1 |
0.9878 |
0.9878 |
0.9823 |
0.9847 |
PP |
0.9816 |
0.9816 |
0.9816 |
0.9801 |
S1 |
0.9749 |
0.9749 |
0.9799 |
0.9718 |
S2 |
0.9687 |
0.9687 |
0.9787 |
|
S3 |
0.9558 |
0.9620 |
0.9776 |
|
S4 |
0.9429 |
0.9491 |
0.9740 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9902 |
0.9754 |
0.0148 |
1.5% |
0.0062 |
0.6% |
84% |
True |
False |
64,871 |
10 |
0.9902 |
0.9754 |
0.0148 |
1.5% |
0.0051 |
0.5% |
84% |
True |
False |
62,977 |
20 |
0.9902 |
0.9703 |
0.0199 |
2.0% |
0.0052 |
0.5% |
88% |
True |
False |
64,122 |
40 |
0.9972 |
0.9646 |
0.0326 |
3.3% |
0.0052 |
0.5% |
71% |
False |
False |
36,927 |
60 |
1.0130 |
0.9646 |
0.0484 |
4.9% |
0.0051 |
0.5% |
48% |
False |
False |
24,780 |
80 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0045 |
0.5% |
46% |
False |
False |
18,603 |
100 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0041 |
0.4% |
46% |
False |
False |
14,894 |
120 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0038 |
0.4% |
46% |
False |
False |
12,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0208 |
2.618 |
1.0090 |
1.618 |
1.0018 |
1.000 |
0.9974 |
0.618 |
0.9946 |
HIGH |
0.9902 |
0.618 |
0.9874 |
0.500 |
0.9866 |
0.382 |
0.9858 |
LOW |
0.9830 |
0.618 |
0.9786 |
1.000 |
0.9758 |
1.618 |
0.9714 |
2.618 |
0.9642 |
4.250 |
0.9524 |
|
|
Fisher Pivots for day following 11-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9875 |
0.9872 |
PP |
0.9870 |
0.9864 |
S1 |
0.9866 |
0.9857 |
|