CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 15-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9880 |
0.9847 |
-0.0033 |
-0.3% |
0.9817 |
| High |
0.9891 |
0.9854 |
-0.0037 |
-0.4% |
0.9902 |
| Low |
0.9841 |
0.9732 |
-0.0109 |
-1.1% |
0.9774 |
| Close |
0.9849 |
0.9746 |
-0.0103 |
-1.0% |
0.9849 |
| Range |
0.0050 |
0.0122 |
0.0072 |
144.0% |
0.0128 |
| ATR |
0.0052 |
0.0057 |
0.0005 |
9.6% |
0.0000 |
| Volume |
56,431 |
115,621 |
59,190 |
104.9% |
285,189 |
|
| Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0143 |
1.0067 |
0.9813 |
|
| R3 |
1.0021 |
0.9945 |
0.9780 |
|
| R2 |
0.9899 |
0.9899 |
0.9768 |
|
| R1 |
0.9823 |
0.9823 |
0.9757 |
0.9800 |
| PP |
0.9777 |
0.9777 |
0.9777 |
0.9766 |
| S1 |
0.9701 |
0.9701 |
0.9735 |
0.9678 |
| S2 |
0.9655 |
0.9655 |
0.9724 |
|
| S3 |
0.9533 |
0.9579 |
0.9712 |
|
| S4 |
0.9411 |
0.9457 |
0.9679 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0226 |
1.0165 |
0.9919 |
|
| R3 |
1.0098 |
1.0037 |
0.9884 |
|
| R2 |
0.9970 |
0.9970 |
0.9872 |
|
| R1 |
0.9909 |
0.9909 |
0.9861 |
0.9940 |
| PP |
0.9842 |
0.9842 |
0.9842 |
0.9857 |
| S1 |
0.9781 |
0.9781 |
0.9837 |
0.9812 |
| S2 |
0.9714 |
0.9714 |
0.9826 |
|
| S3 |
0.9586 |
0.9653 |
0.9814 |
|
| S4 |
0.9458 |
0.9525 |
0.9779 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9902 |
0.9732 |
0.0170 |
1.7% |
0.0063 |
0.6% |
8% |
False |
True |
68,351 |
| 10 |
0.9902 |
0.9732 |
0.0170 |
1.7% |
0.0062 |
0.6% |
8% |
False |
True |
70,651 |
| 20 |
0.9902 |
0.9704 |
0.0198 |
2.0% |
0.0054 |
0.6% |
21% |
False |
False |
65,482 |
| 40 |
0.9960 |
0.9646 |
0.0314 |
3.2% |
0.0056 |
0.6% |
32% |
False |
False |
41,222 |
| 60 |
1.0123 |
0.9646 |
0.0477 |
4.9% |
0.0053 |
0.5% |
21% |
False |
False |
27,647 |
| 80 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0047 |
0.5% |
20% |
False |
False |
20,754 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0042 |
0.4% |
20% |
False |
False |
16,614 |
| 120 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0039 |
0.4% |
20% |
False |
False |
13,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0373 |
|
2.618 |
1.0173 |
|
1.618 |
1.0051 |
|
1.000 |
0.9976 |
|
0.618 |
0.9929 |
|
HIGH |
0.9854 |
|
0.618 |
0.9807 |
|
0.500 |
0.9793 |
|
0.382 |
0.9779 |
|
LOW |
0.9732 |
|
0.618 |
0.9657 |
|
1.000 |
0.9610 |
|
1.618 |
0.9535 |
|
2.618 |
0.9413 |
|
4.250 |
0.9214 |
|
|
| Fisher Pivots for day following 15-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9793 |
0.9817 |
| PP |
0.9777 |
0.9793 |
| S1 |
0.9762 |
0.9770 |
|