CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 17-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9746 |
0.9780 |
0.0034 |
0.3% |
0.9817 |
| High |
0.9786 |
0.9780 |
-0.0006 |
-0.1% |
0.9902 |
| Low |
0.9734 |
0.9690 |
-0.0044 |
-0.5% |
0.9774 |
| Close |
0.9777 |
0.9722 |
-0.0055 |
-0.6% |
0.9849 |
| Range |
0.0052 |
0.0090 |
0.0038 |
73.1% |
0.0128 |
| ATR |
0.0057 |
0.0059 |
0.0002 |
4.2% |
0.0000 |
| Volume |
80,878 |
100,018 |
19,140 |
23.7% |
285,189 |
|
| Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0001 |
0.9951 |
0.9772 |
|
| R3 |
0.9911 |
0.9861 |
0.9747 |
|
| R2 |
0.9821 |
0.9821 |
0.9739 |
|
| R1 |
0.9771 |
0.9771 |
0.9730 |
0.9751 |
| PP |
0.9731 |
0.9731 |
0.9731 |
0.9721 |
| S1 |
0.9681 |
0.9681 |
0.9714 |
0.9661 |
| S2 |
0.9641 |
0.9641 |
0.9706 |
|
| S3 |
0.9551 |
0.9591 |
0.9697 |
|
| S4 |
0.9461 |
0.9501 |
0.9673 |
|
|
| 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 |
0.9690 |
0.0212 |
2.2% |
0.0077 |
0.8% |
15% |
False |
True |
83,399 |
| 10 |
0.9902 |
0.9690 |
0.0212 |
2.2% |
0.0069 |
0.7% |
15% |
False |
True |
76,260 |
| 20 |
0.9902 |
0.9690 |
0.0212 |
2.2% |
0.0056 |
0.6% |
15% |
False |
True |
68,155 |
| 40 |
0.9902 |
0.9646 |
0.0256 |
2.6% |
0.0056 |
0.6% |
30% |
False |
False |
45,721 |
| 60 |
1.0060 |
0.9646 |
0.0414 |
4.3% |
0.0054 |
0.6% |
18% |
False |
False |
30,660 |
| 80 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0049 |
0.5% |
15% |
False |
False |
23,014 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0043 |
0.4% |
15% |
False |
False |
18,420 |
| 120 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0039 |
0.4% |
15% |
False |
False |
15,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0163 |
|
2.618 |
1.0016 |
|
1.618 |
0.9926 |
|
1.000 |
0.9870 |
|
0.618 |
0.9836 |
|
HIGH |
0.9780 |
|
0.618 |
0.9746 |
|
0.500 |
0.9735 |
|
0.382 |
0.9724 |
|
LOW |
0.9690 |
|
0.618 |
0.9634 |
|
1.000 |
0.9600 |
|
1.618 |
0.9544 |
|
2.618 |
0.9454 |
|
4.250 |
0.9308 |
|
|
| Fisher Pivots for day following 17-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9735 |
0.9772 |
| PP |
0.9731 |
0.9755 |
| S1 |
0.9726 |
0.9739 |
|