CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 23-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9735 |
0.9736 |
0.0001 |
0.0% |
0.9847 |
| High |
0.9746 |
0.9744 |
-0.0002 |
0.0% |
0.9854 |
| Low |
0.9709 |
0.9711 |
0.0002 |
0.0% |
0.9690 |
| Close |
0.9733 |
0.9730 |
-0.0003 |
0.0% |
0.9729 |
| Range |
0.0037 |
0.0033 |
-0.0004 |
-10.8% |
0.0164 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
54,983 |
63,388 |
8,405 |
15.3% |
409,676 |
|
| Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9827 |
0.9812 |
0.9748 |
|
| R3 |
0.9794 |
0.9779 |
0.9739 |
|
| R2 |
0.9761 |
0.9761 |
0.9736 |
|
| R1 |
0.9746 |
0.9746 |
0.9733 |
0.9737 |
| PP |
0.9728 |
0.9728 |
0.9728 |
0.9724 |
| S1 |
0.9713 |
0.9713 |
0.9727 |
0.9704 |
| S2 |
0.9695 |
0.9695 |
0.9724 |
|
| S3 |
0.9662 |
0.9680 |
0.9721 |
|
| S4 |
0.9629 |
0.9647 |
0.9712 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0250 |
1.0153 |
0.9819 |
|
| R3 |
1.0086 |
0.9989 |
0.9774 |
|
| R2 |
0.9922 |
0.9922 |
0.9759 |
|
| R1 |
0.9825 |
0.9825 |
0.9744 |
0.9792 |
| PP |
0.9758 |
0.9758 |
0.9758 |
0.9741 |
| S1 |
0.9661 |
0.9661 |
0.9714 |
0.9628 |
| S2 |
0.9594 |
0.9594 |
0.9699 |
|
| S3 |
0.9430 |
0.9497 |
0.9684 |
|
| S4 |
0.9266 |
0.9333 |
0.9639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9780 |
0.9690 |
0.0090 |
0.9% |
0.0048 |
0.5% |
44% |
False |
False |
66,309 |
| 10 |
0.9902 |
0.9690 |
0.0212 |
2.2% |
0.0056 |
0.6% |
19% |
False |
False |
70,125 |
| 20 |
0.9902 |
0.9690 |
0.0212 |
2.2% |
0.0054 |
0.6% |
19% |
False |
False |
67,555 |
| 40 |
0.9902 |
0.9646 |
0.0256 |
2.6% |
0.0053 |
0.5% |
33% |
False |
False |
51,394 |
| 60 |
1.0035 |
0.9646 |
0.0389 |
4.0% |
0.0052 |
0.5% |
22% |
False |
False |
34,469 |
| 80 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0049 |
0.5% |
17% |
False |
False |
25,901 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0043 |
0.4% |
17% |
False |
False |
20,735 |
| 120 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0040 |
0.4% |
17% |
False |
False |
17,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9884 |
|
2.618 |
0.9830 |
|
1.618 |
0.9797 |
|
1.000 |
0.9777 |
|
0.618 |
0.9764 |
|
HIGH |
0.9744 |
|
0.618 |
0.9731 |
|
0.500 |
0.9728 |
|
0.382 |
0.9724 |
|
LOW |
0.9711 |
|
0.618 |
0.9691 |
|
1.000 |
0.9678 |
|
1.618 |
0.9658 |
|
2.618 |
0.9625 |
|
4.250 |
0.9571 |
|
|
| Fisher Pivots for day following 23-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9729 |
0.9735 |
| PP |
0.9728 |
0.9733 |
| S1 |
0.9728 |
0.9732 |
|