CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 25-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2013 |
25-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9735 |
0.9736 |
0.0001 |
0.0% |
0.9847 |
| High |
0.9747 |
0.9807 |
0.0060 |
0.6% |
0.9854 |
| Low |
0.9716 |
0.9734 |
0.0018 |
0.2% |
0.9690 |
| Close |
0.9739 |
0.9790 |
0.0051 |
0.5% |
0.9729 |
| Range |
0.0031 |
0.0073 |
0.0042 |
135.5% |
0.0164 |
| ATR |
0.0052 |
0.0053 |
0.0002 |
2.9% |
0.0000 |
| Volume |
52,924 |
72,895 |
19,971 |
37.7% |
409,676 |
|
| Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9996 |
0.9966 |
0.9830 |
|
| R3 |
0.9923 |
0.9893 |
0.9810 |
|
| R2 |
0.9850 |
0.9850 |
0.9803 |
|
| R1 |
0.9820 |
0.9820 |
0.9797 |
0.9835 |
| PP |
0.9777 |
0.9777 |
0.9777 |
0.9785 |
| S1 |
0.9747 |
0.9747 |
0.9783 |
0.9762 |
| S2 |
0.9704 |
0.9704 |
0.9777 |
|
| S3 |
0.9631 |
0.9674 |
0.9770 |
|
| S4 |
0.9558 |
0.9601 |
0.9750 |
|
|
| 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 |
0.9807 |
0.9709 |
0.0098 |
1.0% |
0.0042 |
0.4% |
83% |
True |
False |
59,345 |
| 10 |
0.9891 |
0.9690 |
0.0201 |
2.1% |
0.0057 |
0.6% |
50% |
False |
False |
71,029 |
| 20 |
0.9902 |
0.9690 |
0.0212 |
2.2% |
0.0054 |
0.5% |
47% |
False |
False |
67,003 |
| 40 |
0.9902 |
0.9646 |
0.0256 |
2.6% |
0.0054 |
0.5% |
56% |
False |
False |
54,473 |
| 60 |
1.0035 |
0.9646 |
0.0389 |
4.0% |
0.0053 |
0.5% |
37% |
False |
False |
36,508 |
| 80 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0050 |
0.5% |
29% |
False |
False |
27,473 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0044 |
0.5% |
29% |
False |
False |
21,992 |
| 120 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0041 |
0.4% |
29% |
False |
False |
18,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0117 |
|
2.618 |
0.9998 |
|
1.618 |
0.9925 |
|
1.000 |
0.9880 |
|
0.618 |
0.9852 |
|
HIGH |
0.9807 |
|
0.618 |
0.9779 |
|
0.500 |
0.9771 |
|
0.382 |
0.9762 |
|
LOW |
0.9734 |
|
0.618 |
0.9689 |
|
1.000 |
0.9661 |
|
1.618 |
0.9616 |
|
2.618 |
0.9543 |
|
4.250 |
0.9424 |
|
|
| Fisher Pivots for day following 25-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9784 |
0.9780 |
| PP |
0.9777 |
0.9769 |
| S1 |
0.9771 |
0.9759 |
|