CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 30-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2013 |
30-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9820 |
0.9875 |
0.0055 |
0.6% |
0.9735 |
| High |
0.9883 |
0.9936 |
0.0053 |
0.5% |
0.9833 |
| Low |
0.9820 |
0.9867 |
0.0047 |
0.5% |
0.9709 |
| Close |
0.9882 |
0.9914 |
0.0032 |
0.3% |
0.9822 |
| Range |
0.0063 |
0.0069 |
0.0006 |
9.5% |
0.0124 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
2.0% |
0.0000 |
| Volume |
67,299 |
82,357 |
15,058 |
22.4% |
311,341 |
|
| Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0113 |
1.0082 |
0.9952 |
|
| R3 |
1.0044 |
1.0013 |
0.9933 |
|
| R2 |
0.9975 |
0.9975 |
0.9927 |
|
| R1 |
0.9944 |
0.9944 |
0.9920 |
0.9960 |
| PP |
0.9906 |
0.9906 |
0.9906 |
0.9913 |
| S1 |
0.9875 |
0.9875 |
0.9908 |
0.9891 |
| S2 |
0.9837 |
0.9837 |
0.9901 |
|
| S3 |
0.9768 |
0.9806 |
0.9895 |
|
| S4 |
0.9699 |
0.9737 |
0.9876 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0160 |
1.0115 |
0.9890 |
|
| R3 |
1.0036 |
0.9991 |
0.9856 |
|
| R2 |
0.9912 |
0.9912 |
0.9845 |
|
| R1 |
0.9867 |
0.9867 |
0.9833 |
0.9890 |
| PP |
0.9788 |
0.9788 |
0.9788 |
0.9799 |
| S1 |
0.9743 |
0.9743 |
0.9811 |
0.9766 |
| S2 |
0.9664 |
0.9664 |
0.9799 |
|
| S3 |
0.9540 |
0.9619 |
0.9788 |
|
| S4 |
0.9416 |
0.9495 |
0.9754 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9936 |
0.9716 |
0.0220 |
2.2% |
0.0058 |
0.6% |
90% |
True |
False |
68,525 |
| 10 |
0.9936 |
0.9690 |
0.0246 |
2.5% |
0.0053 |
0.5% |
91% |
True |
False |
67,417 |
| 20 |
0.9936 |
0.9690 |
0.0246 |
2.5% |
0.0058 |
0.6% |
91% |
True |
False |
70,055 |
| 40 |
0.9936 |
0.9650 |
0.0286 |
2.9% |
0.0053 |
0.5% |
92% |
True |
False |
59,603 |
| 60 |
1.0035 |
0.9646 |
0.0389 |
3.9% |
0.0053 |
0.5% |
69% |
False |
False |
40,113 |
| 80 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0051 |
0.5% |
53% |
False |
False |
30,179 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0046 |
0.5% |
53% |
False |
False |
24,159 |
| 120 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0042 |
0.4% |
53% |
False |
False |
20,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0229 |
|
2.618 |
1.0117 |
|
1.618 |
1.0048 |
|
1.000 |
1.0005 |
|
0.618 |
0.9979 |
|
HIGH |
0.9936 |
|
0.618 |
0.9910 |
|
0.500 |
0.9902 |
|
0.382 |
0.9893 |
|
LOW |
0.9867 |
|
0.618 |
0.9824 |
|
1.000 |
0.9798 |
|
1.618 |
0.9755 |
|
2.618 |
0.9686 |
|
4.250 |
0.9574 |
|
|
| Fisher Pivots for day following 30-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9910 |
0.9895 |
| PP |
0.9906 |
0.9876 |
| S1 |
0.9902 |
0.9857 |
|