CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 01-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2013 |
01-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9875 |
0.9917 |
0.0042 |
0.4% |
0.9735 |
| High |
0.9936 |
0.9938 |
0.0002 |
0.0% |
0.9833 |
| Low |
0.9867 |
0.9890 |
0.0023 |
0.2% |
0.9709 |
| Close |
0.9914 |
0.9925 |
0.0011 |
0.1% |
0.9822 |
| Range |
0.0069 |
0.0048 |
-0.0021 |
-30.4% |
0.0124 |
| ATR |
0.0055 |
0.0055 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
82,357 |
63,617 |
-18,740 |
-22.8% |
311,341 |
|
| Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0062 |
1.0041 |
0.9951 |
|
| R3 |
1.0014 |
0.9993 |
0.9938 |
|
| R2 |
0.9966 |
0.9966 |
0.9934 |
|
| R1 |
0.9945 |
0.9945 |
0.9929 |
0.9956 |
| PP |
0.9918 |
0.9918 |
0.9918 |
0.9923 |
| S1 |
0.9897 |
0.9897 |
0.9921 |
0.9908 |
| S2 |
0.9870 |
0.9870 |
0.9916 |
|
| S3 |
0.9822 |
0.9849 |
0.9912 |
|
| S4 |
0.9774 |
0.9801 |
0.9899 |
|
|
| 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 |
0.9938 |
0.9734 |
0.0204 |
2.1% |
0.0062 |
0.6% |
94% |
True |
False |
70,663 |
| 10 |
0.9938 |
0.9709 |
0.0229 |
2.3% |
0.0049 |
0.5% |
94% |
True |
False |
63,777 |
| 20 |
0.9938 |
0.9690 |
0.0248 |
2.5% |
0.0059 |
0.6% |
95% |
True |
False |
70,019 |
| 40 |
0.9938 |
0.9650 |
0.0288 |
2.9% |
0.0054 |
0.5% |
95% |
True |
False |
61,137 |
| 60 |
1.0035 |
0.9646 |
0.0389 |
3.9% |
0.0053 |
0.5% |
72% |
False |
False |
41,164 |
| 80 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0050 |
0.5% |
55% |
False |
False |
30,974 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0046 |
0.5% |
55% |
False |
False |
24,795 |
| 120 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0042 |
0.4% |
55% |
False |
False |
20,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0142 |
|
2.618 |
1.0064 |
|
1.618 |
1.0016 |
|
1.000 |
0.9986 |
|
0.618 |
0.9968 |
|
HIGH |
0.9938 |
|
0.618 |
0.9920 |
|
0.500 |
0.9914 |
|
0.382 |
0.9908 |
|
LOW |
0.9890 |
|
0.618 |
0.9860 |
|
1.000 |
0.9842 |
|
1.618 |
0.9812 |
|
2.618 |
0.9764 |
|
4.250 |
0.9686 |
|
|
| Fisher Pivots for day following 01-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9921 |
0.9910 |
| PP |
0.9918 |
0.9894 |
| S1 |
0.9914 |
0.9879 |
|