CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 05-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9822 |
0.9826 |
0.0004 |
0.0% |
0.9793 |
| High |
0.9860 |
0.9826 |
-0.0034 |
-0.3% |
0.9860 |
| Low |
0.9804 |
0.9735 |
-0.0069 |
-0.7% |
0.9735 |
| Close |
0.9847 |
0.9791 |
-0.0056 |
-0.6% |
0.9791 |
| Range |
0.0056 |
0.0091 |
0.0035 |
62.5% |
0.0125 |
| ATR |
0.0039 |
0.0044 |
0.0005 |
13.3% |
0.0000 |
| Volume |
63 |
170 |
107 |
169.8% |
361 |
|
| Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0057 |
1.0015 |
0.9841 |
|
| R3 |
0.9966 |
0.9924 |
0.9816 |
|
| R2 |
0.9875 |
0.9875 |
0.9808 |
|
| R1 |
0.9833 |
0.9833 |
0.9799 |
0.9809 |
| PP |
0.9784 |
0.9784 |
0.9784 |
0.9772 |
| S1 |
0.9742 |
0.9742 |
0.9783 |
0.9718 |
| S2 |
0.9693 |
0.9693 |
0.9774 |
|
| S3 |
0.9602 |
0.9651 |
0.9766 |
|
| S4 |
0.9511 |
0.9560 |
0.9741 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0170 |
1.0106 |
0.9860 |
|
| R3 |
1.0045 |
0.9981 |
0.9825 |
|
| R2 |
0.9920 |
0.9920 |
0.9814 |
|
| R1 |
0.9856 |
0.9856 |
0.9802 |
0.9826 |
| PP |
0.9795 |
0.9795 |
0.9795 |
0.9780 |
| S1 |
0.9731 |
0.9731 |
0.9780 |
0.9701 |
| S2 |
0.9670 |
0.9670 |
0.9768 |
|
| S3 |
0.9545 |
0.9606 |
0.9757 |
|
| S4 |
0.9420 |
0.9481 |
0.9722 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9860 |
0.9735 |
0.0125 |
1.3% |
0.0042 |
0.4% |
45% |
False |
True |
72 |
| 10 |
0.9860 |
0.9710 |
0.0150 |
1.5% |
0.0040 |
0.4% |
54% |
False |
False |
98 |
| 20 |
0.9860 |
0.9658 |
0.0202 |
2.1% |
0.0039 |
0.4% |
66% |
False |
False |
126 |
| 40 |
1.0000 |
0.9637 |
0.0363 |
3.7% |
0.0038 |
0.4% |
42% |
False |
False |
120 |
| 60 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0036 |
0.4% |
32% |
False |
False |
115 |
| 80 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0031 |
0.3% |
32% |
False |
False |
89 |
| 100 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0028 |
0.3% |
32% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0213 |
|
2.618 |
1.0064 |
|
1.618 |
0.9973 |
|
1.000 |
0.9917 |
|
0.618 |
0.9882 |
|
HIGH |
0.9826 |
|
0.618 |
0.9791 |
|
0.500 |
0.9781 |
|
0.382 |
0.9770 |
|
LOW |
0.9735 |
|
0.618 |
0.9679 |
|
1.000 |
0.9644 |
|
1.618 |
0.9588 |
|
2.618 |
0.9497 |
|
4.250 |
0.9348 |
|
|
| Fisher Pivots for day following 05-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9788 |
0.9798 |
| PP |
0.9784 |
0.9795 |
| S1 |
0.9781 |
0.9793 |
|