CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 15-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9846 |
0.9820 |
-0.0026 |
-0.3% |
0.9799 |
| High |
0.9850 |
0.9820 |
-0.0030 |
-0.3% |
0.9880 |
| Low |
0.9823 |
0.9715 |
-0.0108 |
-1.1% |
0.9760 |
| Close |
0.9829 |
0.9726 |
-0.0103 |
-1.0% |
0.9829 |
| Range |
0.0027 |
0.0105 |
0.0078 |
288.9% |
0.0120 |
| ATR |
0.0043 |
0.0048 |
0.0005 |
11.8% |
0.0000 |
| Volume |
157 |
63 |
-94 |
-59.9% |
699 |
|
| Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0069 |
1.0002 |
0.9784 |
|
| R3 |
0.9964 |
0.9897 |
0.9755 |
|
| R2 |
0.9859 |
0.9859 |
0.9745 |
|
| R1 |
0.9792 |
0.9792 |
0.9736 |
0.9773 |
| PP |
0.9754 |
0.9754 |
0.9754 |
0.9744 |
| S1 |
0.9687 |
0.9687 |
0.9716 |
0.9668 |
| S2 |
0.9649 |
0.9649 |
0.9707 |
|
| S3 |
0.9544 |
0.9582 |
0.9697 |
|
| S4 |
0.9439 |
0.9477 |
0.9668 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0183 |
1.0126 |
0.9895 |
|
| R3 |
1.0063 |
1.0006 |
0.9862 |
|
| R2 |
0.9943 |
0.9943 |
0.9851 |
|
| R1 |
0.9886 |
0.9886 |
0.9840 |
0.9915 |
| PP |
0.9823 |
0.9823 |
0.9823 |
0.9837 |
| S1 |
0.9766 |
0.9766 |
0.9818 |
0.9795 |
| S2 |
0.9703 |
0.9703 |
0.9807 |
|
| S3 |
0.9583 |
0.9646 |
0.9796 |
|
| S4 |
0.9463 |
0.9526 |
0.9763 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9880 |
0.9715 |
0.0165 |
1.7% |
0.0047 |
0.5% |
7% |
False |
True |
92 |
| 10 |
0.9880 |
0.9715 |
0.0165 |
1.7% |
0.0048 |
0.5% |
7% |
False |
True |
107 |
| 20 |
0.9880 |
0.9687 |
0.0193 |
2.0% |
0.0042 |
0.4% |
20% |
False |
False |
108 |
| 40 |
0.9908 |
0.9637 |
0.0271 |
2.8% |
0.0041 |
0.4% |
33% |
False |
False |
136 |
| 60 |
1.0094 |
0.9637 |
0.0457 |
4.7% |
0.0039 |
0.4% |
19% |
False |
False |
127 |
| 80 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0034 |
0.3% |
19% |
False |
False |
97 |
| 100 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0030 |
0.3% |
19% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0266 |
|
2.618 |
1.0095 |
|
1.618 |
0.9990 |
|
1.000 |
0.9925 |
|
0.618 |
0.9885 |
|
HIGH |
0.9820 |
|
0.618 |
0.9780 |
|
0.500 |
0.9768 |
|
0.382 |
0.9755 |
|
LOW |
0.9715 |
|
0.618 |
0.9650 |
|
1.000 |
0.9610 |
|
1.618 |
0.9545 |
|
2.618 |
0.9440 |
|
4.250 |
0.9269 |
|
|
| Fisher Pivots for day following 15-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9768 |
0.9798 |
| PP |
0.9754 |
0.9774 |
| S1 |
0.9740 |
0.9750 |
|