CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 16-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9820 |
0.9721 |
-0.0099 |
-1.0% |
0.9799 |
| High |
0.9820 |
0.9766 |
-0.0054 |
-0.5% |
0.9880 |
| Low |
0.9715 |
0.9721 |
0.0006 |
0.1% |
0.9760 |
| Close |
0.9726 |
0.9757 |
0.0031 |
0.3% |
0.9829 |
| Range |
0.0105 |
0.0045 |
-0.0060 |
-57.1% |
0.0120 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
63 |
546 |
483 |
766.7% |
699 |
|
| Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9883 |
0.9865 |
0.9782 |
|
| R3 |
0.9838 |
0.9820 |
0.9769 |
|
| R2 |
0.9793 |
0.9793 |
0.9765 |
|
| R1 |
0.9775 |
0.9775 |
0.9761 |
0.9784 |
| PP |
0.9748 |
0.9748 |
0.9748 |
0.9753 |
| S1 |
0.9730 |
0.9730 |
0.9753 |
0.9739 |
| S2 |
0.9703 |
0.9703 |
0.9749 |
|
| S3 |
0.9658 |
0.9685 |
0.9745 |
|
| S4 |
0.9613 |
0.9640 |
0.9732 |
|
|
| 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% |
0.0050 |
0.5% |
25% |
False |
False |
186 |
| 10 |
0.9880 |
0.9715 |
0.0165 |
1.7% |
0.0050 |
0.5% |
25% |
False |
False |
160 |
| 20 |
0.9880 |
0.9687 |
0.0193 |
2.0% |
0.0042 |
0.4% |
36% |
False |
False |
128 |
| 40 |
0.9880 |
0.9637 |
0.0243 |
2.5% |
0.0041 |
0.4% |
49% |
False |
False |
149 |
| 60 |
1.0047 |
0.9637 |
0.0410 |
4.2% |
0.0039 |
0.4% |
29% |
False |
False |
136 |
| 80 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0034 |
0.4% |
25% |
False |
False |
104 |
| 100 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0030 |
0.3% |
25% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9957 |
|
2.618 |
0.9884 |
|
1.618 |
0.9839 |
|
1.000 |
0.9811 |
|
0.618 |
0.9794 |
|
HIGH |
0.9766 |
|
0.618 |
0.9749 |
|
0.500 |
0.9744 |
|
0.382 |
0.9738 |
|
LOW |
0.9721 |
|
0.618 |
0.9693 |
|
1.000 |
0.9676 |
|
1.618 |
0.9648 |
|
2.618 |
0.9603 |
|
4.250 |
0.9530 |
|
|
| Fisher Pivots for day following 16-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9753 |
0.9783 |
| PP |
0.9748 |
0.9774 |
| S1 |
0.9744 |
0.9766 |
|