CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 17-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9721 |
0.9752 |
0.0031 |
0.3% |
0.9799 |
| High |
0.9766 |
0.9752 |
-0.0014 |
-0.1% |
0.9880 |
| Low |
0.9721 |
0.9680 |
-0.0041 |
-0.4% |
0.9760 |
| Close |
0.9757 |
0.9702 |
-0.0055 |
-0.6% |
0.9829 |
| Range |
0.0045 |
0.0072 |
0.0027 |
60.0% |
0.0120 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
4.4% |
0.0000 |
| Volume |
546 |
170 |
-376 |
-68.9% |
699 |
|
| Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9927 |
0.9887 |
0.9742 |
|
| R3 |
0.9855 |
0.9815 |
0.9722 |
|
| R2 |
0.9783 |
0.9783 |
0.9715 |
|
| R1 |
0.9743 |
0.9743 |
0.9709 |
0.9727 |
| PP |
0.9711 |
0.9711 |
0.9711 |
0.9704 |
| S1 |
0.9671 |
0.9671 |
0.9695 |
0.9655 |
| S2 |
0.9639 |
0.9639 |
0.9689 |
|
| S3 |
0.9567 |
0.9599 |
0.9682 |
|
| S4 |
0.9495 |
0.9527 |
0.9662 |
|
|
| 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 |
0.9680 |
0.0200 |
2.1% |
0.0063 |
0.6% |
11% |
False |
True |
191 |
| 10 |
0.9880 |
0.9680 |
0.0200 |
2.1% |
0.0055 |
0.6% |
11% |
False |
True |
171 |
| 20 |
0.9880 |
0.9680 |
0.0200 |
2.1% |
0.0043 |
0.4% |
11% |
False |
True |
134 |
| 40 |
0.9880 |
0.9637 |
0.0243 |
2.5% |
0.0042 |
0.4% |
27% |
False |
False |
152 |
| 60 |
1.0032 |
0.9637 |
0.0395 |
4.1% |
0.0040 |
0.4% |
16% |
False |
False |
139 |
| 80 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0035 |
0.4% |
14% |
False |
False |
106 |
| 100 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0031 |
0.3% |
14% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0058 |
|
2.618 |
0.9940 |
|
1.618 |
0.9868 |
|
1.000 |
0.9824 |
|
0.618 |
0.9796 |
|
HIGH |
0.9752 |
|
0.618 |
0.9724 |
|
0.500 |
0.9716 |
|
0.382 |
0.9708 |
|
LOW |
0.9680 |
|
0.618 |
0.9636 |
|
1.000 |
0.9608 |
|
1.618 |
0.9564 |
|
2.618 |
0.9492 |
|
4.250 |
0.9374 |
|
|
| Fisher Pivots for day following 17-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9716 |
0.9750 |
| PP |
0.9711 |
0.9734 |
| S1 |
0.9707 |
0.9718 |
|