CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 18-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9752 |
0.9714 |
-0.0038 |
-0.4% |
0.9799 |
| High |
0.9752 |
0.9740 |
-0.0012 |
-0.1% |
0.9880 |
| Low |
0.9680 |
0.9702 |
0.0022 |
0.2% |
0.9760 |
| Close |
0.9702 |
0.9705 |
0.0003 |
0.0% |
0.9829 |
| Range |
0.0072 |
0.0038 |
-0.0034 |
-47.2% |
0.0120 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
170 |
257 |
87 |
51.2% |
699 |
|
| Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9830 |
0.9805 |
0.9726 |
|
| R3 |
0.9792 |
0.9767 |
0.9715 |
|
| R2 |
0.9754 |
0.9754 |
0.9712 |
|
| R1 |
0.9729 |
0.9729 |
0.9708 |
0.9723 |
| PP |
0.9716 |
0.9716 |
0.9716 |
0.9712 |
| S1 |
0.9691 |
0.9691 |
0.9702 |
0.9685 |
| S2 |
0.9678 |
0.9678 |
0.9698 |
|
| S3 |
0.9640 |
0.9653 |
0.9695 |
|
| S4 |
0.9602 |
0.9615 |
0.9684 |
|
|
| 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 |
0.9850 |
0.9680 |
0.0170 |
1.8% |
0.0057 |
0.6% |
15% |
False |
False |
238 |
| 10 |
0.9880 |
0.9680 |
0.0200 |
2.1% |
0.0053 |
0.5% |
13% |
False |
False |
190 |
| 20 |
0.9880 |
0.9680 |
0.0200 |
2.1% |
0.0044 |
0.5% |
13% |
False |
False |
139 |
| 40 |
0.9880 |
0.9637 |
0.0243 |
2.5% |
0.0042 |
0.4% |
28% |
False |
False |
156 |
| 60 |
1.0032 |
0.9637 |
0.0395 |
4.1% |
0.0040 |
0.4% |
17% |
False |
False |
143 |
| 80 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0036 |
0.4% |
14% |
False |
False |
109 |
| 100 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0031 |
0.3% |
14% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9902 |
|
2.618 |
0.9839 |
|
1.618 |
0.9801 |
|
1.000 |
0.9778 |
|
0.618 |
0.9763 |
|
HIGH |
0.9740 |
|
0.618 |
0.9725 |
|
0.500 |
0.9721 |
|
0.382 |
0.9717 |
|
LOW |
0.9702 |
|
0.618 |
0.9679 |
|
1.000 |
0.9664 |
|
1.618 |
0.9641 |
|
2.618 |
0.9603 |
|
4.250 |
0.9541 |
|
|
| Fisher Pivots for day following 18-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9721 |
0.9723 |
| PP |
0.9716 |
0.9717 |
| S1 |
0.9710 |
0.9711 |
|