CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 30-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2013 |
30-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9806 |
0.9849 |
0.0043 |
0.4% |
0.9719 |
| High |
0.9861 |
0.9910 |
0.0049 |
0.5% |
0.9813 |
| Low |
0.9806 |
0.9848 |
0.0042 |
0.4% |
0.9693 |
| Close |
0.9861 |
0.9893 |
0.0032 |
0.3% |
0.9802 |
| Range |
0.0055 |
0.0062 |
0.0007 |
12.7% |
0.0120 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
2.4% |
0.0000 |
| Volume |
143 |
339 |
196 |
137.1% |
629 |
|
| Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0070 |
1.0043 |
0.9927 |
|
| R3 |
1.0008 |
0.9981 |
0.9910 |
|
| R2 |
0.9946 |
0.9946 |
0.9904 |
|
| R1 |
0.9919 |
0.9919 |
0.9899 |
0.9933 |
| PP |
0.9884 |
0.9884 |
0.9884 |
0.9890 |
| S1 |
0.9857 |
0.9857 |
0.9887 |
0.9871 |
| S2 |
0.9822 |
0.9822 |
0.9882 |
|
| S3 |
0.9760 |
0.9795 |
0.9876 |
|
| S4 |
0.9698 |
0.9733 |
0.9859 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0129 |
1.0086 |
0.9868 |
|
| R3 |
1.0009 |
0.9966 |
0.9835 |
|
| R2 |
0.9889 |
0.9889 |
0.9824 |
|
| R1 |
0.9846 |
0.9846 |
0.9813 |
0.9868 |
| PP |
0.9769 |
0.9769 |
0.9769 |
0.9780 |
| S1 |
0.9726 |
0.9726 |
0.9791 |
0.9748 |
| S2 |
0.9649 |
0.9649 |
0.9780 |
|
| S3 |
0.9529 |
0.9606 |
0.9769 |
|
| S4 |
0.9409 |
0.9486 |
0.9736 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9910 |
0.9698 |
0.0212 |
2.1% |
0.0050 |
0.5% |
92% |
True |
False |
185 |
| 10 |
0.9910 |
0.9680 |
0.0230 |
2.3% |
0.0045 |
0.5% |
93% |
True |
False |
164 |
| 20 |
0.9910 |
0.9680 |
0.0230 |
2.3% |
0.0048 |
0.5% |
93% |
True |
False |
162 |
| 40 |
0.9910 |
0.9640 |
0.0270 |
2.7% |
0.0041 |
0.4% |
94% |
True |
False |
139 |
| 60 |
1.0000 |
0.9637 |
0.0363 |
3.7% |
0.0040 |
0.4% |
71% |
False |
False |
132 |
| 80 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0038 |
0.4% |
54% |
False |
False |
124 |
| 100 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0033 |
0.3% |
54% |
False |
False |
101 |
| 120 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0030 |
0.3% |
54% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0174 |
|
2.618 |
1.0072 |
|
1.618 |
1.0010 |
|
1.000 |
0.9972 |
|
0.618 |
0.9948 |
|
HIGH |
0.9910 |
|
0.618 |
0.9886 |
|
0.500 |
0.9879 |
|
0.382 |
0.9872 |
|
LOW |
0.9848 |
|
0.618 |
0.9810 |
|
1.000 |
0.9786 |
|
1.618 |
0.9748 |
|
2.618 |
0.9686 |
|
4.250 |
0.9585 |
|
|
| Fisher Pivots for day following 30-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9888 |
0.9874 |
| PP |
0.9884 |
0.9856 |
| S1 |
0.9879 |
0.9837 |
|