CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 06-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9864 |
0.9895 |
0.0031 |
0.3% |
0.9806 |
| High |
0.9894 |
0.9905 |
0.0011 |
0.1% |
0.9915 |
| Low |
0.9840 |
0.9876 |
0.0036 |
0.4% |
0.9806 |
| Close |
0.9890 |
0.9902 |
0.0012 |
0.1% |
0.9890 |
| Range |
0.0054 |
0.0029 |
-0.0025 |
-46.3% |
0.0109 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
202 |
117 |
-85 |
-42.1% |
1,287 |
|
| Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9981 |
0.9971 |
0.9918 |
|
| R3 |
0.9952 |
0.9942 |
0.9910 |
|
| R2 |
0.9923 |
0.9923 |
0.9907 |
|
| R1 |
0.9913 |
0.9913 |
0.9905 |
0.9918 |
| PP |
0.9894 |
0.9894 |
0.9894 |
0.9897 |
| S1 |
0.9884 |
0.9884 |
0.9899 |
0.9889 |
| S2 |
0.9865 |
0.9865 |
0.9897 |
|
| S3 |
0.9836 |
0.9855 |
0.9894 |
|
| S4 |
0.9807 |
0.9826 |
0.9886 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0197 |
1.0153 |
0.9950 |
|
| R3 |
1.0088 |
1.0044 |
0.9920 |
|
| R2 |
0.9979 |
0.9979 |
0.9910 |
|
| R1 |
0.9935 |
0.9935 |
0.9900 |
0.9957 |
| PP |
0.9870 |
0.9870 |
0.9870 |
0.9882 |
| S1 |
0.9826 |
0.9826 |
0.9880 |
0.9848 |
| S2 |
0.9761 |
0.9761 |
0.9870 |
|
| S3 |
0.9652 |
0.9717 |
0.9860 |
|
| S4 |
0.9543 |
0.9608 |
0.9830 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9915 |
0.9840 |
0.0075 |
0.8% |
0.0047 |
0.5% |
83% |
False |
False |
252 |
| 10 |
0.9915 |
0.9693 |
0.0222 |
2.2% |
0.0046 |
0.5% |
94% |
False |
False |
194 |
| 20 |
0.9915 |
0.9680 |
0.0235 |
2.4% |
0.0045 |
0.5% |
94% |
False |
False |
178 |
| 40 |
0.9915 |
0.9680 |
0.0235 |
2.4% |
0.0041 |
0.4% |
94% |
False |
False |
153 |
| 60 |
0.9950 |
0.9637 |
0.0313 |
3.2% |
0.0041 |
0.4% |
85% |
False |
False |
143 |
| 80 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0039 |
0.4% |
56% |
False |
False |
135 |
| 100 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0034 |
0.3% |
56% |
False |
False |
110 |
| 120 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0031 |
0.3% |
56% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0028 |
|
2.618 |
0.9981 |
|
1.618 |
0.9952 |
|
1.000 |
0.9934 |
|
0.618 |
0.9923 |
|
HIGH |
0.9905 |
|
0.618 |
0.9894 |
|
0.500 |
0.9891 |
|
0.382 |
0.9887 |
|
LOW |
0.9876 |
|
0.618 |
0.9858 |
|
1.000 |
0.9847 |
|
1.618 |
0.9829 |
|
2.618 |
0.9800 |
|
4.250 |
0.9753 |
|
|
| Fisher Pivots for day following 06-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9898 |
0.9893 |
| PP |
0.9894 |
0.9883 |
| S1 |
0.9891 |
0.9874 |
|