CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 08-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9905 |
0.9920 |
0.0015 |
0.2% |
0.9806 |
| High |
0.9932 |
0.9952 |
0.0020 |
0.2% |
0.9915 |
| Low |
0.9905 |
0.9914 |
0.0009 |
0.1% |
0.9806 |
| Close |
0.9925 |
0.9942 |
0.0017 |
0.2% |
0.9890 |
| Range |
0.0027 |
0.0038 |
0.0011 |
40.7% |
0.0109 |
| ATR |
0.0045 |
0.0045 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
56 |
213 |
157 |
280.4% |
1,287 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0050 |
1.0034 |
0.9963 |
|
| R3 |
1.0012 |
0.9996 |
0.9952 |
|
| R2 |
0.9974 |
0.9974 |
0.9949 |
|
| R1 |
0.9958 |
0.9958 |
0.9945 |
0.9966 |
| PP |
0.9936 |
0.9936 |
0.9936 |
0.9940 |
| S1 |
0.9920 |
0.9920 |
0.9939 |
0.9928 |
| S2 |
0.9898 |
0.9898 |
0.9935 |
|
| S3 |
0.9860 |
0.9882 |
0.9932 |
|
| S4 |
0.9822 |
0.9844 |
0.9921 |
|
|
| 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 |
0.9952 |
0.9840 |
0.0112 |
1.1% |
0.0039 |
0.4% |
91% |
True |
False |
144 |
| 10 |
0.9952 |
0.9721 |
0.0231 |
2.3% |
0.0047 |
0.5% |
96% |
True |
False |
197 |
| 20 |
0.9952 |
0.9680 |
0.0272 |
2.7% |
0.0047 |
0.5% |
96% |
True |
False |
181 |
| 40 |
0.9952 |
0.9680 |
0.0272 |
2.7% |
0.0042 |
0.4% |
96% |
True |
False |
153 |
| 60 |
0.9952 |
0.9637 |
0.0315 |
3.2% |
0.0041 |
0.4% |
97% |
True |
False |
147 |
| 80 |
1.0109 |
0.9637 |
0.0472 |
4.7% |
0.0040 |
0.4% |
65% |
False |
False |
138 |
| 100 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0035 |
0.3% |
64% |
False |
False |
112 |
| 120 |
1.0113 |
0.9637 |
0.0476 |
4.8% |
0.0031 |
0.3% |
64% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0114 |
|
2.618 |
1.0051 |
|
1.618 |
1.0013 |
|
1.000 |
0.9990 |
|
0.618 |
0.9975 |
|
HIGH |
0.9952 |
|
0.618 |
0.9937 |
|
0.500 |
0.9933 |
|
0.382 |
0.9929 |
|
LOW |
0.9914 |
|
0.618 |
0.9891 |
|
1.000 |
0.9876 |
|
1.618 |
0.9853 |
|
2.618 |
0.9815 |
|
4.250 |
0.9753 |
|
|
| Fisher Pivots for day following 08-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9939 |
0.9933 |
| PP |
0.9936 |
0.9923 |
| S1 |
0.9933 |
0.9914 |
|