CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 03-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9799 |
0.9810 |
0.0011 |
0.1% |
0.9745 |
| High |
0.9820 |
0.9820 |
0.0000 |
0.0% |
0.9789 |
| Low |
0.9795 |
0.9801 |
0.0006 |
0.1% |
0.9725 |
| Close |
0.9799 |
0.9801 |
0.0002 |
0.0% |
0.9783 |
| Range |
0.0025 |
0.0019 |
-0.0006 |
-24.0% |
0.0064 |
| ATR |
0.0034 |
0.0033 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
26 |
24 |
-2 |
-7.7% |
111 |
|
| Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9864 |
0.9852 |
0.9811 |
|
| R3 |
0.9845 |
0.9833 |
0.9806 |
|
| R2 |
0.9826 |
0.9826 |
0.9804 |
|
| R1 |
0.9814 |
0.9814 |
0.9803 |
0.9811 |
| PP |
0.9807 |
0.9807 |
0.9807 |
0.9806 |
| S1 |
0.9795 |
0.9795 |
0.9799 |
0.9792 |
| S2 |
0.9788 |
0.9788 |
0.9798 |
|
| S3 |
0.9769 |
0.9776 |
0.9796 |
|
| S4 |
0.9750 |
0.9757 |
0.9791 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9958 |
0.9934 |
0.9818 |
|
| R3 |
0.9894 |
0.9870 |
0.9801 |
|
| R2 |
0.9830 |
0.9830 |
0.9795 |
|
| R1 |
0.9806 |
0.9806 |
0.9789 |
0.9818 |
| PP |
0.9766 |
0.9766 |
0.9766 |
0.9772 |
| S1 |
0.9742 |
0.9742 |
0.9777 |
0.9754 |
| S2 |
0.9702 |
0.9702 |
0.9771 |
|
| S3 |
0.9638 |
0.9678 |
0.9765 |
|
| S4 |
0.9574 |
0.9614 |
0.9748 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9901 |
|
2.618 |
0.9870 |
|
1.618 |
0.9851 |
|
1.000 |
0.9839 |
|
0.618 |
0.9832 |
|
HIGH |
0.9820 |
|
0.618 |
0.9813 |
|
0.500 |
0.9811 |
|
0.382 |
0.9808 |
|
LOW |
0.9801 |
|
0.618 |
0.9789 |
|
1.000 |
0.9782 |
|
1.618 |
0.9770 |
|
2.618 |
0.9751 |
|
4.250 |
0.9720 |
|
|
| Fisher Pivots for day following 03-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9811 |
0.9800 |
| PP |
0.9807 |
0.9800 |
| S1 |
0.9804 |
0.9799 |
|