CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 10-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2013 |
10-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9781 |
0.9784 |
0.0003 |
0.0% |
0.9780 |
| High |
0.9805 |
0.9805 |
0.0000 |
0.0% |
0.9829 |
| Low |
0.9781 |
0.9784 |
0.0003 |
0.0% |
0.9728 |
| Close |
0.9796 |
0.9800 |
0.0004 |
0.0% |
0.9773 |
| Range |
0.0024 |
0.0021 |
-0.0003 |
-12.5% |
0.0101 |
| ATR |
0.0038 |
0.0037 |
-0.0001 |
-3.2% |
0.0000 |
| Volume |
32 |
37 |
5 |
15.6% |
155 |
|
| Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9859 |
0.9851 |
0.9812 |
|
| R3 |
0.9838 |
0.9830 |
0.9806 |
|
| R2 |
0.9817 |
0.9817 |
0.9804 |
|
| R1 |
0.9809 |
0.9809 |
0.9802 |
0.9813 |
| PP |
0.9796 |
0.9796 |
0.9796 |
0.9799 |
| S1 |
0.9788 |
0.9788 |
0.9798 |
0.9792 |
| S2 |
0.9775 |
0.9775 |
0.9796 |
|
| S3 |
0.9754 |
0.9767 |
0.9794 |
|
| S4 |
0.9733 |
0.9746 |
0.9788 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0080 |
1.0027 |
0.9829 |
|
| R3 |
0.9979 |
0.9926 |
0.9801 |
|
| R2 |
0.9878 |
0.9878 |
0.9792 |
|
| R1 |
0.9825 |
0.9825 |
0.9782 |
0.9801 |
| PP |
0.9777 |
0.9777 |
0.9777 |
0.9765 |
| S1 |
0.9724 |
0.9724 |
0.9764 |
0.9700 |
| S2 |
0.9676 |
0.9676 |
0.9754 |
|
| S3 |
0.9575 |
0.9623 |
0.9745 |
|
| S4 |
0.9474 |
0.9522 |
0.9717 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9894 |
|
2.618 |
0.9860 |
|
1.618 |
0.9839 |
|
1.000 |
0.9826 |
|
0.618 |
0.9818 |
|
HIGH |
0.9805 |
|
0.618 |
0.9797 |
|
0.500 |
0.9795 |
|
0.382 |
0.9792 |
|
LOW |
0.9784 |
|
0.618 |
0.9771 |
|
1.000 |
0.9763 |
|
1.618 |
0.9750 |
|
2.618 |
0.9729 |
|
4.250 |
0.9695 |
|
|
| Fisher Pivots for day following 10-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9798 |
0.9792 |
| PP |
0.9796 |
0.9783 |
| S1 |
0.9795 |
0.9775 |
|