CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 01-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2013 |
01-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9831 |
0.9867 |
0.0036 |
0.4% |
0.9697 |
| High |
0.9888 |
0.9884 |
-0.0004 |
0.0% |
0.9792 |
| Low |
0.9831 |
0.9863 |
0.0032 |
0.3% |
0.9679 |
| Close |
0.9873 |
0.9884 |
0.0011 |
0.1% |
0.9782 |
| Range |
0.0057 |
0.0021 |
-0.0036 |
-63.2% |
0.0113 |
| ATR |
0.0043 |
0.0041 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
95 |
345 |
250 |
263.2% |
572 |
|
| Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9940 |
0.9933 |
0.9896 |
|
| R3 |
0.9919 |
0.9912 |
0.9890 |
|
| R2 |
0.9898 |
0.9898 |
0.9888 |
|
| R1 |
0.9891 |
0.9891 |
0.9886 |
0.9895 |
| PP |
0.9877 |
0.9877 |
0.9877 |
0.9879 |
| S1 |
0.9870 |
0.9870 |
0.9882 |
0.9874 |
| S2 |
0.9856 |
0.9856 |
0.9880 |
|
| S3 |
0.9835 |
0.9849 |
0.9878 |
|
| S4 |
0.9814 |
0.9828 |
0.9872 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0090 |
1.0049 |
0.9844 |
|
| R3 |
0.9977 |
0.9936 |
0.9813 |
|
| R2 |
0.9864 |
0.9864 |
0.9803 |
|
| R1 |
0.9823 |
0.9823 |
0.9792 |
0.9844 |
| PP |
0.9751 |
0.9751 |
0.9751 |
0.9761 |
| S1 |
0.9710 |
0.9710 |
0.9772 |
0.9731 |
| S2 |
0.9638 |
0.9638 |
0.9761 |
|
| S3 |
0.9525 |
0.9597 |
0.9751 |
|
| S4 |
0.9412 |
0.9484 |
0.9720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9888 |
0.9715 |
0.0173 |
1.8% |
0.0036 |
0.4% |
98% |
False |
False |
334 |
| 10 |
0.9888 |
0.9679 |
0.0209 |
2.1% |
0.0030 |
0.3% |
98% |
False |
False |
214 |
| 20 |
0.9888 |
0.9665 |
0.0223 |
2.3% |
0.0039 |
0.4% |
98% |
False |
False |
129 |
| 40 |
0.9888 |
0.9631 |
0.0257 |
2.6% |
0.0034 |
0.3% |
98% |
False |
False |
94 |
| 60 |
0.9975 |
0.9627 |
0.0348 |
3.5% |
0.0033 |
0.3% |
74% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9973 |
|
2.618 |
0.9939 |
|
1.618 |
0.9918 |
|
1.000 |
0.9905 |
|
0.618 |
0.9897 |
|
HIGH |
0.9884 |
|
0.618 |
0.9876 |
|
0.500 |
0.9874 |
|
0.382 |
0.9871 |
|
LOW |
0.9863 |
|
0.618 |
0.9850 |
|
1.000 |
0.9842 |
|
1.618 |
0.9829 |
|
2.618 |
0.9808 |
|
4.250 |
0.9774 |
|
|
| Fisher Pivots for day following 01-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9881 |
0.9870 |
| PP |
0.9877 |
0.9856 |
| S1 |
0.9874 |
0.9842 |
|