CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 07-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9876 |
0.9900 |
0.0024 |
0.2% |
0.9800 |
| High |
0.9885 |
0.9910 |
0.0025 |
0.3% |
0.9888 |
| Low |
0.9876 |
0.9894 |
0.0018 |
0.2% |
0.9796 |
| Close |
0.9882 |
0.9905 |
0.0023 |
0.2% |
0.9870 |
| Range |
0.0009 |
0.0016 |
0.0007 |
77.8% |
0.0092 |
| ATR |
0.0039 |
0.0038 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
112 |
41 |
-71 |
-63.4% |
1,728 |
|
| Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9951 |
0.9944 |
0.9914 |
|
| R3 |
0.9935 |
0.9928 |
0.9909 |
|
| R2 |
0.9919 |
0.9919 |
0.9908 |
|
| R1 |
0.9912 |
0.9912 |
0.9906 |
0.9916 |
| PP |
0.9903 |
0.9903 |
0.9903 |
0.9905 |
| S1 |
0.9896 |
0.9896 |
0.9904 |
0.9900 |
| S2 |
0.9887 |
0.9887 |
0.9902 |
|
| S3 |
0.9871 |
0.9880 |
0.9901 |
|
| S4 |
0.9855 |
0.9864 |
0.9896 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0127 |
1.0091 |
0.9921 |
|
| R3 |
1.0035 |
0.9999 |
0.9895 |
|
| R2 |
0.9943 |
0.9943 |
0.9887 |
|
| R1 |
0.9907 |
0.9907 |
0.9878 |
0.9925 |
| PP |
0.9851 |
0.9851 |
0.9851 |
0.9861 |
| S1 |
0.9815 |
0.9815 |
0.9862 |
0.9833 |
| S2 |
0.9759 |
0.9759 |
0.9853 |
|
| S3 |
0.9667 |
0.9723 |
0.9845 |
|
| S4 |
0.9575 |
0.9631 |
0.9819 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9910 |
0.9825 |
0.0085 |
0.9% |
0.0023 |
0.2% |
94% |
True |
False |
147 |
| 10 |
0.9910 |
0.9679 |
0.0231 |
2.3% |
0.0030 |
0.3% |
98% |
True |
False |
243 |
| 20 |
0.9910 |
0.9665 |
0.0245 |
2.5% |
0.0035 |
0.3% |
98% |
True |
False |
138 |
| 40 |
0.9910 |
0.9655 |
0.0255 |
2.6% |
0.0033 |
0.3% |
98% |
True |
False |
94 |
| 60 |
0.9932 |
0.9627 |
0.0305 |
3.1% |
0.0034 |
0.3% |
91% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9978 |
|
2.618 |
0.9952 |
|
1.618 |
0.9936 |
|
1.000 |
0.9926 |
|
0.618 |
0.9920 |
|
HIGH |
0.9910 |
|
0.618 |
0.9904 |
|
0.500 |
0.9902 |
|
0.382 |
0.9900 |
|
LOW |
0.9894 |
|
0.618 |
0.9884 |
|
1.000 |
0.9878 |
|
1.618 |
0.9868 |
|
2.618 |
0.9852 |
|
4.250 |
0.9826 |
|
|
| Fisher Pivots for day following 07-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9904 |
0.9893 |
| PP |
0.9903 |
0.9880 |
| S1 |
0.9902 |
0.9868 |
|