CME Canadian Dollar Future December 2013
Trading Metrics calculated at close of trading on 10-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
Open |
0.9910 |
0.9880 |
-0.0030 |
-0.3% |
0.9876 |
High |
0.9924 |
0.9880 |
-0.0044 |
-0.4% |
0.9924 |
Low |
0.9862 |
0.9800 |
-0.0062 |
-0.6% |
0.9800 |
Close |
0.9864 |
0.9838 |
-0.0026 |
-0.3% |
0.9838 |
Range |
0.0062 |
0.0080 |
0.0018 |
29.0% |
0.0124 |
ATR |
0.0039 |
0.0042 |
0.0003 |
7.7% |
0.0000 |
Volume |
8 |
76 |
68 |
850.0% |
297 |
|
Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0079 |
1.0039 |
0.9882 |
|
R3 |
0.9999 |
0.9959 |
0.9860 |
|
R2 |
0.9919 |
0.9919 |
0.9853 |
|
R1 |
0.9879 |
0.9879 |
0.9845 |
0.9859 |
PP |
0.9839 |
0.9839 |
0.9839 |
0.9830 |
S1 |
0.9799 |
0.9799 |
0.9831 |
0.9779 |
S2 |
0.9759 |
0.9759 |
0.9823 |
|
S3 |
0.9679 |
0.9719 |
0.9816 |
|
S4 |
0.9599 |
0.9639 |
0.9794 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0226 |
1.0156 |
0.9906 |
|
R3 |
1.0102 |
1.0032 |
0.9872 |
|
R2 |
0.9978 |
0.9978 |
0.9861 |
|
R1 |
0.9908 |
0.9908 |
0.9849 |
0.9881 |
PP |
0.9854 |
0.9854 |
0.9854 |
0.9841 |
S1 |
0.9784 |
0.9784 |
0.9827 |
0.9757 |
S2 |
0.9730 |
0.9730 |
0.9815 |
|
S3 |
0.9606 |
0.9660 |
0.9804 |
|
S4 |
0.9482 |
0.9536 |
0.9770 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9924 |
0.9800 |
0.0124 |
1.3% |
0.0038 |
0.4% |
31% |
False |
True |
59 |
10 |
0.9924 |
0.9796 |
0.0128 |
1.3% |
0.0038 |
0.4% |
33% |
False |
False |
202 |
20 |
0.9924 |
0.9665 |
0.0259 |
2.6% |
0.0037 |
0.4% |
67% |
False |
False |
142 |
40 |
0.9924 |
0.9665 |
0.0259 |
2.6% |
0.0035 |
0.4% |
67% |
False |
False |
93 |
60 |
0.9932 |
0.9627 |
0.0305 |
3.1% |
0.0035 |
0.4% |
69% |
False |
False |
79 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0220 |
2.618 |
1.0089 |
1.618 |
1.0009 |
1.000 |
0.9960 |
0.618 |
0.9929 |
HIGH |
0.9880 |
0.618 |
0.9849 |
0.500 |
0.9840 |
0.382 |
0.9831 |
LOW |
0.9800 |
0.618 |
0.9751 |
1.000 |
0.9720 |
1.618 |
0.9671 |
2.618 |
0.9591 |
4.250 |
0.9460 |
|
|
Fisher Pivots for day following 10-May-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9840 |
0.9862 |
PP |
0.9839 |
0.9854 |
S1 |
0.9839 |
0.9846 |
|