CME Canadian Dollar Future March 2013
Trading Metrics calculated at close of trading on 02-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.0026 |
1.0124 |
0.0098 |
1.0% |
1.0052 |
High |
1.0083 |
1.0149 |
0.0066 |
0.7% |
1.0078 |
Low |
1.0012 |
1.0113 |
0.0101 |
1.0% |
1.0011 |
Close |
1.0037 |
1.0126 |
0.0089 |
0.9% |
1.0020 |
Range |
0.0071 |
0.0036 |
-0.0035 |
-49.3% |
0.0067 |
ATR |
0.0044 |
0.0049 |
0.0005 |
11.0% |
0.0000 |
Volume |
39,827 |
63,211 |
23,384 |
58.7% |
112,527 |
|
Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0237 |
1.0218 |
1.0146 |
|
R3 |
1.0201 |
1.0182 |
1.0136 |
|
R2 |
1.0165 |
1.0165 |
1.0133 |
|
R1 |
1.0146 |
1.0146 |
1.0129 |
1.0156 |
PP |
1.0129 |
1.0129 |
1.0129 |
1.0134 |
S1 |
1.0110 |
1.0110 |
1.0123 |
1.0120 |
S2 |
1.0093 |
1.0093 |
1.0119 |
|
S3 |
1.0057 |
1.0074 |
1.0116 |
|
S4 |
1.0021 |
1.0038 |
1.0106 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0237 |
1.0196 |
1.0057 |
|
R3 |
1.0170 |
1.0129 |
1.0038 |
|
R2 |
1.0103 |
1.0103 |
1.0032 |
|
R1 |
1.0062 |
1.0062 |
1.0026 |
1.0049 |
PP |
1.0036 |
1.0036 |
1.0036 |
1.0030 |
S1 |
0.9995 |
0.9995 |
1.0014 |
0.9982 |
S2 |
0.9969 |
0.9969 |
1.0008 |
|
S3 |
0.9902 |
0.9928 |
1.0002 |
|
S4 |
0.9835 |
0.9861 |
0.9983 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0149 |
1.0011 |
0.0138 |
1.4% |
0.0047 |
0.5% |
83% |
True |
False |
38,714 |
10 |
1.0150 |
1.0011 |
0.0139 |
1.4% |
0.0045 |
0.4% |
83% |
False |
False |
46,543 |
20 |
1.0158 |
1.0011 |
0.0147 |
1.5% |
0.0041 |
0.4% |
78% |
False |
False |
38,963 |
40 |
1.0158 |
0.9919 |
0.0239 |
2.4% |
0.0041 |
0.4% |
87% |
False |
False |
19,864 |
60 |
1.0220 |
0.9919 |
0.0301 |
3.0% |
0.0046 |
0.5% |
69% |
False |
False |
13,371 |
80 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0045 |
0.4% |
52% |
False |
False |
10,060 |
100 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0042 |
0.4% |
52% |
False |
False |
8,056 |
120 |
1.0320 |
0.9734 |
0.0586 |
5.8% |
0.0038 |
0.4% |
67% |
False |
False |
6,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0302 |
2.618 |
1.0243 |
1.618 |
1.0207 |
1.000 |
1.0185 |
0.618 |
1.0171 |
HIGH |
1.0149 |
0.618 |
1.0135 |
0.500 |
1.0131 |
0.382 |
1.0127 |
LOW |
1.0113 |
0.618 |
1.0091 |
1.000 |
1.0077 |
1.618 |
1.0055 |
2.618 |
1.0019 |
4.250 |
0.9960 |
|
|
Fisher Pivots for day following 02-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0131 |
1.0111 |
PP |
1.0129 |
1.0095 |
S1 |
1.0128 |
1.0080 |
|