CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 04-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0132 |
1.0102 |
-0.0030 |
-0.3% |
1.0026 |
| High |
1.0143 |
1.0138 |
-0.0005 |
0.0% |
1.0149 |
| Low |
1.0101 |
1.0062 |
-0.0039 |
-0.4% |
1.0012 |
| Close |
1.0113 |
1.0117 |
0.0004 |
0.0% |
1.0117 |
| Range |
0.0042 |
0.0076 |
0.0034 |
81.0% |
0.0137 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
4.1% |
0.0000 |
| Volume |
53,912 |
83,533 |
29,621 |
54.9% |
240,483 |
|
| Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0334 |
1.0301 |
1.0159 |
|
| R3 |
1.0258 |
1.0225 |
1.0138 |
|
| R2 |
1.0182 |
1.0182 |
1.0131 |
|
| R1 |
1.0149 |
1.0149 |
1.0124 |
1.0166 |
| PP |
1.0106 |
1.0106 |
1.0106 |
1.0114 |
| S1 |
1.0073 |
1.0073 |
1.0110 |
1.0090 |
| S2 |
1.0030 |
1.0030 |
1.0103 |
|
| S3 |
0.9954 |
0.9997 |
1.0096 |
|
| S4 |
0.9878 |
0.9921 |
1.0075 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0504 |
1.0447 |
1.0192 |
|
| R3 |
1.0367 |
1.0310 |
1.0155 |
|
| R2 |
1.0230 |
1.0230 |
1.0142 |
|
| R1 |
1.0173 |
1.0173 |
1.0130 |
1.0202 |
| PP |
1.0093 |
1.0093 |
1.0093 |
1.0107 |
| S1 |
1.0036 |
1.0036 |
1.0104 |
1.0065 |
| S2 |
0.9956 |
0.9956 |
1.0092 |
|
| S3 |
0.9819 |
0.9899 |
1.0079 |
|
| S4 |
0.9682 |
0.9762 |
1.0042 |
|
|
| 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% |
0.0052 |
0.5% |
77% |
False |
False |
55,284 |
| 10 |
1.0149 |
1.0011 |
0.0138 |
1.4% |
0.0050 |
0.5% |
77% |
False |
False |
49,085 |
| 20 |
1.0158 |
1.0011 |
0.0147 |
1.5% |
0.0043 |
0.4% |
72% |
False |
False |
45,444 |
| 40 |
1.0158 |
0.9919 |
0.0239 |
2.4% |
0.0042 |
0.4% |
83% |
False |
False |
23,289 |
| 60 |
1.0210 |
0.9919 |
0.0291 |
2.9% |
0.0046 |
0.5% |
68% |
False |
False |
15,653 |
| 80 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0047 |
0.5% |
49% |
False |
False |
11,776 |
| 100 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0042 |
0.4% |
49% |
False |
False |
9,429 |
| 120 |
1.0320 |
0.9734 |
0.0586 |
5.8% |
0.0038 |
0.4% |
65% |
False |
False |
7,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0461 |
|
2.618 |
1.0337 |
|
1.618 |
1.0261 |
|
1.000 |
1.0214 |
|
0.618 |
1.0185 |
|
HIGH |
1.0138 |
|
0.618 |
1.0109 |
|
0.500 |
1.0100 |
|
0.382 |
1.0091 |
|
LOW |
1.0062 |
|
0.618 |
1.0015 |
|
1.000 |
0.9986 |
|
1.618 |
0.9939 |
|
2.618 |
0.9863 |
|
4.250 |
0.9739 |
|
|
| Fisher Pivots for day following 04-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0111 |
1.0113 |
| PP |
1.0106 |
1.0109 |
| S1 |
1.0100 |
1.0106 |
|