CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 07-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0102 |
1.0122 |
0.0020 |
0.2% |
1.0026 |
| High |
1.0138 |
1.0133 |
-0.0005 |
0.0% |
1.0149 |
| Low |
1.0062 |
1.0100 |
0.0038 |
0.4% |
1.0012 |
| Close |
1.0117 |
1.0124 |
0.0007 |
0.1% |
1.0117 |
| Range |
0.0076 |
0.0033 |
-0.0043 |
-56.6% |
0.0137 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
83,533 |
47,675 |
-35,858 |
-42.9% |
240,483 |
|
| Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0218 |
1.0204 |
1.0142 |
|
| R3 |
1.0185 |
1.0171 |
1.0133 |
|
| R2 |
1.0152 |
1.0152 |
1.0130 |
|
| R1 |
1.0138 |
1.0138 |
1.0127 |
1.0145 |
| PP |
1.0119 |
1.0119 |
1.0119 |
1.0123 |
| S1 |
1.0105 |
1.0105 |
1.0121 |
1.0112 |
| S2 |
1.0086 |
1.0086 |
1.0118 |
|
| S3 |
1.0053 |
1.0072 |
1.0115 |
|
| S4 |
1.0020 |
1.0039 |
1.0106 |
|
|
| 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 |
1.0012 |
0.0137 |
1.4% |
0.0052 |
0.5% |
82% |
False |
False |
57,631 |
| 10 |
1.0149 |
1.0011 |
0.0138 |
1.4% |
0.0051 |
0.5% |
82% |
False |
False |
47,503 |
| 20 |
1.0158 |
1.0011 |
0.0147 |
1.5% |
0.0043 |
0.4% |
77% |
False |
False |
47,654 |
| 40 |
1.0158 |
0.9919 |
0.0239 |
2.4% |
0.0040 |
0.4% |
86% |
False |
False |
24,476 |
| 60 |
1.0210 |
0.9919 |
0.0291 |
2.9% |
0.0046 |
0.5% |
70% |
False |
False |
16,445 |
| 80 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0046 |
0.5% |
51% |
False |
False |
12,371 |
| 100 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0042 |
0.4% |
51% |
False |
False |
9,906 |
| 120 |
1.0320 |
0.9734 |
0.0586 |
5.8% |
0.0039 |
0.4% |
67% |
False |
False |
8,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0273 |
|
2.618 |
1.0219 |
|
1.618 |
1.0186 |
|
1.000 |
1.0166 |
|
0.618 |
1.0153 |
|
HIGH |
1.0133 |
|
0.618 |
1.0120 |
|
0.500 |
1.0117 |
|
0.382 |
1.0113 |
|
LOW |
1.0100 |
|
0.618 |
1.0080 |
|
1.000 |
1.0067 |
|
1.618 |
1.0047 |
|
2.618 |
1.0014 |
|
4.250 |
0.9960 |
|
|
| Fisher Pivots for day following 07-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0122 |
1.0117 |
| PP |
1.0119 |
1.0110 |
| S1 |
1.0117 |
1.0103 |
|