CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 22-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0134 |
1.0064 |
-0.0070 |
-0.7% |
1.0140 |
| High |
1.0135 |
1.0079 |
-0.0056 |
-0.6% |
1.0158 |
| Low |
1.0040 |
1.0042 |
0.0002 |
0.0% |
1.0040 |
| Close |
1.0063 |
1.0062 |
-0.0001 |
0.0% |
1.0063 |
| Range |
0.0095 |
0.0037 |
-0.0058 |
-61.1% |
0.0118 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
96,176 |
87,695 |
-8,481 |
-8.8% |
314,034 |
|
| Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0172 |
1.0154 |
1.0082 |
|
| R3 |
1.0135 |
1.0117 |
1.0072 |
|
| R2 |
1.0098 |
1.0098 |
1.0069 |
|
| R1 |
1.0080 |
1.0080 |
1.0065 |
1.0071 |
| PP |
1.0061 |
1.0061 |
1.0061 |
1.0056 |
| S1 |
1.0043 |
1.0043 |
1.0059 |
1.0034 |
| S2 |
1.0024 |
1.0024 |
1.0055 |
|
| S3 |
0.9987 |
1.0006 |
1.0052 |
|
| S4 |
0.9950 |
0.9969 |
1.0042 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0441 |
1.0370 |
1.0128 |
|
| R3 |
1.0323 |
1.0252 |
1.0095 |
|
| R2 |
1.0205 |
1.0205 |
1.0085 |
|
| R1 |
1.0134 |
1.0134 |
1.0074 |
1.0111 |
| PP |
1.0087 |
1.0087 |
1.0087 |
1.0075 |
| S1 |
1.0016 |
1.0016 |
1.0052 |
0.9993 |
| S2 |
0.9969 |
0.9969 |
1.0041 |
|
| S3 |
0.9851 |
0.9898 |
1.0031 |
|
| S4 |
0.9733 |
0.9780 |
0.9998 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0156 |
1.0040 |
0.0116 |
1.2% |
0.0050 |
0.5% |
19% |
False |
False |
70,543 |
| 10 |
1.0175 |
1.0040 |
0.0135 |
1.3% |
0.0046 |
0.5% |
16% |
False |
False |
63,928 |
| 20 |
1.0175 |
1.0011 |
0.0164 |
1.6% |
0.0048 |
0.5% |
31% |
False |
False |
55,715 |
| 40 |
1.0175 |
1.0000 |
0.0175 |
1.7% |
0.0043 |
0.4% |
35% |
False |
False |
40,331 |
| 60 |
1.0175 |
0.9919 |
0.0256 |
2.5% |
0.0042 |
0.4% |
56% |
False |
False |
27,034 |
| 80 |
1.0230 |
0.9919 |
0.0311 |
3.1% |
0.0047 |
0.5% |
46% |
False |
False |
20,343 |
| 100 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0045 |
0.4% |
36% |
False |
False |
16,295 |
| 120 |
1.0320 |
0.9869 |
0.0451 |
4.5% |
0.0041 |
0.4% |
43% |
False |
False |
13,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0236 |
|
2.618 |
1.0176 |
|
1.618 |
1.0139 |
|
1.000 |
1.0116 |
|
0.618 |
1.0102 |
|
HIGH |
1.0079 |
|
0.618 |
1.0065 |
|
0.500 |
1.0061 |
|
0.382 |
1.0056 |
|
LOW |
1.0042 |
|
0.618 |
1.0019 |
|
1.000 |
1.0005 |
|
1.618 |
0.9982 |
|
2.618 |
0.9945 |
|
4.250 |
0.9885 |
|
|
| Fisher Pivots for day following 22-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0062 |
1.0093 |
| PP |
1.0061 |
1.0083 |
| S1 |
1.0061 |
1.0072 |
|