CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 23-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0064 |
1.0067 |
0.0003 |
0.0% |
1.0140 |
| High |
1.0079 |
1.0085 |
0.0006 |
0.1% |
1.0158 |
| Low |
1.0042 |
0.9983 |
-0.0059 |
-0.6% |
1.0040 |
| Close |
1.0062 |
0.9994 |
-0.0068 |
-0.7% |
1.0063 |
| Range |
0.0037 |
0.0102 |
0.0065 |
175.7% |
0.0118 |
| ATR |
0.0048 |
0.0052 |
0.0004 |
7.9% |
0.0000 |
| Volume |
87,695 |
102,785 |
15,090 |
17.2% |
314,034 |
|
| Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0327 |
1.0262 |
1.0050 |
|
| R3 |
1.0225 |
1.0160 |
1.0022 |
|
| R2 |
1.0123 |
1.0123 |
1.0013 |
|
| R1 |
1.0058 |
1.0058 |
1.0003 |
1.0040 |
| PP |
1.0021 |
1.0021 |
1.0021 |
1.0011 |
| S1 |
0.9956 |
0.9956 |
0.9985 |
0.9938 |
| S2 |
0.9919 |
0.9919 |
0.9975 |
|
| S3 |
0.9817 |
0.9854 |
0.9966 |
|
| S4 |
0.9715 |
0.9752 |
0.9938 |
|
|
| 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 |
1.0150 |
0.9983 |
0.0167 |
1.7% |
0.0064 |
0.6% |
7% |
False |
True |
80,133 |
| 10 |
1.0175 |
0.9983 |
0.0192 |
1.9% |
0.0052 |
0.5% |
6% |
False |
True |
68,724 |
| 20 |
1.0175 |
0.9983 |
0.0192 |
1.9% |
0.0050 |
0.5% |
6% |
False |
True |
57,137 |
| 40 |
1.0175 |
0.9983 |
0.0192 |
1.9% |
0.0044 |
0.4% |
6% |
False |
True |
42,896 |
| 60 |
1.0175 |
0.9919 |
0.0256 |
2.6% |
0.0043 |
0.4% |
29% |
False |
False |
28,744 |
| 80 |
1.0230 |
0.9919 |
0.0311 |
3.1% |
0.0047 |
0.5% |
24% |
False |
False |
21,627 |
| 100 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0046 |
0.5% |
19% |
False |
False |
17,322 |
| 120 |
1.0320 |
0.9869 |
0.0451 |
4.5% |
0.0041 |
0.4% |
28% |
False |
False |
14,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0519 |
|
2.618 |
1.0352 |
|
1.618 |
1.0250 |
|
1.000 |
1.0187 |
|
0.618 |
1.0148 |
|
HIGH |
1.0085 |
|
0.618 |
1.0046 |
|
0.500 |
1.0034 |
|
0.382 |
1.0022 |
|
LOW |
0.9983 |
|
0.618 |
0.9920 |
|
1.000 |
0.9881 |
|
1.618 |
0.9818 |
|
2.618 |
0.9716 |
|
4.250 |
0.9550 |
|
|
| Fisher Pivots for day following 23-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0034 |
1.0059 |
| PP |
1.0021 |
1.0037 |
| S1 |
1.0007 |
1.0016 |
|