CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 28-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9965 |
0.9919 |
-0.0046 |
-0.5% |
1.0064 |
| High |
0.9967 |
0.9931 |
-0.0036 |
-0.4% |
1.0085 |
| Low |
0.9889 |
0.9889 |
0.0000 |
0.0% |
0.9889 |
| Close |
0.9911 |
0.9925 |
0.0014 |
0.1% |
0.9911 |
| Range |
0.0078 |
0.0042 |
-0.0036 |
-46.2% |
0.0196 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
96,139 |
69,173 |
-26,966 |
-28.0% |
381,568 |
|
| Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0041 |
1.0025 |
0.9948 |
|
| R3 |
0.9999 |
0.9983 |
0.9937 |
|
| R2 |
0.9957 |
0.9957 |
0.9933 |
|
| R1 |
0.9941 |
0.9941 |
0.9929 |
0.9949 |
| PP |
0.9915 |
0.9915 |
0.9915 |
0.9919 |
| S1 |
0.9899 |
0.9899 |
0.9921 |
0.9907 |
| S2 |
0.9873 |
0.9873 |
0.9917 |
|
| S3 |
0.9831 |
0.9857 |
0.9913 |
|
| S4 |
0.9789 |
0.9815 |
0.9902 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0550 |
1.0426 |
1.0019 |
|
| R3 |
1.0354 |
1.0230 |
0.9965 |
|
| R2 |
1.0158 |
1.0158 |
0.9947 |
|
| R1 |
1.0034 |
1.0034 |
0.9929 |
0.9998 |
| PP |
0.9962 |
0.9962 |
0.9962 |
0.9944 |
| S1 |
0.9838 |
0.9838 |
0.9893 |
0.9802 |
| S2 |
0.9766 |
0.9766 |
0.9875 |
|
| S3 |
0.9570 |
0.9642 |
0.9857 |
|
| S4 |
0.9374 |
0.9446 |
0.9803 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0085 |
0.9889 |
0.0196 |
2.0% |
0.0061 |
0.6% |
18% |
False |
True |
90,148 |
| 10 |
1.0158 |
0.9889 |
0.0269 |
2.7% |
0.0056 |
0.6% |
13% |
False |
True |
76,477 |
| 20 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0051 |
0.5% |
13% |
False |
True |
66,321 |
| 40 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0045 |
0.5% |
13% |
False |
True |
49,349 |
| 60 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0044 |
0.4% |
13% |
False |
True |
33,044 |
| 80 |
1.0230 |
0.9889 |
0.0341 |
3.4% |
0.0048 |
0.5% |
11% |
False |
True |
24,876 |
| 100 |
1.0320 |
0.9889 |
0.0431 |
4.3% |
0.0047 |
0.5% |
8% |
False |
True |
19,924 |
| 120 |
1.0320 |
0.9889 |
0.0431 |
4.3% |
0.0042 |
0.4% |
8% |
False |
True |
16,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0110 |
|
2.618 |
1.0041 |
|
1.618 |
0.9999 |
|
1.000 |
0.9973 |
|
0.618 |
0.9957 |
|
HIGH |
0.9931 |
|
0.618 |
0.9915 |
|
0.500 |
0.9910 |
|
0.382 |
0.9905 |
|
LOW |
0.9889 |
|
0.618 |
0.9863 |
|
1.000 |
0.9847 |
|
1.618 |
0.9821 |
|
2.618 |
0.9779 |
|
4.250 |
0.9711 |
|
|
| Fisher Pivots for day following 28-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9920 |
0.9943 |
| PP |
0.9915 |
0.9937 |
| S1 |
0.9910 |
0.9931 |
|