CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 29-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9919 |
0.9928 |
0.0009 |
0.1% |
1.0064 |
| High |
0.9931 |
0.9981 |
0.0050 |
0.5% |
1.0085 |
| Low |
0.9889 |
0.9923 |
0.0034 |
0.3% |
0.9889 |
| Close |
0.9925 |
0.9966 |
0.0041 |
0.4% |
0.9911 |
| Range |
0.0042 |
0.0058 |
0.0016 |
38.1% |
0.0196 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.7% |
0.0000 |
| Volume |
69,173 |
65,021 |
-4,152 |
-6.0% |
381,568 |
|
| Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0131 |
1.0106 |
0.9998 |
|
| R3 |
1.0073 |
1.0048 |
0.9982 |
|
| R2 |
1.0015 |
1.0015 |
0.9977 |
|
| R1 |
0.9990 |
0.9990 |
0.9971 |
1.0003 |
| PP |
0.9957 |
0.9957 |
0.9957 |
0.9963 |
| S1 |
0.9932 |
0.9932 |
0.9961 |
0.9945 |
| S2 |
0.9899 |
0.9899 |
0.9955 |
|
| S3 |
0.9841 |
0.9874 |
0.9950 |
|
| S4 |
0.9783 |
0.9816 |
0.9934 |
|
|
| 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% |
0.0065 |
0.7% |
39% |
False |
False |
85,613 |
| 10 |
1.0156 |
0.9889 |
0.0267 |
2.7% |
0.0058 |
0.6% |
29% |
False |
False |
78,078 |
| 20 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0052 |
0.5% |
27% |
False |
False |
67,775 |
| 40 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0046 |
0.5% |
27% |
False |
False |
50,950 |
| 60 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0044 |
0.4% |
27% |
False |
False |
34,124 |
| 80 |
1.0230 |
0.9889 |
0.0341 |
3.4% |
0.0048 |
0.5% |
23% |
False |
False |
25,688 |
| 100 |
1.0320 |
0.9889 |
0.0431 |
4.3% |
0.0047 |
0.5% |
18% |
False |
False |
20,574 |
| 120 |
1.0320 |
0.9889 |
0.0431 |
4.3% |
0.0043 |
0.4% |
18% |
False |
False |
17,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0228 |
|
2.618 |
1.0133 |
|
1.618 |
1.0075 |
|
1.000 |
1.0039 |
|
0.618 |
1.0017 |
|
HIGH |
0.9981 |
|
0.618 |
0.9959 |
|
0.500 |
0.9952 |
|
0.382 |
0.9945 |
|
LOW |
0.9923 |
|
0.618 |
0.9887 |
|
1.000 |
0.9865 |
|
1.618 |
0.9829 |
|
2.618 |
0.9771 |
|
4.250 |
0.9677 |
|
|
| Fisher Pivots for day following 29-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9961 |
0.9956 |
| PP |
0.9957 |
0.9945 |
| S1 |
0.9952 |
0.9935 |
|