CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 30-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9928 |
0.9975 |
0.0047 |
0.5% |
1.0064 |
| High |
0.9981 |
0.9981 |
0.0000 |
0.0% |
1.0085 |
| Low |
0.9923 |
0.9936 |
0.0013 |
0.1% |
0.9889 |
| Close |
0.9966 |
0.9973 |
0.0007 |
0.1% |
0.9911 |
| Range |
0.0058 |
0.0045 |
-0.0013 |
-22.4% |
0.0196 |
| ATR |
0.0053 |
0.0053 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
65,021 |
66,308 |
1,287 |
2.0% |
381,568 |
|
| Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0098 |
1.0081 |
0.9998 |
|
| R3 |
1.0053 |
1.0036 |
0.9985 |
|
| R2 |
1.0008 |
1.0008 |
0.9981 |
|
| R1 |
0.9991 |
0.9991 |
0.9977 |
0.9977 |
| PP |
0.9963 |
0.9963 |
0.9963 |
0.9957 |
| S1 |
0.9946 |
0.9946 |
0.9969 |
0.9932 |
| S2 |
0.9918 |
0.9918 |
0.9965 |
|
| S3 |
0.9873 |
0.9901 |
0.9961 |
|
| S4 |
0.9828 |
0.9856 |
0.9948 |
|
|
| 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 |
0.9997 |
0.9889 |
0.0108 |
1.1% |
0.0054 |
0.5% |
78% |
False |
False |
78,318 |
| 10 |
1.0150 |
0.9889 |
0.0261 |
2.6% |
0.0059 |
0.6% |
32% |
False |
False |
79,225 |
| 20 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0051 |
0.5% |
29% |
False |
False |
69,099 |
| 40 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0046 |
0.5% |
29% |
False |
False |
52,467 |
| 60 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0044 |
0.4% |
29% |
False |
False |
35,224 |
| 80 |
1.0230 |
0.9889 |
0.0341 |
3.4% |
0.0048 |
0.5% |
25% |
False |
False |
26,515 |
| 100 |
1.0320 |
0.9889 |
0.0431 |
4.3% |
0.0047 |
0.5% |
19% |
False |
False |
21,236 |
| 120 |
1.0320 |
0.9889 |
0.0431 |
4.3% |
0.0043 |
0.4% |
19% |
False |
False |
17,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0172 |
|
2.618 |
1.0099 |
|
1.618 |
1.0054 |
|
1.000 |
1.0026 |
|
0.618 |
1.0009 |
|
HIGH |
0.9981 |
|
0.618 |
0.9964 |
|
0.500 |
0.9959 |
|
0.382 |
0.9953 |
|
LOW |
0.9936 |
|
0.618 |
0.9908 |
|
1.000 |
0.9891 |
|
1.618 |
0.9863 |
|
2.618 |
0.9818 |
|
4.250 |
0.9745 |
|
|
| Fisher Pivots for day following 30-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9968 |
0.9960 |
| PP |
0.9963 |
0.9948 |
| S1 |
0.9959 |
0.9935 |
|