CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 31-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9975 |
0.9973 |
-0.0002 |
0.0% |
1.0064 |
| High |
0.9981 |
1.0032 |
0.0051 |
0.5% |
1.0085 |
| Low |
0.9936 |
0.9955 |
0.0019 |
0.2% |
0.9889 |
| Close |
0.9973 |
1.0015 |
0.0042 |
0.4% |
0.9911 |
| Range |
0.0045 |
0.0077 |
0.0032 |
71.1% |
0.0196 |
| ATR |
0.0053 |
0.0054 |
0.0002 |
3.3% |
0.0000 |
| Volume |
66,308 |
78,303 |
11,995 |
18.1% |
381,568 |
|
| Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0232 |
1.0200 |
1.0057 |
|
| R3 |
1.0155 |
1.0123 |
1.0036 |
|
| R2 |
1.0078 |
1.0078 |
1.0029 |
|
| R1 |
1.0046 |
1.0046 |
1.0022 |
1.0062 |
| PP |
1.0001 |
1.0001 |
1.0001 |
1.0009 |
| S1 |
0.9969 |
0.9969 |
1.0008 |
0.9985 |
| S2 |
0.9924 |
0.9924 |
1.0001 |
|
| S3 |
0.9847 |
0.9892 |
0.9994 |
|
| S4 |
0.9770 |
0.9815 |
0.9973 |
|
|
| 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 |
1.0032 |
0.9889 |
0.0143 |
1.4% |
0.0060 |
0.6% |
88% |
True |
False |
74,988 |
| 10 |
1.0146 |
0.9889 |
0.0257 |
2.6% |
0.0062 |
0.6% |
49% |
False |
False |
81,619 |
| 20 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0053 |
0.5% |
44% |
False |
False |
69,853 |
| 40 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0047 |
0.5% |
44% |
False |
False |
54,408 |
| 60 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0045 |
0.4% |
44% |
False |
False |
36,527 |
| 80 |
1.0220 |
0.9889 |
0.0331 |
3.3% |
0.0048 |
0.5% |
38% |
False |
False |
27,492 |
| 100 |
1.0320 |
0.9889 |
0.0431 |
4.3% |
0.0047 |
0.5% |
29% |
False |
False |
22,018 |
| 120 |
1.0320 |
0.9889 |
0.0431 |
4.3% |
0.0044 |
0.4% |
29% |
False |
False |
18,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0359 |
|
2.618 |
1.0234 |
|
1.618 |
1.0157 |
|
1.000 |
1.0109 |
|
0.618 |
1.0080 |
|
HIGH |
1.0032 |
|
0.618 |
1.0003 |
|
0.500 |
0.9994 |
|
0.382 |
0.9984 |
|
LOW |
0.9955 |
|
0.618 |
0.9907 |
|
1.000 |
0.9878 |
|
1.618 |
0.9830 |
|
2.618 |
0.9753 |
|
4.250 |
0.9628 |
|
|
| Fisher Pivots for day following 31-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0008 |
1.0003 |
| PP |
1.0001 |
0.9990 |
| S1 |
0.9994 |
0.9978 |
|