CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 05-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0021 |
1.0001 |
-0.0020 |
-0.2% |
0.9919 |
| High |
1.0042 |
1.0038 |
-0.0004 |
0.0% |
1.0032 |
| Low |
0.9998 |
0.9995 |
-0.0003 |
0.0% |
0.9889 |
| Close |
1.0010 |
1.0034 |
0.0024 |
0.2% |
1.0020 |
| Range |
0.0044 |
0.0043 |
-0.0001 |
-2.3% |
0.0143 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
59,249 |
53,639 |
-5,610 |
-9.5% |
355,399 |
|
| Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0151 |
1.0136 |
1.0058 |
|
| R3 |
1.0108 |
1.0093 |
1.0046 |
|
| R2 |
1.0065 |
1.0065 |
1.0042 |
|
| R1 |
1.0050 |
1.0050 |
1.0038 |
1.0058 |
| PP |
1.0022 |
1.0022 |
1.0022 |
1.0026 |
| S1 |
1.0007 |
1.0007 |
1.0030 |
1.0015 |
| S2 |
0.9979 |
0.9979 |
1.0026 |
|
| S3 |
0.9936 |
0.9964 |
1.0022 |
|
| S4 |
0.9893 |
0.9921 |
1.0010 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0409 |
1.0358 |
1.0099 |
|
| R3 |
1.0266 |
1.0215 |
1.0059 |
|
| R2 |
1.0123 |
1.0123 |
1.0046 |
|
| R1 |
1.0072 |
1.0072 |
1.0033 |
1.0098 |
| PP |
0.9980 |
0.9980 |
0.9980 |
0.9993 |
| S1 |
0.9929 |
0.9929 |
1.0007 |
0.9955 |
| S2 |
0.9837 |
0.9837 |
0.9994 |
|
| S3 |
0.9694 |
0.9786 |
0.9981 |
|
| S4 |
0.9551 |
0.9643 |
0.9941 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0042 |
0.9936 |
0.0106 |
1.1% |
0.0050 |
0.5% |
92% |
False |
False |
66,818 |
| 10 |
1.0085 |
0.9889 |
0.0196 |
2.0% |
0.0058 |
0.6% |
74% |
False |
False |
76,216 |
| 20 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0052 |
0.5% |
51% |
False |
False |
70,072 |
| 40 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0048 |
0.5% |
51% |
False |
False |
58,863 |
| 60 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0044 |
0.4% |
51% |
False |
False |
39,675 |
| 80 |
1.0210 |
0.9889 |
0.0321 |
3.2% |
0.0047 |
0.5% |
45% |
False |
False |
29,852 |
| 100 |
1.0320 |
0.9889 |
0.0431 |
4.3% |
0.0048 |
0.5% |
34% |
False |
False |
23,911 |
| 120 |
1.0320 |
0.9889 |
0.0431 |
4.3% |
0.0044 |
0.4% |
34% |
False |
False |
19,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0221 |
|
2.618 |
1.0151 |
|
1.618 |
1.0108 |
|
1.000 |
1.0081 |
|
0.618 |
1.0065 |
|
HIGH |
1.0038 |
|
0.618 |
1.0022 |
|
0.500 |
1.0017 |
|
0.382 |
1.0011 |
|
LOW |
0.9995 |
|
0.618 |
0.9968 |
|
1.000 |
0.9952 |
|
1.618 |
0.9925 |
|
2.618 |
0.9882 |
|
4.250 |
0.9812 |
|
|
| Fisher Pivots for day following 05-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0028 |
1.0027 |
| PP |
1.0022 |
1.0020 |
| S1 |
1.0017 |
1.0014 |
|