CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 01-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9767 |
0.9700 |
-0.0067 |
-0.7% |
0.9776 |
| High |
0.9783 |
0.9741 |
-0.0042 |
-0.4% |
0.9787 |
| Low |
0.9691 |
0.9665 |
-0.0026 |
-0.3% |
0.9665 |
| Close |
0.9703 |
0.9718 |
0.0015 |
0.2% |
0.9718 |
| Range |
0.0092 |
0.0076 |
-0.0016 |
-17.4% |
0.0122 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.9% |
0.0000 |
| Volume |
93,912 |
101,027 |
7,115 |
7.6% |
448,095 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9936 |
0.9903 |
0.9760 |
|
| R3 |
0.9860 |
0.9827 |
0.9739 |
|
| R2 |
0.9784 |
0.9784 |
0.9732 |
|
| R1 |
0.9751 |
0.9751 |
0.9725 |
0.9768 |
| PP |
0.9708 |
0.9708 |
0.9708 |
0.9716 |
| S1 |
0.9675 |
0.9675 |
0.9711 |
0.9692 |
| S2 |
0.9632 |
0.9632 |
0.9704 |
|
| S3 |
0.9556 |
0.9599 |
0.9697 |
|
| S4 |
0.9480 |
0.9523 |
0.9676 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0089 |
1.0026 |
0.9785 |
|
| R3 |
0.9967 |
0.9904 |
0.9752 |
|
| R2 |
0.9845 |
0.9845 |
0.9740 |
|
| R1 |
0.9782 |
0.9782 |
0.9729 |
0.9753 |
| PP |
0.9723 |
0.9723 |
0.9723 |
0.9709 |
| S1 |
0.9660 |
0.9660 |
0.9707 |
0.9631 |
| S2 |
0.9601 |
0.9601 |
0.9696 |
|
| S3 |
0.9479 |
0.9538 |
0.9684 |
|
| S4 |
0.9357 |
0.9416 |
0.9651 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9787 |
0.9665 |
0.0122 |
1.3% |
0.0067 |
0.7% |
43% |
False |
True |
89,619 |
| 10 |
0.9992 |
0.9665 |
0.0327 |
3.4% |
0.0071 |
0.7% |
16% |
False |
True |
91,462 |
| 20 |
1.0059 |
0.9665 |
0.0394 |
4.1% |
0.0059 |
0.6% |
13% |
False |
True |
76,097 |
| 40 |
1.0175 |
0.9665 |
0.0510 |
5.2% |
0.0056 |
0.6% |
10% |
False |
True |
72,975 |
| 60 |
1.0175 |
0.9665 |
0.0510 |
5.2% |
0.0051 |
0.5% |
10% |
False |
True |
61,638 |
| 80 |
1.0175 |
0.9665 |
0.0510 |
5.2% |
0.0048 |
0.5% |
10% |
False |
True |
46,420 |
| 100 |
1.0220 |
0.9665 |
0.0555 |
5.7% |
0.0050 |
0.5% |
10% |
False |
True |
37,213 |
| 120 |
1.0320 |
0.9665 |
0.0655 |
6.7% |
0.0049 |
0.5% |
8% |
False |
True |
31,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0064 |
|
2.618 |
0.9940 |
|
1.618 |
0.9864 |
|
1.000 |
0.9817 |
|
0.618 |
0.9788 |
|
HIGH |
0.9741 |
|
0.618 |
0.9712 |
|
0.500 |
0.9703 |
|
0.382 |
0.9694 |
|
LOW |
0.9665 |
|
0.618 |
0.9618 |
|
1.000 |
0.9589 |
|
1.618 |
0.9542 |
|
2.618 |
0.9466 |
|
4.250 |
0.9342 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9713 |
0.9724 |
| PP |
0.9708 |
0.9722 |
| S1 |
0.9703 |
0.9720 |
|