CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 04-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9700 |
0.9731 |
0.0031 |
0.3% |
0.9776 |
| High |
0.9741 |
0.9734 |
-0.0007 |
-0.1% |
0.9787 |
| Low |
0.9665 |
0.9696 |
0.0031 |
0.3% |
0.9665 |
| Close |
0.9718 |
0.9724 |
0.0006 |
0.1% |
0.9718 |
| Range |
0.0076 |
0.0038 |
-0.0038 |
-50.0% |
0.0122 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
101,027 |
76,057 |
-24,970 |
-24.7% |
448,095 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9832 |
0.9816 |
0.9745 |
|
| R3 |
0.9794 |
0.9778 |
0.9734 |
|
| R2 |
0.9756 |
0.9756 |
0.9731 |
|
| R1 |
0.9740 |
0.9740 |
0.9727 |
0.9729 |
| PP |
0.9718 |
0.9718 |
0.9718 |
0.9713 |
| S1 |
0.9702 |
0.9702 |
0.9721 |
0.9691 |
| S2 |
0.9680 |
0.9680 |
0.9717 |
|
| S3 |
0.9642 |
0.9664 |
0.9714 |
|
| S4 |
0.9604 |
0.9626 |
0.9703 |
|
|
| 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 |
0.9783 |
0.9665 |
0.0118 |
1.2% |
0.0063 |
0.6% |
50% |
False |
False |
85,546 |
| 10 |
0.9936 |
0.9665 |
0.0271 |
2.8% |
0.0066 |
0.7% |
22% |
False |
False |
92,286 |
| 20 |
1.0059 |
0.9665 |
0.0394 |
4.1% |
0.0059 |
0.6% |
15% |
False |
False |
76,070 |
| 40 |
1.0175 |
0.9665 |
0.0510 |
5.2% |
0.0056 |
0.6% |
12% |
False |
False |
73,529 |
| 60 |
1.0175 |
0.9665 |
0.0510 |
5.2% |
0.0051 |
0.5% |
12% |
False |
False |
62,875 |
| 80 |
1.0175 |
0.9665 |
0.0510 |
5.2% |
0.0049 |
0.5% |
12% |
False |
False |
47,365 |
| 100 |
1.0220 |
0.9665 |
0.0555 |
5.7% |
0.0050 |
0.5% |
11% |
False |
False |
37,969 |
| 120 |
1.0320 |
0.9665 |
0.0655 |
6.7% |
0.0049 |
0.5% |
9% |
False |
False |
31,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9896 |
|
2.618 |
0.9833 |
|
1.618 |
0.9795 |
|
1.000 |
0.9772 |
|
0.618 |
0.9757 |
|
HIGH |
0.9734 |
|
0.618 |
0.9719 |
|
0.500 |
0.9715 |
|
0.382 |
0.9711 |
|
LOW |
0.9696 |
|
0.618 |
0.9673 |
|
1.000 |
0.9658 |
|
1.618 |
0.9635 |
|
2.618 |
0.9597 |
|
4.250 |
0.9535 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9721 |
0.9724 |
| PP |
0.9718 |
0.9724 |
| S1 |
0.9715 |
0.9724 |
|