CME Canadian Dollar Future March 2013
Trading Metrics calculated at close of trading on 05-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
0.9731 |
0.9731 |
0.0000 |
0.0% |
0.9776 |
High |
0.9734 |
0.9747 |
0.0013 |
0.1% |
0.9787 |
Low |
0.9696 |
0.9710 |
0.0014 |
0.1% |
0.9665 |
Close |
0.9724 |
0.9726 |
0.0002 |
0.0% |
0.9718 |
Range |
0.0038 |
0.0037 |
-0.0001 |
-2.6% |
0.0122 |
ATR |
0.0059 |
0.0058 |
-0.0002 |
-2.7% |
0.0000 |
Volume |
76,057 |
71,237 |
-4,820 |
-6.3% |
448,095 |
|
Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9839 |
0.9819 |
0.9746 |
|
R3 |
0.9802 |
0.9782 |
0.9736 |
|
R2 |
0.9765 |
0.9765 |
0.9733 |
|
R1 |
0.9745 |
0.9745 |
0.9729 |
0.9737 |
PP |
0.9728 |
0.9728 |
0.9728 |
0.9723 |
S1 |
0.9708 |
0.9708 |
0.9723 |
0.9700 |
S2 |
0.9691 |
0.9691 |
0.9719 |
|
S3 |
0.9654 |
0.9671 |
0.9716 |
|
S4 |
0.9617 |
0.9634 |
0.9706 |
|
|
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% |
0.0058 |
0.6% |
52% |
False |
False |
82,975 |
10 |
0.9885 |
0.9665 |
0.0220 |
2.3% |
0.0062 |
0.6% |
28% |
False |
False |
90,084 |
20 |
1.0059 |
0.9665 |
0.0394 |
4.1% |
0.0058 |
0.6% |
15% |
False |
False |
76,669 |
40 |
1.0175 |
0.9665 |
0.0510 |
5.2% |
0.0055 |
0.6% |
12% |
False |
False |
73,221 |
60 |
1.0175 |
0.9665 |
0.0510 |
5.2% |
0.0051 |
0.5% |
12% |
False |
False |
63,962 |
80 |
1.0175 |
0.9665 |
0.0510 |
5.2% |
0.0049 |
0.5% |
12% |
False |
False |
48,255 |
100 |
1.0210 |
0.9665 |
0.0545 |
5.6% |
0.0050 |
0.5% |
11% |
False |
False |
38,681 |
120 |
1.0320 |
0.9665 |
0.0655 |
6.7% |
0.0049 |
0.5% |
9% |
False |
False |
32,258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9904 |
2.618 |
0.9844 |
1.618 |
0.9807 |
1.000 |
0.9784 |
0.618 |
0.9770 |
HIGH |
0.9747 |
0.618 |
0.9733 |
0.500 |
0.9729 |
0.382 |
0.9724 |
LOW |
0.9710 |
0.618 |
0.9687 |
1.000 |
0.9673 |
1.618 |
0.9650 |
2.618 |
0.9613 |
4.250 |
0.9553 |
|
|
Fisher Pivots for day following 05-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9729 |
0.9719 |
PP |
0.9728 |
0.9713 |
S1 |
0.9727 |
0.9706 |
|