CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9731 |
0.9730 |
-0.0001 |
0.0% |
0.9776 |
| High |
0.9747 |
0.9749 |
0.0002 |
0.0% |
0.9787 |
| Low |
0.9710 |
0.9671 |
-0.0039 |
-0.4% |
0.9665 |
| Close |
0.9726 |
0.9694 |
-0.0032 |
-0.3% |
0.9718 |
| Range |
0.0037 |
0.0078 |
0.0041 |
110.8% |
0.0122 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
2.5% |
0.0000 |
| Volume |
71,237 |
100,814 |
29,577 |
41.5% |
448,095 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9939 |
0.9894 |
0.9737 |
|
| R3 |
0.9861 |
0.9816 |
0.9715 |
|
| R2 |
0.9783 |
0.9783 |
0.9708 |
|
| R1 |
0.9738 |
0.9738 |
0.9701 |
0.9722 |
| PP |
0.9705 |
0.9705 |
0.9705 |
0.9696 |
| S1 |
0.9660 |
0.9660 |
0.9687 |
0.9644 |
| S2 |
0.9627 |
0.9627 |
0.9680 |
|
| S3 |
0.9549 |
0.9582 |
0.9673 |
|
| S4 |
0.9471 |
0.9504 |
0.9651 |
|
|
| 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% |
0.0064 |
0.7% |
25% |
False |
False |
88,609 |
| 10 |
0.9838 |
0.9665 |
0.0173 |
1.8% |
0.0063 |
0.6% |
17% |
False |
False |
89,521 |
| 20 |
1.0059 |
0.9665 |
0.0394 |
4.1% |
0.0060 |
0.6% |
7% |
False |
False |
79,028 |
| 40 |
1.0175 |
0.9665 |
0.0510 |
5.3% |
0.0056 |
0.6% |
6% |
False |
False |
74,550 |
| 60 |
1.0175 |
0.9665 |
0.0510 |
5.3% |
0.0052 |
0.5% |
6% |
False |
False |
65,584 |
| 80 |
1.0175 |
0.9665 |
0.0510 |
5.3% |
0.0048 |
0.5% |
6% |
False |
False |
49,513 |
| 100 |
1.0210 |
0.9665 |
0.0545 |
5.6% |
0.0050 |
0.5% |
5% |
False |
False |
39,687 |
| 120 |
1.0320 |
0.9665 |
0.0655 |
6.8% |
0.0050 |
0.5% |
4% |
False |
False |
33,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0081 |
|
2.618 |
0.9953 |
|
1.618 |
0.9875 |
|
1.000 |
0.9827 |
|
0.618 |
0.9797 |
|
HIGH |
0.9749 |
|
0.618 |
0.9719 |
|
0.500 |
0.9710 |
|
0.382 |
0.9701 |
|
LOW |
0.9671 |
|
0.618 |
0.9623 |
|
1.000 |
0.9593 |
|
1.618 |
0.9545 |
|
2.618 |
0.9467 |
|
4.250 |
0.9340 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9710 |
0.9710 |
| PP |
0.9705 |
0.9705 |
| S1 |
0.9699 |
0.9699 |
|