CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 07-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9730 |
0.9685 |
-0.0045 |
-0.5% |
0.9776 |
| High |
0.9749 |
0.9720 |
-0.0029 |
-0.3% |
0.9787 |
| Low |
0.9671 |
0.9678 |
0.0007 |
0.1% |
0.9665 |
| Close |
0.9694 |
0.9717 |
0.0023 |
0.2% |
0.9718 |
| Range |
0.0078 |
0.0042 |
-0.0036 |
-46.2% |
0.0122 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
100,814 |
63,500 |
-37,314 |
-37.0% |
448,095 |
|
| Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9831 |
0.9816 |
0.9740 |
|
| R3 |
0.9789 |
0.9774 |
0.9729 |
|
| R2 |
0.9747 |
0.9747 |
0.9725 |
|
| R1 |
0.9732 |
0.9732 |
0.9721 |
0.9740 |
| PP |
0.9705 |
0.9705 |
0.9705 |
0.9709 |
| S1 |
0.9690 |
0.9690 |
0.9713 |
0.9698 |
| S2 |
0.9663 |
0.9663 |
0.9709 |
|
| S3 |
0.9621 |
0.9648 |
0.9705 |
|
| S4 |
0.9579 |
0.9606 |
0.9694 |
|
|
| 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 |
0.9749 |
0.9665 |
0.0084 |
0.9% |
0.0054 |
0.6% |
62% |
False |
False |
82,527 |
| 10 |
0.9838 |
0.9665 |
0.0173 |
1.8% |
0.0063 |
0.6% |
30% |
False |
False |
87,431 |
| 20 |
1.0059 |
0.9665 |
0.0394 |
4.1% |
0.0060 |
0.6% |
13% |
False |
False |
79,312 |
| 40 |
1.0175 |
0.9665 |
0.0510 |
5.2% |
0.0056 |
0.6% |
10% |
False |
False |
74,767 |
| 60 |
1.0175 |
0.9665 |
0.0510 |
5.2% |
0.0052 |
0.5% |
10% |
False |
False |
66,574 |
| 80 |
1.0175 |
0.9665 |
0.0510 |
5.2% |
0.0048 |
0.5% |
10% |
False |
False |
50,300 |
| 100 |
1.0210 |
0.9665 |
0.0545 |
5.6% |
0.0050 |
0.5% |
10% |
False |
False |
40,321 |
| 120 |
1.0320 |
0.9665 |
0.0655 |
6.7% |
0.0049 |
0.5% |
8% |
False |
False |
33,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9899 |
|
2.618 |
0.9830 |
|
1.618 |
0.9788 |
|
1.000 |
0.9762 |
|
0.618 |
0.9746 |
|
HIGH |
0.9720 |
|
0.618 |
0.9704 |
|
0.500 |
0.9699 |
|
0.382 |
0.9694 |
|
LOW |
0.9678 |
|
0.618 |
0.9652 |
|
1.000 |
0.9636 |
|
1.618 |
0.9610 |
|
2.618 |
0.9568 |
|
4.250 |
0.9500 |
|
|
| Fisher Pivots for day following 07-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9711 |
0.9715 |
| PP |
0.9705 |
0.9712 |
| S1 |
0.9699 |
0.9710 |
|