CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 11-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9712 |
0.9720 |
0.0008 |
0.1% |
0.9731 |
| High |
0.9770 |
0.9749 |
-0.0021 |
-0.2% |
0.9770 |
| Low |
0.9692 |
0.9712 |
0.0020 |
0.2% |
0.9671 |
| Close |
0.9718 |
0.9743 |
0.0025 |
0.3% |
0.9718 |
| Range |
0.0078 |
0.0037 |
-0.0041 |
-52.6% |
0.0099 |
| ATR |
0.0059 |
0.0058 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
111,168 |
63,082 |
-48,086 |
-43.3% |
422,776 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9846 |
0.9831 |
0.9763 |
|
| R3 |
0.9809 |
0.9794 |
0.9753 |
|
| R2 |
0.9772 |
0.9772 |
0.9750 |
|
| R1 |
0.9757 |
0.9757 |
0.9746 |
0.9765 |
| PP |
0.9735 |
0.9735 |
0.9735 |
0.9738 |
| S1 |
0.9720 |
0.9720 |
0.9740 |
0.9728 |
| S2 |
0.9698 |
0.9698 |
0.9736 |
|
| S3 |
0.9661 |
0.9683 |
0.9733 |
|
| S4 |
0.9624 |
0.9646 |
0.9723 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0017 |
0.9966 |
0.9772 |
|
| R3 |
0.9918 |
0.9867 |
0.9745 |
|
| R2 |
0.9819 |
0.9819 |
0.9736 |
|
| R1 |
0.9768 |
0.9768 |
0.9727 |
0.9744 |
| PP |
0.9720 |
0.9720 |
0.9720 |
0.9708 |
| S1 |
0.9669 |
0.9669 |
0.9709 |
0.9645 |
| S2 |
0.9621 |
0.9621 |
0.9700 |
|
| S3 |
0.9522 |
0.9570 |
0.9691 |
|
| S4 |
0.9423 |
0.9471 |
0.9664 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9770 |
0.9671 |
0.0099 |
1.0% |
0.0054 |
0.6% |
73% |
False |
False |
81,960 |
| 10 |
0.9783 |
0.9665 |
0.0118 |
1.2% |
0.0059 |
0.6% |
66% |
False |
False |
83,753 |
| 20 |
0.9993 |
0.9665 |
0.0328 |
3.4% |
0.0060 |
0.6% |
24% |
False |
False |
81,240 |
| 40 |
1.0175 |
0.9665 |
0.0510 |
5.2% |
0.0057 |
0.6% |
15% |
False |
False |
76,263 |
| 60 |
1.0175 |
0.9665 |
0.0510 |
5.2% |
0.0053 |
0.5% |
15% |
False |
False |
68,557 |
| 80 |
1.0175 |
0.9665 |
0.0510 |
5.2% |
0.0049 |
0.5% |
15% |
False |
False |
52,462 |
| 100 |
1.0210 |
0.9665 |
0.0545 |
5.6% |
0.0050 |
0.5% |
14% |
False |
False |
42,051 |
| 120 |
1.0232 |
0.9665 |
0.0567 |
5.8% |
0.0049 |
0.5% |
14% |
False |
False |
35,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9906 |
|
2.618 |
0.9846 |
|
1.618 |
0.9809 |
|
1.000 |
0.9786 |
|
0.618 |
0.9772 |
|
HIGH |
0.9749 |
|
0.618 |
0.9735 |
|
0.500 |
0.9731 |
|
0.382 |
0.9726 |
|
LOW |
0.9712 |
|
0.618 |
0.9689 |
|
1.000 |
0.9675 |
|
1.618 |
0.9652 |
|
2.618 |
0.9615 |
|
4.250 |
0.9555 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9739 |
0.9737 |
| PP |
0.9735 |
0.9730 |
| S1 |
0.9731 |
0.9724 |
|