CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 18-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9782 |
0.9780 |
-0.0002 |
0.0% |
0.9720 |
| High |
0.9822 |
0.9809 |
-0.0013 |
-0.1% |
0.9822 |
| Low |
0.9773 |
0.9760 |
-0.0013 |
-0.1% |
0.9712 |
| Close |
0.9809 |
0.9788 |
-0.0021 |
-0.2% |
0.9809 |
| Range |
0.0049 |
0.0049 |
0.0000 |
0.0% |
0.0110 |
| ATR |
0.0056 |
0.0055 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
38,915 |
3,094 |
-35,821 |
-92.0% |
385,424 |
|
| Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9933 |
0.9909 |
0.9815 |
|
| R3 |
0.9884 |
0.9860 |
0.9801 |
|
| R2 |
0.9835 |
0.9835 |
0.9797 |
|
| R1 |
0.9811 |
0.9811 |
0.9792 |
0.9823 |
| PP |
0.9786 |
0.9786 |
0.9786 |
0.9792 |
| S1 |
0.9762 |
0.9762 |
0.9784 |
0.9774 |
| S2 |
0.9737 |
0.9737 |
0.9779 |
|
| S3 |
0.9688 |
0.9713 |
0.9775 |
|
| S4 |
0.9639 |
0.9664 |
0.9761 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0111 |
1.0070 |
0.9870 |
|
| R3 |
1.0001 |
0.9960 |
0.9839 |
|
| R2 |
0.9891 |
0.9891 |
0.9829 |
|
| R1 |
0.9850 |
0.9850 |
0.9819 |
0.9871 |
| PP |
0.9781 |
0.9781 |
0.9781 |
0.9791 |
| S1 |
0.9740 |
0.9740 |
0.9799 |
0.9761 |
| S2 |
0.9671 |
0.9671 |
0.9789 |
|
| S3 |
0.9561 |
0.9630 |
0.9779 |
|
| S4 |
0.9451 |
0.9520 |
0.9749 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9822 |
0.9712 |
0.0110 |
1.1% |
0.0049 |
0.5% |
69% |
False |
False |
65,087 |
| 10 |
0.9822 |
0.9671 |
0.0151 |
1.5% |
0.0052 |
0.5% |
77% |
False |
False |
73,523 |
| 20 |
0.9936 |
0.9665 |
0.0271 |
2.8% |
0.0059 |
0.6% |
45% |
False |
False |
82,904 |
| 40 |
1.0135 |
0.9665 |
0.0470 |
4.8% |
0.0058 |
0.6% |
26% |
False |
False |
77,244 |
| 60 |
1.0175 |
0.9665 |
0.0510 |
5.2% |
0.0054 |
0.5% |
24% |
False |
False |
69,057 |
| 80 |
1.0175 |
0.9665 |
0.0510 |
5.2% |
0.0049 |
0.5% |
24% |
False |
False |
56,497 |
| 100 |
1.0175 |
0.9665 |
0.0510 |
5.2% |
0.0048 |
0.5% |
24% |
False |
False |
45,289 |
| 120 |
1.0230 |
0.9665 |
0.0565 |
5.8% |
0.0050 |
0.5% |
22% |
False |
False |
37,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0017 |
|
2.618 |
0.9937 |
|
1.618 |
0.9888 |
|
1.000 |
0.9858 |
|
0.618 |
0.9839 |
|
HIGH |
0.9809 |
|
0.618 |
0.9790 |
|
0.500 |
0.9785 |
|
0.382 |
0.9779 |
|
LOW |
0.9760 |
|
0.618 |
0.9730 |
|
1.000 |
0.9711 |
|
1.618 |
0.9681 |
|
2.618 |
0.9632 |
|
4.250 |
0.9552 |
|
|
| Fisher Pivots for day following 18-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9787 |
0.9783 |
| PP |
0.9786 |
0.9778 |
| S1 |
0.9785 |
0.9773 |
|