CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 02-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0008 |
1.0101 |
0.0093 |
0.9% |
1.0042 |
| High |
1.0057 |
1.0122 |
0.0065 |
0.6% |
1.0055 |
| Low |
1.0003 |
1.0092 |
0.0089 |
0.9% |
0.9995 |
| Close |
1.0016 |
1.0104 |
0.0088 |
0.9% |
0.9999 |
| Range |
0.0054 |
0.0030 |
-0.0024 |
-44.4% |
0.0060 |
| ATR |
0.0033 |
0.0038 |
0.0005 |
15.7% |
0.0000 |
| Volume |
171 |
102 |
-69 |
-40.4% |
368 |
|
| Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0196 |
1.0180 |
1.0121 |
|
| R3 |
1.0166 |
1.0150 |
1.0112 |
|
| R2 |
1.0136 |
1.0136 |
1.0110 |
|
| R1 |
1.0120 |
1.0120 |
1.0107 |
1.0128 |
| PP |
1.0106 |
1.0106 |
1.0106 |
1.0110 |
| S1 |
1.0090 |
1.0090 |
1.0101 |
1.0098 |
| S2 |
1.0076 |
1.0076 |
1.0099 |
|
| S3 |
1.0046 |
1.0060 |
1.0096 |
|
| S4 |
1.0016 |
1.0030 |
1.0088 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0196 |
1.0158 |
1.0032 |
|
| R3 |
1.0136 |
1.0098 |
1.0016 |
|
| R2 |
1.0076 |
1.0076 |
1.0010 |
|
| R1 |
1.0038 |
1.0038 |
1.0005 |
1.0027 |
| PP |
1.0016 |
1.0016 |
1.0016 |
1.0011 |
| S1 |
0.9978 |
0.9978 |
0.9994 |
0.9967 |
| S2 |
0.9956 |
0.9956 |
0.9988 |
|
| S3 |
0.9896 |
0.9918 |
0.9983 |
|
| S4 |
0.9836 |
0.9858 |
0.9966 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0122 |
0.9995 |
0.0127 |
1.3% |
0.0034 |
0.3% |
86% |
True |
False |
85 |
| 10 |
1.0122 |
0.9995 |
0.0127 |
1.3% |
0.0031 |
0.3% |
86% |
True |
False |
97 |
| 20 |
1.0131 |
0.9995 |
0.0136 |
1.3% |
0.0025 |
0.2% |
80% |
False |
False |
79 |
| 40 |
1.0131 |
0.9900 |
0.0231 |
2.3% |
0.0024 |
0.2% |
88% |
False |
False |
65 |
| 60 |
1.0186 |
0.9900 |
0.0286 |
2.8% |
0.0024 |
0.2% |
71% |
False |
False |
54 |
| 80 |
1.0254 |
0.9900 |
0.0354 |
3.5% |
0.0023 |
0.2% |
58% |
False |
False |
47 |
| 100 |
1.0254 |
0.9900 |
0.0354 |
3.5% |
0.0022 |
0.2% |
58% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0250 |
|
2.618 |
1.0201 |
|
1.618 |
1.0171 |
|
1.000 |
1.0152 |
|
0.618 |
1.0141 |
|
HIGH |
1.0122 |
|
0.618 |
1.0111 |
|
0.500 |
1.0107 |
|
0.382 |
1.0103 |
|
LOW |
1.0092 |
|
0.618 |
1.0073 |
|
1.000 |
1.0062 |
|
1.618 |
1.0043 |
|
2.618 |
1.0013 |
|
4.250 |
0.9965 |
|
|
| Fisher Pivots for day following 02-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0107 |
1.0089 |
| PP |
1.0106 |
1.0074 |
| S1 |
1.0105 |
1.0059 |
|