CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 03-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0101 |
1.0117 |
0.0016 |
0.2% |
1.0042 |
| High |
1.0122 |
1.0117 |
-0.0005 |
0.0% |
1.0055 |
| Low |
1.0092 |
1.0089 |
-0.0003 |
0.0% |
0.9995 |
| Close |
1.0104 |
1.0091 |
-0.0013 |
-0.1% |
0.9999 |
| Range |
0.0030 |
0.0028 |
-0.0002 |
-6.7% |
0.0060 |
| ATR |
0.0038 |
0.0038 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
102 |
57 |
-45 |
-44.1% |
368 |
|
| Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0183 |
1.0165 |
1.0106 |
|
| R3 |
1.0155 |
1.0137 |
1.0099 |
|
| R2 |
1.0127 |
1.0127 |
1.0096 |
|
| R1 |
1.0109 |
1.0109 |
1.0094 |
1.0104 |
| PP |
1.0099 |
1.0099 |
1.0099 |
1.0097 |
| S1 |
1.0081 |
1.0081 |
1.0088 |
1.0076 |
| S2 |
1.0071 |
1.0071 |
1.0086 |
|
| S3 |
1.0043 |
1.0053 |
1.0083 |
|
| S4 |
1.0015 |
1.0025 |
1.0076 |
|
|
| 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% |
0.0035 |
0.3% |
76% |
False |
False |
87 |
| 10 |
1.0122 |
0.9995 |
0.0127 |
1.3% |
0.0032 |
0.3% |
76% |
False |
False |
96 |
| 20 |
1.0131 |
0.9995 |
0.0136 |
1.3% |
0.0026 |
0.3% |
71% |
False |
False |
82 |
| 40 |
1.0131 |
0.9900 |
0.0231 |
2.3% |
0.0025 |
0.2% |
83% |
False |
False |
66 |
| 60 |
1.0169 |
0.9900 |
0.0269 |
2.7% |
0.0024 |
0.2% |
71% |
False |
False |
55 |
| 80 |
1.0254 |
0.9900 |
0.0354 |
3.5% |
0.0024 |
0.2% |
54% |
False |
False |
47 |
| 100 |
1.0254 |
0.9900 |
0.0354 |
3.5% |
0.0022 |
0.2% |
54% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0236 |
|
2.618 |
1.0190 |
|
1.618 |
1.0162 |
|
1.000 |
1.0145 |
|
0.618 |
1.0134 |
|
HIGH |
1.0117 |
|
0.618 |
1.0106 |
|
0.500 |
1.0103 |
|
0.382 |
1.0100 |
|
LOW |
1.0089 |
|
0.618 |
1.0072 |
|
1.000 |
1.0061 |
|
1.618 |
1.0044 |
|
2.618 |
1.0016 |
|
4.250 |
0.9970 |
|
|
| Fisher Pivots for day following 03-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0103 |
1.0082 |
| PP |
1.0099 |
1.0072 |
| S1 |
1.0095 |
1.0063 |
|