CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 10-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0094 |
1.0106 |
0.0012 |
0.1% |
1.0008 |
| High |
1.0104 |
1.0149 |
0.0045 |
0.4% |
1.0122 |
| Low |
1.0087 |
1.0103 |
0.0016 |
0.2% |
1.0003 |
| Close |
1.0090 |
1.0126 |
0.0036 |
0.4% |
1.0095 |
| Range |
0.0017 |
0.0046 |
0.0029 |
170.6% |
0.0119 |
| ATR |
0.0035 |
0.0036 |
0.0002 |
5.0% |
0.0000 |
| Volume |
30 |
28 |
-2 |
-6.7% |
358 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0264 |
1.0241 |
1.0151 |
|
| R3 |
1.0218 |
1.0195 |
1.0139 |
|
| R2 |
1.0172 |
1.0172 |
1.0134 |
|
| R1 |
1.0149 |
1.0149 |
1.0130 |
1.0161 |
| PP |
1.0126 |
1.0126 |
1.0126 |
1.0132 |
| S1 |
1.0103 |
1.0103 |
1.0122 |
1.0115 |
| S2 |
1.0080 |
1.0080 |
1.0118 |
|
| S3 |
1.0034 |
1.0057 |
1.0113 |
|
| S4 |
0.9988 |
1.0011 |
1.0101 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0430 |
1.0382 |
1.0160 |
|
| R3 |
1.0311 |
1.0263 |
1.0128 |
|
| R2 |
1.0192 |
1.0192 |
1.0117 |
|
| R1 |
1.0144 |
1.0144 |
1.0106 |
1.0168 |
| PP |
1.0073 |
1.0073 |
1.0073 |
1.0086 |
| S1 |
1.0025 |
1.0025 |
1.0084 |
1.0049 |
| S2 |
0.9954 |
0.9954 |
1.0073 |
|
| S3 |
0.9835 |
0.9906 |
1.0062 |
|
| S4 |
0.9716 |
0.9787 |
1.0030 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0149 |
1.0043 |
0.0106 |
1.0% |
0.0031 |
0.3% |
78% |
True |
False |
40 |
| 10 |
1.0149 |
0.9995 |
0.0154 |
1.5% |
0.0033 |
0.3% |
85% |
True |
False |
63 |
| 20 |
1.0149 |
0.9995 |
0.0154 |
1.5% |
0.0028 |
0.3% |
85% |
True |
False |
70 |
| 40 |
1.0149 |
0.9900 |
0.0249 |
2.5% |
0.0024 |
0.2% |
91% |
True |
False |
64 |
| 60 |
1.0169 |
0.9900 |
0.0269 |
2.7% |
0.0026 |
0.3% |
84% |
False |
False |
55 |
| 80 |
1.0200 |
0.9900 |
0.0300 |
3.0% |
0.0023 |
0.2% |
75% |
False |
False |
48 |
| 100 |
1.0254 |
0.9900 |
0.0354 |
3.5% |
0.0023 |
0.2% |
64% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0345 |
|
2.618 |
1.0269 |
|
1.618 |
1.0223 |
|
1.000 |
1.0195 |
|
0.618 |
1.0177 |
|
HIGH |
1.0149 |
|
0.618 |
1.0131 |
|
0.500 |
1.0126 |
|
0.382 |
1.0121 |
|
LOW |
1.0103 |
|
0.618 |
1.0075 |
|
1.000 |
1.0057 |
|
1.618 |
1.0029 |
|
2.618 |
0.9983 |
|
4.250 |
0.9908 |
|
|
| Fisher Pivots for day following 10-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0126 |
1.0123 |
| PP |
1.0126 |
1.0121 |
| S1 |
1.0126 |
1.0118 |
|