CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 17-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0106 |
1.0088 |
-0.0018 |
-0.2% |
1.0095 |
| High |
1.0115 |
1.0123 |
0.0008 |
0.1% |
1.0151 |
| Low |
1.0092 |
1.0088 |
-0.0004 |
0.0% |
1.0087 |
| Close |
1.0107 |
1.0117 |
0.0010 |
0.1% |
1.0129 |
| Range |
0.0023 |
0.0035 |
0.0012 |
52.2% |
0.0064 |
| ATR |
0.0035 |
0.0035 |
0.0000 |
0.0% |
0.0000 |
| Volume |
30 |
61 |
31 |
103.3% |
322 |
|
| Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0214 |
1.0201 |
1.0136 |
|
| R3 |
1.0179 |
1.0166 |
1.0127 |
|
| R2 |
1.0144 |
1.0144 |
1.0123 |
|
| R1 |
1.0131 |
1.0131 |
1.0120 |
1.0138 |
| PP |
1.0109 |
1.0109 |
1.0109 |
1.0113 |
| S1 |
1.0096 |
1.0096 |
1.0114 |
1.0103 |
| S2 |
1.0074 |
1.0074 |
1.0111 |
|
| S3 |
1.0039 |
1.0061 |
1.0107 |
|
| S4 |
1.0004 |
1.0026 |
1.0098 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0314 |
1.0286 |
1.0164 |
|
| R3 |
1.0250 |
1.0222 |
1.0147 |
|
| R2 |
1.0186 |
1.0186 |
1.0141 |
|
| R1 |
1.0158 |
1.0158 |
1.0135 |
1.0172 |
| PP |
1.0122 |
1.0122 |
1.0122 |
1.0130 |
| S1 |
1.0094 |
1.0094 |
1.0123 |
1.0108 |
| S2 |
1.0058 |
1.0058 |
1.0117 |
|
| S3 |
0.9994 |
1.0030 |
1.0111 |
|
| S4 |
0.9930 |
0.9966 |
1.0094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0151 |
1.0088 |
0.0063 |
0.6% |
0.0030 |
0.3% |
46% |
False |
True |
61 |
| 10 |
1.0151 |
1.0043 |
0.0108 |
1.1% |
0.0030 |
0.3% |
69% |
False |
False |
51 |
| 20 |
1.0151 |
0.9995 |
0.0156 |
1.5% |
0.0031 |
0.3% |
78% |
False |
False |
73 |
| 40 |
1.0151 |
0.9972 |
0.0179 |
1.8% |
0.0026 |
0.3% |
81% |
False |
False |
60 |
| 60 |
1.0151 |
0.9900 |
0.0251 |
2.5% |
0.0025 |
0.2% |
86% |
False |
False |
58 |
| 80 |
1.0200 |
0.9900 |
0.0300 |
3.0% |
0.0024 |
0.2% |
72% |
False |
False |
50 |
| 100 |
1.0254 |
0.9900 |
0.0354 |
3.5% |
0.0023 |
0.2% |
61% |
False |
False |
46 |
| 120 |
1.0254 |
0.9845 |
0.0409 |
4.0% |
0.0022 |
0.2% |
67% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0272 |
|
2.618 |
1.0215 |
|
1.618 |
1.0180 |
|
1.000 |
1.0158 |
|
0.618 |
1.0145 |
|
HIGH |
1.0123 |
|
0.618 |
1.0110 |
|
0.500 |
1.0106 |
|
0.382 |
1.0101 |
|
LOW |
1.0088 |
|
0.618 |
1.0066 |
|
1.000 |
1.0053 |
|
1.618 |
1.0031 |
|
2.618 |
0.9996 |
|
4.250 |
0.9939 |
|
|
| Fisher Pivots for day following 17-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0113 |
1.0114 |
| PP |
1.0109 |
1.0112 |
| S1 |
1.0106 |
1.0109 |
|