CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 23-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0042 |
1.0042 |
0.0000 |
0.0% |
1.0133 |
| High |
1.0058 |
1.0060 |
0.0002 |
0.0% |
1.0133 |
| Low |
1.0026 |
0.9965 |
-0.0061 |
-0.6% |
1.0025 |
| Close |
1.0042 |
0.9974 |
-0.0068 |
-0.7% |
1.0042 |
| Range |
0.0032 |
0.0095 |
0.0063 |
196.9% |
0.0108 |
| ATR |
0.0039 |
0.0043 |
0.0004 |
10.5% |
0.0000 |
| Volume |
230 |
174 |
-56 |
-24.3% |
206 |
|
| Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0285 |
1.0224 |
1.0026 |
|
| R3 |
1.0190 |
1.0129 |
1.0000 |
|
| R2 |
1.0095 |
1.0095 |
0.9991 |
|
| R1 |
1.0034 |
1.0034 |
0.9983 |
1.0017 |
| PP |
1.0000 |
1.0000 |
1.0000 |
0.9991 |
| S1 |
0.9939 |
0.9939 |
0.9965 |
0.9922 |
| S2 |
0.9905 |
0.9905 |
0.9957 |
|
| S3 |
0.9810 |
0.9844 |
0.9948 |
|
| S4 |
0.9715 |
0.9749 |
0.9922 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0391 |
1.0324 |
1.0101 |
|
| R3 |
1.0283 |
1.0216 |
1.0072 |
|
| R2 |
1.0175 |
1.0175 |
1.0062 |
|
| R1 |
1.0108 |
1.0108 |
1.0052 |
1.0088 |
| PP |
1.0067 |
1.0067 |
1.0067 |
1.0056 |
| S1 |
1.0000 |
1.0000 |
1.0032 |
0.9980 |
| S2 |
0.9959 |
0.9959 |
1.0022 |
|
| S3 |
0.9851 |
0.9892 |
1.0012 |
|
| S4 |
0.9743 |
0.9784 |
0.9983 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0123 |
0.9965 |
0.0158 |
1.6% |
0.0050 |
0.5% |
6% |
False |
True |
108 |
| 10 |
1.0151 |
0.9965 |
0.0186 |
1.9% |
0.0041 |
0.4% |
5% |
False |
True |
81 |
| 20 |
1.0151 |
0.9965 |
0.0186 |
1.9% |
0.0036 |
0.4% |
5% |
False |
True |
82 |
| 40 |
1.0151 |
0.9965 |
0.0186 |
1.9% |
0.0029 |
0.3% |
5% |
False |
True |
70 |
| 60 |
1.0151 |
0.9900 |
0.0251 |
2.5% |
0.0026 |
0.3% |
29% |
False |
False |
62 |
| 80 |
1.0200 |
0.9900 |
0.0300 |
3.0% |
0.0026 |
0.3% |
25% |
False |
False |
54 |
| 100 |
1.0254 |
0.9900 |
0.0354 |
3.5% |
0.0025 |
0.2% |
21% |
False |
False |
50 |
| 120 |
1.0254 |
0.9845 |
0.0409 |
4.1% |
0.0023 |
0.2% |
32% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0464 |
|
2.618 |
1.0309 |
|
1.618 |
1.0214 |
|
1.000 |
1.0155 |
|
0.618 |
1.0119 |
|
HIGH |
1.0060 |
|
0.618 |
1.0024 |
|
0.500 |
1.0013 |
|
0.382 |
1.0001 |
|
LOW |
0.9965 |
|
0.618 |
0.9906 |
|
1.000 |
0.9870 |
|
1.618 |
0.9811 |
|
2.618 |
0.9716 |
|
4.250 |
0.9561 |
|
|
| Fisher Pivots for day following 23-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0013 |
1.0029 |
| PP |
1.0000 |
1.0010 |
| S1 |
0.9987 |
0.9992 |
|