CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 28-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9944 |
0.9898 |
-0.0046 |
-0.5% |
1.0042 |
| High |
0.9944 |
0.9907 |
-0.0037 |
-0.4% |
1.0060 |
| Low |
0.9870 |
0.9871 |
0.0001 |
0.0% |
0.9870 |
| Close |
0.9891 |
0.9905 |
0.0014 |
0.1% |
0.9891 |
| Range |
0.0074 |
0.0036 |
-0.0038 |
-51.4% |
0.0190 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
1,362 |
2,021 |
659 |
48.4% |
2,968 |
|
| Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0002 |
0.9990 |
0.9925 |
|
| R3 |
0.9966 |
0.9954 |
0.9915 |
|
| R2 |
0.9930 |
0.9930 |
0.9912 |
|
| R1 |
0.9918 |
0.9918 |
0.9908 |
0.9924 |
| PP |
0.9894 |
0.9894 |
0.9894 |
0.9898 |
| S1 |
0.9882 |
0.9882 |
0.9902 |
0.9888 |
| S2 |
0.9858 |
0.9858 |
0.9898 |
|
| S3 |
0.9822 |
0.9846 |
0.9895 |
|
| S4 |
0.9786 |
0.9810 |
0.9885 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0510 |
1.0391 |
0.9996 |
|
| R3 |
1.0320 |
1.0201 |
0.9943 |
|
| R2 |
1.0130 |
1.0130 |
0.9926 |
|
| R1 |
1.0011 |
1.0011 |
0.9908 |
0.9976 |
| PP |
0.9940 |
0.9940 |
0.9940 |
0.9923 |
| S1 |
0.9821 |
0.9821 |
0.9874 |
0.9786 |
| S2 |
0.9750 |
0.9750 |
0.9856 |
|
| S3 |
0.9560 |
0.9631 |
0.9839 |
|
| S4 |
0.9370 |
0.9441 |
0.9787 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0060 |
0.9870 |
0.0190 |
1.9% |
0.0056 |
0.6% |
18% |
False |
False |
997 |
| 10 |
1.0133 |
0.9870 |
0.0263 |
2.7% |
0.0046 |
0.5% |
13% |
False |
False |
519 |
| 20 |
1.0151 |
0.9870 |
0.0281 |
2.8% |
0.0039 |
0.4% |
12% |
False |
False |
296 |
| 40 |
1.0151 |
0.9870 |
0.0281 |
2.8% |
0.0030 |
0.3% |
12% |
False |
False |
181 |
| 60 |
1.0151 |
0.9870 |
0.0281 |
2.8% |
0.0028 |
0.3% |
12% |
False |
False |
138 |
| 80 |
1.0200 |
0.9870 |
0.0330 |
3.3% |
0.0028 |
0.3% |
11% |
False |
False |
111 |
| 100 |
1.0254 |
0.9870 |
0.0384 |
3.9% |
0.0026 |
0.3% |
9% |
False |
False |
94 |
| 120 |
1.0254 |
0.9870 |
0.0384 |
3.9% |
0.0024 |
0.2% |
9% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0060 |
|
2.618 |
1.0001 |
|
1.618 |
0.9965 |
|
1.000 |
0.9943 |
|
0.618 |
0.9929 |
|
HIGH |
0.9907 |
|
0.618 |
0.9893 |
|
0.500 |
0.9889 |
|
0.382 |
0.9885 |
|
LOW |
0.9871 |
|
0.618 |
0.9849 |
|
1.000 |
0.9835 |
|
1.618 |
0.9813 |
|
2.618 |
0.9777 |
|
4.250 |
0.9718 |
|
|
| Fisher Pivots for day following 28-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9900 |
0.9924 |
| PP |
0.9894 |
0.9918 |
| S1 |
0.9889 |
0.9911 |
|