CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 29-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9898 |
0.9919 |
0.0021 |
0.2% |
1.0042 |
| High |
0.9907 |
0.9956 |
0.0049 |
0.5% |
1.0060 |
| Low |
0.9871 |
0.9909 |
0.0038 |
0.4% |
0.9870 |
| Close |
0.9905 |
0.9946 |
0.0041 |
0.4% |
0.9891 |
| Range |
0.0036 |
0.0047 |
0.0011 |
30.6% |
0.0190 |
| ATR |
0.0044 |
0.0045 |
0.0000 |
1.1% |
0.0000 |
| Volume |
2,021 |
1,502 |
-519 |
-25.7% |
2,968 |
|
| Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0078 |
1.0059 |
0.9972 |
|
| R3 |
1.0031 |
1.0012 |
0.9959 |
|
| R2 |
0.9984 |
0.9984 |
0.9955 |
|
| R1 |
0.9965 |
0.9965 |
0.9950 |
0.9975 |
| PP |
0.9937 |
0.9937 |
0.9937 |
0.9942 |
| S1 |
0.9918 |
0.9918 |
0.9942 |
0.9928 |
| S2 |
0.9890 |
0.9890 |
0.9937 |
|
| S3 |
0.9843 |
0.9871 |
0.9933 |
|
| S4 |
0.9796 |
0.9824 |
0.9920 |
|
|
| 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% |
0.0059 |
0.6% |
40% |
False |
False |
1,252 |
| 10 |
1.0130 |
0.9870 |
0.0260 |
2.6% |
0.0048 |
0.5% |
29% |
False |
False |
665 |
| 20 |
1.0151 |
0.9870 |
0.0281 |
2.8% |
0.0041 |
0.4% |
27% |
False |
False |
368 |
| 40 |
1.0151 |
0.9870 |
0.0281 |
2.8% |
0.0031 |
0.3% |
27% |
False |
False |
218 |
| 60 |
1.0151 |
0.9870 |
0.0281 |
2.8% |
0.0029 |
0.3% |
27% |
False |
False |
163 |
| 80 |
1.0200 |
0.9870 |
0.0330 |
3.3% |
0.0029 |
0.3% |
23% |
False |
False |
130 |
| 100 |
1.0254 |
0.9870 |
0.0384 |
3.9% |
0.0027 |
0.3% |
20% |
False |
False |
109 |
| 120 |
1.0254 |
0.9870 |
0.0384 |
3.9% |
0.0024 |
0.2% |
20% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0156 |
|
2.618 |
1.0079 |
|
1.618 |
1.0032 |
|
1.000 |
1.0003 |
|
0.618 |
0.9985 |
|
HIGH |
0.9956 |
|
0.618 |
0.9938 |
|
0.500 |
0.9933 |
|
0.382 |
0.9927 |
|
LOW |
0.9909 |
|
0.618 |
0.9880 |
|
1.000 |
0.9862 |
|
1.618 |
0.9833 |
|
2.618 |
0.9786 |
|
4.250 |
0.9709 |
|
|
| Fisher Pivots for day following 29-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9942 |
0.9935 |
| PP |
0.9937 |
0.9924 |
| S1 |
0.9933 |
0.9913 |
|