CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 30-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9919 |
0.9955 |
0.0036 |
0.4% |
1.0042 |
| High |
0.9956 |
0.9962 |
0.0006 |
0.1% |
1.0060 |
| Low |
0.9909 |
0.9924 |
0.0015 |
0.2% |
0.9870 |
| Close |
0.9946 |
0.9953 |
0.0007 |
0.1% |
0.9891 |
| Range |
0.0047 |
0.0038 |
-0.0009 |
-19.1% |
0.0190 |
| ATR |
0.0045 |
0.0044 |
0.0000 |
-1.1% |
0.0000 |
| Volume |
1,502 |
149 |
-1,353 |
-90.1% |
2,968 |
|
| Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0060 |
1.0045 |
0.9974 |
|
| R3 |
1.0022 |
1.0007 |
0.9963 |
|
| R2 |
0.9984 |
0.9984 |
0.9960 |
|
| R1 |
0.9969 |
0.9969 |
0.9956 |
0.9958 |
| PP |
0.9946 |
0.9946 |
0.9946 |
0.9941 |
| S1 |
0.9931 |
0.9931 |
0.9950 |
0.9920 |
| S2 |
0.9908 |
0.9908 |
0.9946 |
|
| S3 |
0.9870 |
0.9893 |
0.9943 |
|
| S4 |
0.9832 |
0.9855 |
0.9932 |
|
|
| 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 |
0.9978 |
0.9870 |
0.0108 |
1.1% |
0.0048 |
0.5% |
77% |
False |
False |
1,247 |
| 10 |
1.0123 |
0.9870 |
0.0253 |
2.5% |
0.0049 |
0.5% |
33% |
False |
False |
677 |
| 20 |
1.0151 |
0.9870 |
0.0281 |
2.8% |
0.0040 |
0.4% |
30% |
False |
False |
367 |
| 40 |
1.0151 |
0.9870 |
0.0281 |
2.8% |
0.0032 |
0.3% |
30% |
False |
False |
221 |
| 60 |
1.0151 |
0.9870 |
0.0281 |
2.8% |
0.0029 |
0.3% |
30% |
False |
False |
164 |
| 80 |
1.0200 |
0.9870 |
0.0330 |
3.3% |
0.0028 |
0.3% |
25% |
False |
False |
132 |
| 100 |
1.0254 |
0.9870 |
0.0384 |
3.9% |
0.0026 |
0.3% |
22% |
False |
False |
110 |
| 120 |
1.0254 |
0.9870 |
0.0384 |
3.9% |
0.0024 |
0.2% |
22% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0124 |
|
2.618 |
1.0061 |
|
1.618 |
1.0023 |
|
1.000 |
1.0000 |
|
0.618 |
0.9985 |
|
HIGH |
0.9962 |
|
0.618 |
0.9947 |
|
0.500 |
0.9943 |
|
0.382 |
0.9939 |
|
LOW |
0.9924 |
|
0.618 |
0.9901 |
|
1.000 |
0.9886 |
|
1.618 |
0.9863 |
|
2.618 |
0.9825 |
|
4.250 |
0.9763 |
|
|
| Fisher Pivots for day following 30-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9950 |
0.9941 |
| PP |
0.9946 |
0.9929 |
| S1 |
0.9943 |
0.9917 |
|