CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 31-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9955 |
0.9956 |
0.0001 |
0.0% |
1.0042 |
| High |
0.9962 |
1.0010 |
0.0048 |
0.5% |
1.0060 |
| Low |
0.9924 |
0.9938 |
0.0014 |
0.1% |
0.9870 |
| Close |
0.9953 |
0.9995 |
0.0042 |
0.4% |
0.9891 |
| Range |
0.0038 |
0.0072 |
0.0034 |
89.5% |
0.0190 |
| ATR |
0.0044 |
0.0046 |
0.0002 |
4.5% |
0.0000 |
| Volume |
149 |
148 |
-1 |
-0.7% |
2,968 |
|
| Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0197 |
1.0168 |
1.0035 |
|
| R3 |
1.0125 |
1.0096 |
1.0015 |
|
| R2 |
1.0053 |
1.0053 |
1.0008 |
|
| R1 |
1.0024 |
1.0024 |
1.0002 |
1.0039 |
| PP |
0.9981 |
0.9981 |
0.9981 |
0.9988 |
| S1 |
0.9952 |
0.9952 |
0.9988 |
0.9967 |
| S2 |
0.9909 |
0.9909 |
0.9982 |
|
| S3 |
0.9837 |
0.9880 |
0.9975 |
|
| S4 |
0.9765 |
0.9808 |
0.9955 |
|
|
| 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 |
1.0010 |
0.9870 |
0.0140 |
1.4% |
0.0053 |
0.5% |
89% |
True |
False |
1,036 |
| 10 |
1.0123 |
0.9870 |
0.0253 |
2.5% |
0.0054 |
0.5% |
49% |
False |
False |
689 |
| 20 |
1.0151 |
0.9870 |
0.0281 |
2.8% |
0.0042 |
0.4% |
44% |
False |
False |
370 |
| 40 |
1.0151 |
0.9870 |
0.0281 |
2.8% |
0.0033 |
0.3% |
44% |
False |
False |
224 |
| 60 |
1.0151 |
0.9870 |
0.0281 |
2.8% |
0.0030 |
0.3% |
44% |
False |
False |
167 |
| 80 |
1.0186 |
0.9870 |
0.0316 |
3.2% |
0.0028 |
0.3% |
40% |
False |
False |
133 |
| 100 |
1.0254 |
0.9870 |
0.0384 |
3.8% |
0.0027 |
0.3% |
33% |
False |
False |
111 |
| 120 |
1.0254 |
0.9870 |
0.0384 |
3.8% |
0.0025 |
0.3% |
33% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0316 |
|
2.618 |
1.0198 |
|
1.618 |
1.0126 |
|
1.000 |
1.0082 |
|
0.618 |
1.0054 |
|
HIGH |
1.0010 |
|
0.618 |
0.9982 |
|
0.500 |
0.9974 |
|
0.382 |
0.9966 |
|
LOW |
0.9938 |
|
0.618 |
0.9894 |
|
1.000 |
0.9866 |
|
1.618 |
0.9822 |
|
2.618 |
0.9750 |
|
4.250 |
0.9632 |
|
|
| Fisher Pivots for day following 31-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9988 |
0.9983 |
| PP |
0.9981 |
0.9971 |
| S1 |
0.9974 |
0.9960 |
|