CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 01-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9745 |
0.9681 |
-0.0064 |
-0.7% |
0.9758 |
| High |
0.9760 |
0.9720 |
-0.0040 |
-0.4% |
0.9760 |
| Low |
0.9674 |
0.9646 |
-0.0028 |
-0.3% |
0.9646 |
| Close |
0.9684 |
0.9699 |
0.0015 |
0.2% |
0.9699 |
| Range |
0.0086 |
0.0074 |
-0.0012 |
-14.0% |
0.0114 |
| ATR |
0.0053 |
0.0055 |
0.0001 |
2.8% |
0.0000 |
| Volume |
3,294 |
1,886 |
-1,408 |
-42.7% |
9,344 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9910 |
0.9879 |
0.9740 |
|
| R3 |
0.9836 |
0.9805 |
0.9719 |
|
| R2 |
0.9762 |
0.9762 |
0.9713 |
|
| R1 |
0.9731 |
0.9731 |
0.9706 |
0.9747 |
| PP |
0.9688 |
0.9688 |
0.9688 |
0.9696 |
| S1 |
0.9657 |
0.9657 |
0.9692 |
0.9673 |
| S2 |
0.9614 |
0.9614 |
0.9685 |
|
| S3 |
0.9540 |
0.9583 |
0.9679 |
|
| S4 |
0.9466 |
0.9509 |
0.9658 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0044 |
0.9985 |
0.9762 |
|
| R3 |
0.9930 |
0.9871 |
0.9730 |
|
| R2 |
0.9816 |
0.9816 |
0.9720 |
|
| R1 |
0.9757 |
0.9757 |
0.9709 |
0.9730 |
| PP |
0.9702 |
0.9702 |
0.9702 |
0.9688 |
| S1 |
0.9643 |
0.9643 |
0.9689 |
0.9616 |
| S2 |
0.9588 |
0.9588 |
0.9678 |
|
| S3 |
0.9474 |
0.9529 |
0.9668 |
|
| S4 |
0.9360 |
0.9415 |
0.9636 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9760 |
0.9646 |
0.0114 |
1.2% |
0.0062 |
0.6% |
46% |
False |
True |
1,868 |
| 10 |
0.9960 |
0.9646 |
0.0314 |
3.2% |
0.0064 |
0.7% |
17% |
False |
True |
1,335 |
| 20 |
1.0035 |
0.9646 |
0.0389 |
4.0% |
0.0053 |
0.5% |
14% |
False |
True |
820 |
| 40 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0047 |
0.5% |
10% |
False |
True |
595 |
| 60 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0040 |
0.4% |
10% |
False |
True |
423 |
| 80 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0036 |
0.4% |
10% |
False |
True |
330 |
| 100 |
1.0186 |
0.9646 |
0.0540 |
5.6% |
0.0033 |
0.3% |
10% |
False |
True |
271 |
| 120 |
1.0254 |
0.9646 |
0.0608 |
6.3% |
0.0031 |
0.3% |
9% |
False |
True |
230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0035 |
|
2.618 |
0.9914 |
|
1.618 |
0.9840 |
|
1.000 |
0.9794 |
|
0.618 |
0.9766 |
|
HIGH |
0.9720 |
|
0.618 |
0.9692 |
|
0.500 |
0.9683 |
|
0.382 |
0.9674 |
|
LOW |
0.9646 |
|
0.618 |
0.9600 |
|
1.000 |
0.9572 |
|
1.618 |
0.9526 |
|
2.618 |
0.9452 |
|
4.250 |
0.9332 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9694 |
0.9703 |
| PP |
0.9688 |
0.9702 |
| S1 |
0.9683 |
0.9700 |
|