CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 04-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9681 |
0.9712 |
0.0031 |
0.3% |
0.9758 |
| High |
0.9720 |
0.9715 |
-0.0005 |
-0.1% |
0.9760 |
| Low |
0.9646 |
0.9678 |
0.0032 |
0.3% |
0.9646 |
| Close |
0.9699 |
0.9705 |
0.0006 |
0.1% |
0.9699 |
| Range |
0.0074 |
0.0037 |
-0.0037 |
-50.0% |
0.0114 |
| ATR |
0.0055 |
0.0053 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
1,886 |
6,425 |
4,539 |
240.7% |
9,344 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9810 |
0.9795 |
0.9725 |
|
| R3 |
0.9773 |
0.9758 |
0.9715 |
|
| R2 |
0.9736 |
0.9736 |
0.9712 |
|
| R1 |
0.9721 |
0.9721 |
0.9708 |
0.9710 |
| PP |
0.9699 |
0.9699 |
0.9699 |
0.9694 |
| S1 |
0.9684 |
0.9684 |
0.9702 |
0.9673 |
| S2 |
0.9662 |
0.9662 |
0.9698 |
|
| S3 |
0.9625 |
0.9647 |
0.9695 |
|
| S4 |
0.9588 |
0.9610 |
0.9685 |
|
|
| 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% |
0.0059 |
0.6% |
52% |
False |
False |
2,847 |
| 10 |
0.9910 |
0.9646 |
0.0264 |
2.7% |
0.0061 |
0.6% |
22% |
False |
False |
1,938 |
| 20 |
1.0035 |
0.9646 |
0.0389 |
4.0% |
0.0053 |
0.5% |
15% |
False |
False |
1,133 |
| 40 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0048 |
0.5% |
12% |
False |
False |
754 |
| 60 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0040 |
0.4% |
12% |
False |
False |
530 |
| 80 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0036 |
0.4% |
12% |
False |
False |
410 |
| 100 |
1.0169 |
0.9646 |
0.0523 |
5.4% |
0.0034 |
0.3% |
11% |
False |
False |
335 |
| 120 |
1.0254 |
0.9646 |
0.0608 |
6.3% |
0.0032 |
0.3% |
10% |
False |
False |
283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9872 |
|
2.618 |
0.9812 |
|
1.618 |
0.9775 |
|
1.000 |
0.9752 |
|
0.618 |
0.9738 |
|
HIGH |
0.9715 |
|
0.618 |
0.9701 |
|
0.500 |
0.9697 |
|
0.382 |
0.9692 |
|
LOW |
0.9678 |
|
0.618 |
0.9655 |
|
1.000 |
0.9641 |
|
1.618 |
0.9618 |
|
2.618 |
0.9581 |
|
4.250 |
0.9521 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9702 |
0.9704 |
| PP |
0.9699 |
0.9704 |
| S1 |
0.9697 |
0.9703 |
|