CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 05-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9712 |
0.9713 |
0.0001 |
0.0% |
0.9758 |
| High |
0.9715 |
0.9727 |
0.0012 |
0.1% |
0.9760 |
| Low |
0.9678 |
0.9694 |
0.0016 |
0.2% |
0.9646 |
| Close |
0.9705 |
0.9707 |
0.0002 |
0.0% |
0.9699 |
| Range |
0.0037 |
0.0033 |
-0.0004 |
-10.8% |
0.0114 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
6,425 |
2,290 |
-4,135 |
-64.4% |
9,344 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9808 |
0.9791 |
0.9725 |
|
| R3 |
0.9775 |
0.9758 |
0.9716 |
|
| R2 |
0.9742 |
0.9742 |
0.9713 |
|
| R1 |
0.9725 |
0.9725 |
0.9710 |
0.9717 |
| PP |
0.9709 |
0.9709 |
0.9709 |
0.9706 |
| S1 |
0.9692 |
0.9692 |
0.9704 |
0.9684 |
| S2 |
0.9676 |
0.9676 |
0.9701 |
|
| S3 |
0.9643 |
0.9659 |
0.9698 |
|
| S4 |
0.9610 |
0.9626 |
0.9689 |
|
|
| 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% |
0.0055 |
0.6% |
54% |
False |
False |
2,999 |
| 10 |
0.9861 |
0.9646 |
0.0215 |
2.2% |
0.0057 |
0.6% |
28% |
False |
False |
2,114 |
| 20 |
1.0035 |
0.9646 |
0.0389 |
4.0% |
0.0053 |
0.5% |
16% |
False |
False |
1,219 |
| 40 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0047 |
0.5% |
12% |
False |
False |
811 |
| 60 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0041 |
0.4% |
12% |
False |
False |
568 |
| 80 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0037 |
0.4% |
12% |
False |
False |
439 |
| 100 |
1.0169 |
0.9646 |
0.0523 |
5.4% |
0.0034 |
0.3% |
12% |
False |
False |
357 |
| 120 |
1.0254 |
0.9646 |
0.0608 |
6.3% |
0.0032 |
0.3% |
10% |
False |
False |
302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9867 |
|
2.618 |
0.9813 |
|
1.618 |
0.9780 |
|
1.000 |
0.9760 |
|
0.618 |
0.9747 |
|
HIGH |
0.9727 |
|
0.618 |
0.9714 |
|
0.500 |
0.9711 |
|
0.382 |
0.9707 |
|
LOW |
0.9694 |
|
0.618 |
0.9674 |
|
1.000 |
0.9661 |
|
1.618 |
0.9641 |
|
2.618 |
0.9608 |
|
4.250 |
0.9554 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9711 |
0.9700 |
| PP |
0.9709 |
0.9693 |
| S1 |
0.9708 |
0.9687 |
|