CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 07-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9715 |
0.9663 |
-0.0052 |
-0.5% |
0.9758 |
| High |
0.9728 |
0.9701 |
-0.0027 |
-0.3% |
0.9760 |
| Low |
0.9650 |
0.9659 |
0.0009 |
0.1% |
0.9646 |
| Close |
0.9675 |
0.9698 |
0.0023 |
0.2% |
0.9699 |
| Range |
0.0078 |
0.0042 |
-0.0036 |
-46.2% |
0.0114 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
8,150 |
7,899 |
-251 |
-3.1% |
9,344 |
|
| Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9812 |
0.9797 |
0.9721 |
|
| R3 |
0.9770 |
0.9755 |
0.9710 |
|
| R2 |
0.9728 |
0.9728 |
0.9706 |
|
| R1 |
0.9713 |
0.9713 |
0.9702 |
0.9721 |
| PP |
0.9686 |
0.9686 |
0.9686 |
0.9690 |
| S1 |
0.9671 |
0.9671 |
0.9694 |
0.9679 |
| S2 |
0.9644 |
0.9644 |
0.9690 |
|
| S3 |
0.9602 |
0.9629 |
0.9686 |
|
| S4 |
0.9560 |
0.9587 |
0.9675 |
|
|
| 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 |
0.9728 |
0.9646 |
0.0082 |
0.8% |
0.0053 |
0.5% |
63% |
False |
False |
5,330 |
| 10 |
0.9818 |
0.9646 |
0.0172 |
1.8% |
0.0059 |
0.6% |
30% |
False |
False |
3,457 |
| 20 |
1.0035 |
0.9646 |
0.0389 |
4.0% |
0.0055 |
0.6% |
13% |
False |
False |
1,999 |
| 40 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0049 |
0.5% |
10% |
False |
False |
1,209 |
| 60 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0041 |
0.4% |
10% |
False |
False |
834 |
| 80 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0036 |
0.4% |
10% |
False |
False |
639 |
| 100 |
1.0169 |
0.9646 |
0.0523 |
5.4% |
0.0035 |
0.4% |
10% |
False |
False |
518 |
| 120 |
1.0232 |
0.9646 |
0.0586 |
6.0% |
0.0032 |
0.3% |
9% |
False |
False |
435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9880 |
|
2.618 |
0.9811 |
|
1.618 |
0.9769 |
|
1.000 |
0.9743 |
|
0.618 |
0.9727 |
|
HIGH |
0.9701 |
|
0.618 |
0.9685 |
|
0.500 |
0.9680 |
|
0.382 |
0.9675 |
|
LOW |
0.9659 |
|
0.618 |
0.9633 |
|
1.000 |
0.9617 |
|
1.618 |
0.9591 |
|
2.618 |
0.9549 |
|
4.250 |
0.9481 |
|
|
| Fisher Pivots for day following 07-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9692 |
0.9695 |
| PP |
0.9686 |
0.9692 |
| S1 |
0.9680 |
0.9689 |
|