CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 12-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9698 |
0.9724 |
0.0026 |
0.3% |
0.9712 |
| High |
0.9729 |
0.9734 |
0.0005 |
0.1% |
0.9750 |
| Low |
0.9692 |
0.9701 |
0.0009 |
0.1% |
0.9650 |
| Close |
0.9723 |
0.9723 |
0.0000 |
0.0% |
0.9698 |
| Range |
0.0037 |
0.0033 |
-0.0004 |
-10.8% |
0.0100 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
23,522 |
34,555 |
11,033 |
46.9% |
57,996 |
|
| Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9818 |
0.9804 |
0.9741 |
|
| R3 |
0.9785 |
0.9771 |
0.9732 |
|
| R2 |
0.9752 |
0.9752 |
0.9729 |
|
| R1 |
0.9738 |
0.9738 |
0.9726 |
0.9729 |
| PP |
0.9719 |
0.9719 |
0.9719 |
0.9715 |
| S1 |
0.9705 |
0.9705 |
0.9720 |
0.9696 |
| S2 |
0.9686 |
0.9686 |
0.9717 |
|
| S3 |
0.9653 |
0.9672 |
0.9714 |
|
| S4 |
0.9620 |
0.9639 |
0.9705 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9999 |
0.9949 |
0.9753 |
|
| R3 |
0.9899 |
0.9849 |
0.9726 |
|
| R2 |
0.9799 |
0.9799 |
0.9716 |
|
| R1 |
0.9749 |
0.9749 |
0.9707 |
0.9724 |
| PP |
0.9699 |
0.9699 |
0.9699 |
0.9687 |
| S1 |
0.9649 |
0.9649 |
0.9689 |
0.9624 |
| S2 |
0.9599 |
0.9599 |
0.9680 |
|
| S3 |
0.9499 |
0.9549 |
0.9671 |
|
| S4 |
0.9399 |
0.9449 |
0.9643 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9750 |
0.9650 |
0.0100 |
1.0% |
0.0053 |
0.5% |
73% |
False |
False |
21,471 |
| 10 |
0.9760 |
0.9646 |
0.0114 |
1.2% |
0.0054 |
0.6% |
68% |
False |
False |
12,235 |
| 20 |
0.9972 |
0.9646 |
0.0326 |
3.4% |
0.0054 |
0.6% |
24% |
False |
False |
6,509 |
| 40 |
1.0133 |
0.9646 |
0.0487 |
5.0% |
0.0050 |
0.5% |
16% |
False |
False |
3,487 |
| 60 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0043 |
0.4% |
15% |
False |
False |
2,349 |
| 80 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0037 |
0.4% |
15% |
False |
False |
1,775 |
| 100 |
1.0169 |
0.9646 |
0.0523 |
5.4% |
0.0036 |
0.4% |
15% |
False |
False |
1,429 |
| 120 |
1.0200 |
0.9646 |
0.0554 |
5.7% |
0.0033 |
0.3% |
14% |
False |
False |
1,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9874 |
|
2.618 |
0.9820 |
|
1.618 |
0.9787 |
|
1.000 |
0.9767 |
|
0.618 |
0.9754 |
|
HIGH |
0.9734 |
|
0.618 |
0.9721 |
|
0.500 |
0.9718 |
|
0.382 |
0.9714 |
|
LOW |
0.9701 |
|
0.618 |
0.9681 |
|
1.000 |
0.9668 |
|
1.618 |
0.9648 |
|
2.618 |
0.9615 |
|
4.250 |
0.9561 |
|
|
| Fisher Pivots for day following 12-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9721 |
0.9719 |
| PP |
0.9719 |
0.9716 |
| S1 |
0.9718 |
0.9712 |
|