CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 13-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9724 |
0.9724 |
0.0000 |
0.0% |
0.9712 |
| High |
0.9734 |
0.9739 |
0.0005 |
0.1% |
0.9750 |
| Low |
0.9701 |
0.9691 |
-0.0010 |
-0.1% |
0.9650 |
| Close |
0.9723 |
0.9712 |
-0.0011 |
-0.1% |
0.9698 |
| Range |
0.0033 |
0.0048 |
0.0015 |
45.5% |
0.0100 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
34,555 |
64,959 |
30,404 |
88.0% |
57,996 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9858 |
0.9833 |
0.9738 |
|
| R3 |
0.9810 |
0.9785 |
0.9725 |
|
| R2 |
0.9762 |
0.9762 |
0.9721 |
|
| R1 |
0.9737 |
0.9737 |
0.9716 |
0.9726 |
| PP |
0.9714 |
0.9714 |
0.9714 |
0.9708 |
| S1 |
0.9689 |
0.9689 |
0.9708 |
0.9678 |
| S2 |
0.9666 |
0.9666 |
0.9703 |
|
| S3 |
0.9618 |
0.9641 |
0.9699 |
|
| S4 |
0.9570 |
0.9593 |
0.9686 |
|
|
| 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 |
0.9659 |
0.0091 |
0.9% |
0.0047 |
0.5% |
58% |
False |
False |
32,833 |
| 10 |
0.9760 |
0.9646 |
0.0114 |
1.2% |
0.0054 |
0.6% |
58% |
False |
False |
18,621 |
| 20 |
0.9972 |
0.9646 |
0.0326 |
3.4% |
0.0053 |
0.5% |
20% |
False |
False |
9,733 |
| 40 |
1.0130 |
0.9646 |
0.0484 |
5.0% |
0.0051 |
0.5% |
14% |
False |
False |
5,109 |
| 60 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0043 |
0.4% |
13% |
False |
False |
3,431 |
| 80 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0038 |
0.4% |
13% |
False |
False |
2,587 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0036 |
0.4% |
13% |
False |
False |
2,078 |
| 120 |
1.0200 |
0.9646 |
0.0554 |
5.7% |
0.0033 |
0.3% |
12% |
False |
False |
1,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9943 |
|
2.618 |
0.9865 |
|
1.618 |
0.9817 |
|
1.000 |
0.9787 |
|
0.618 |
0.9769 |
|
HIGH |
0.9739 |
|
0.618 |
0.9721 |
|
0.500 |
0.9715 |
|
0.382 |
0.9709 |
|
LOW |
0.9691 |
|
0.618 |
0.9661 |
|
1.000 |
0.9643 |
|
1.618 |
0.9613 |
|
2.618 |
0.9565 |
|
4.250 |
0.9487 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9715 |
0.9715 |
| PP |
0.9714 |
0.9714 |
| S1 |
0.9713 |
0.9713 |
|