CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 14-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9724 |
0.9709 |
-0.0015 |
-0.2% |
0.9712 |
| High |
0.9739 |
0.9771 |
0.0032 |
0.3% |
0.9750 |
| Low |
0.9691 |
0.9703 |
0.0012 |
0.1% |
0.9650 |
| Close |
0.9712 |
0.9760 |
0.0048 |
0.5% |
0.9698 |
| Range |
0.0048 |
0.0068 |
0.0020 |
41.7% |
0.0100 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
2.3% |
0.0000 |
| Volume |
64,959 |
60,021 |
-4,938 |
-7.6% |
57,996 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9949 |
0.9922 |
0.9797 |
|
| R3 |
0.9881 |
0.9854 |
0.9779 |
|
| R2 |
0.9813 |
0.9813 |
0.9772 |
|
| R1 |
0.9786 |
0.9786 |
0.9766 |
0.9800 |
| PP |
0.9745 |
0.9745 |
0.9745 |
0.9751 |
| S1 |
0.9718 |
0.9718 |
0.9754 |
0.9732 |
| S2 |
0.9677 |
0.9677 |
0.9748 |
|
| S3 |
0.9609 |
0.9650 |
0.9741 |
|
| S4 |
0.9541 |
0.9582 |
0.9723 |
|
|
| 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 |
0.9771 |
0.9674 |
0.0097 |
1.0% |
0.0052 |
0.5% |
89% |
True |
False |
43,257 |
| 10 |
0.9771 |
0.9646 |
0.0125 |
1.3% |
0.0053 |
0.5% |
91% |
True |
False |
24,293 |
| 20 |
0.9972 |
0.9646 |
0.0326 |
3.3% |
0.0056 |
0.6% |
35% |
False |
False |
12,727 |
| 40 |
1.0123 |
0.9646 |
0.0477 |
4.9% |
0.0052 |
0.5% |
24% |
False |
False |
6,609 |
| 60 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0044 |
0.5% |
23% |
False |
False |
4,431 |
| 80 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0039 |
0.4% |
23% |
False |
False |
3,337 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0036 |
0.4% |
23% |
False |
False |
2,678 |
| 120 |
1.0200 |
0.9646 |
0.0554 |
5.7% |
0.0033 |
0.3% |
21% |
False |
False |
2,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0060 |
|
2.618 |
0.9949 |
|
1.618 |
0.9881 |
|
1.000 |
0.9839 |
|
0.618 |
0.9813 |
|
HIGH |
0.9771 |
|
0.618 |
0.9745 |
|
0.500 |
0.9737 |
|
0.382 |
0.9729 |
|
LOW |
0.9703 |
|
0.618 |
0.9661 |
|
1.000 |
0.9635 |
|
1.618 |
0.9593 |
|
2.618 |
0.9525 |
|
4.250 |
0.9414 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9752 |
0.9750 |
| PP |
0.9745 |
0.9741 |
| S1 |
0.9737 |
0.9731 |
|