CME Canadian Dollar Future June 2013
Trading Metrics calculated at close of trading on 15-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
0.9709 |
0.9759 |
0.0050 |
0.5% |
0.9698 |
High |
0.9771 |
0.9802 |
0.0031 |
0.3% |
0.9802 |
Low |
0.9703 |
0.9752 |
0.0049 |
0.5% |
0.9691 |
Close |
0.9760 |
0.9788 |
0.0028 |
0.3% |
0.9788 |
Range |
0.0068 |
0.0050 |
-0.0018 |
-26.5% |
0.0111 |
ATR |
0.0053 |
0.0053 |
0.0000 |
-0.4% |
0.0000 |
Volume |
60,021 |
84,818 |
24,797 |
41.3% |
267,875 |
|
Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9931 |
0.9909 |
0.9816 |
|
R3 |
0.9881 |
0.9859 |
0.9802 |
|
R2 |
0.9831 |
0.9831 |
0.9797 |
|
R1 |
0.9809 |
0.9809 |
0.9793 |
0.9820 |
PP |
0.9781 |
0.9781 |
0.9781 |
0.9786 |
S1 |
0.9759 |
0.9759 |
0.9783 |
0.9770 |
S2 |
0.9731 |
0.9731 |
0.9779 |
|
S3 |
0.9681 |
0.9709 |
0.9774 |
|
S4 |
0.9631 |
0.9659 |
0.9761 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0093 |
1.0052 |
0.9849 |
|
R3 |
0.9982 |
0.9941 |
0.9819 |
|
R2 |
0.9871 |
0.9871 |
0.9808 |
|
R1 |
0.9830 |
0.9830 |
0.9798 |
0.9851 |
PP |
0.9760 |
0.9760 |
0.9760 |
0.9771 |
S1 |
0.9719 |
0.9719 |
0.9778 |
0.9740 |
S2 |
0.9649 |
0.9649 |
0.9768 |
|
S3 |
0.9538 |
0.9608 |
0.9757 |
|
S4 |
0.9427 |
0.9497 |
0.9727 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9802 |
0.9691 |
0.0111 |
1.1% |
0.0047 |
0.5% |
87% |
True |
False |
53,575 |
10 |
0.9802 |
0.9650 |
0.0152 |
1.6% |
0.0050 |
0.5% |
91% |
True |
False |
32,587 |
20 |
0.9960 |
0.9646 |
0.0314 |
3.2% |
0.0057 |
0.6% |
45% |
False |
False |
16,961 |
40 |
1.0123 |
0.9646 |
0.0477 |
4.9% |
0.0053 |
0.5% |
30% |
False |
False |
8,729 |
60 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0045 |
0.5% |
28% |
False |
False |
5,844 |
80 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0039 |
0.4% |
28% |
False |
False |
4,396 |
100 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0036 |
0.4% |
28% |
False |
False |
3,526 |
120 |
1.0200 |
0.9646 |
0.0554 |
5.7% |
0.0034 |
0.3% |
26% |
False |
False |
2,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0015 |
2.618 |
0.9933 |
1.618 |
0.9883 |
1.000 |
0.9852 |
0.618 |
0.9833 |
HIGH |
0.9802 |
0.618 |
0.9783 |
0.500 |
0.9777 |
0.382 |
0.9771 |
LOW |
0.9752 |
0.618 |
0.9721 |
1.000 |
0.9702 |
1.618 |
0.9671 |
2.618 |
0.9621 |
4.250 |
0.9540 |
|
|
Fisher Pivots for day following 15-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9784 |
0.9774 |
PP |
0.9781 |
0.9760 |
S1 |
0.9777 |
0.9747 |
|