CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 19-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9761 |
0.9771 |
0.0010 |
0.1% |
0.9698 |
| High |
0.9780 |
0.9771 |
-0.0009 |
-0.1% |
0.9802 |
| Low |
0.9735 |
0.9704 |
-0.0031 |
-0.3% |
0.9691 |
| Close |
0.9768 |
0.9713 |
-0.0055 |
-0.6% |
0.9788 |
| Range |
0.0045 |
0.0067 |
0.0022 |
48.9% |
0.0111 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
2.0% |
0.0000 |
| Volume |
64,215 |
63,224 |
-991 |
-1.5% |
267,875 |
|
| Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9930 |
0.9889 |
0.9750 |
|
| R3 |
0.9863 |
0.9822 |
0.9731 |
|
| R2 |
0.9796 |
0.9796 |
0.9725 |
|
| R1 |
0.9755 |
0.9755 |
0.9719 |
0.9742 |
| PP |
0.9729 |
0.9729 |
0.9729 |
0.9723 |
| S1 |
0.9688 |
0.9688 |
0.9707 |
0.9675 |
| S2 |
0.9662 |
0.9662 |
0.9701 |
|
| S3 |
0.9595 |
0.9621 |
0.9695 |
|
| S4 |
0.9528 |
0.9554 |
0.9676 |
|
|
| 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% |
0.0056 |
0.6% |
20% |
False |
False |
67,447 |
| 10 |
0.9802 |
0.9650 |
0.0152 |
1.6% |
0.0054 |
0.6% |
41% |
False |
False |
44,459 |
| 20 |
0.9861 |
0.9646 |
0.0215 |
2.2% |
0.0056 |
0.6% |
31% |
False |
False |
23,286 |
| 40 |
1.0060 |
0.9646 |
0.0414 |
4.3% |
0.0053 |
0.5% |
16% |
False |
False |
11,912 |
| 60 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0046 |
0.5% |
13% |
False |
False |
7,967 |
| 80 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0040 |
0.4% |
13% |
False |
False |
5,987 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0036 |
0.4% |
13% |
False |
False |
4,799 |
| 120 |
1.0200 |
0.9646 |
0.0554 |
5.7% |
0.0034 |
0.4% |
12% |
False |
False |
4,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0056 |
|
2.618 |
0.9946 |
|
1.618 |
0.9879 |
|
1.000 |
0.9838 |
|
0.618 |
0.9812 |
|
HIGH |
0.9771 |
|
0.618 |
0.9745 |
|
0.500 |
0.9738 |
|
0.382 |
0.9730 |
|
LOW |
0.9704 |
|
0.618 |
0.9663 |
|
1.000 |
0.9637 |
|
1.618 |
0.9596 |
|
2.618 |
0.9529 |
|
4.250 |
0.9419 |
|
|
| Fisher Pivots for day following 19-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9738 |
0.9753 |
| PP |
0.9729 |
0.9740 |
| S1 |
0.9721 |
0.9726 |
|