CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 20-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9771 |
0.9716 |
-0.0055 |
-0.6% |
0.9698 |
| High |
0.9771 |
0.9748 |
-0.0023 |
-0.2% |
0.9802 |
| Low |
0.9704 |
0.9712 |
0.0008 |
0.1% |
0.9691 |
| Close |
0.9713 |
0.9739 |
0.0026 |
0.3% |
0.9788 |
| Range |
0.0067 |
0.0036 |
-0.0031 |
-46.3% |
0.0111 |
| ATR |
0.0054 |
0.0052 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
63,224 |
67,187 |
3,963 |
6.3% |
267,875 |
|
| Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9841 |
0.9826 |
0.9759 |
|
| R3 |
0.9805 |
0.9790 |
0.9749 |
|
| R2 |
0.9769 |
0.9769 |
0.9746 |
|
| R1 |
0.9754 |
0.9754 |
0.9742 |
0.9762 |
| PP |
0.9733 |
0.9733 |
0.9733 |
0.9737 |
| S1 |
0.9718 |
0.9718 |
0.9736 |
0.9726 |
| S2 |
0.9697 |
0.9697 |
0.9732 |
|
| S3 |
0.9661 |
0.9682 |
0.9729 |
|
| S4 |
0.9625 |
0.9646 |
0.9719 |
|
|
| 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 |
0.9703 |
0.0099 |
1.0% |
0.0053 |
0.5% |
36% |
False |
False |
67,893 |
| 10 |
0.9802 |
0.9659 |
0.0143 |
1.5% |
0.0050 |
0.5% |
56% |
False |
False |
50,363 |
| 20 |
0.9818 |
0.9646 |
0.0172 |
1.8% |
0.0054 |
0.6% |
54% |
False |
False |
26,591 |
| 40 |
1.0060 |
0.9646 |
0.0414 |
4.3% |
0.0053 |
0.5% |
22% |
False |
False |
13,586 |
| 60 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0047 |
0.5% |
18% |
False |
False |
9,083 |
| 80 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0040 |
0.4% |
18% |
False |
False |
6,826 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0036 |
0.4% |
18% |
False |
False |
5,470 |
| 120 |
1.0200 |
0.9646 |
0.0554 |
5.7% |
0.0035 |
0.4% |
17% |
False |
False |
4,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9901 |
|
2.618 |
0.9842 |
|
1.618 |
0.9806 |
|
1.000 |
0.9784 |
|
0.618 |
0.9770 |
|
HIGH |
0.9748 |
|
0.618 |
0.9734 |
|
0.500 |
0.9730 |
|
0.382 |
0.9726 |
|
LOW |
0.9712 |
|
0.618 |
0.9690 |
|
1.000 |
0.9676 |
|
1.618 |
0.9654 |
|
2.618 |
0.9618 |
|
4.250 |
0.9559 |
|
|
| Fisher Pivots for day following 20-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9736 |
0.9742 |
| PP |
0.9733 |
0.9741 |
| S1 |
0.9730 |
0.9740 |
|