CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 21-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9716 |
0.9729 |
0.0013 |
0.1% |
0.9698 |
| High |
0.9748 |
0.9787 |
0.0039 |
0.4% |
0.9802 |
| Low |
0.9712 |
0.9725 |
0.0013 |
0.1% |
0.9691 |
| Close |
0.9739 |
0.9746 |
0.0007 |
0.1% |
0.9788 |
| Range |
0.0036 |
0.0062 |
0.0026 |
72.2% |
0.0111 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
1.3% |
0.0000 |
| Volume |
67,187 |
59,605 |
-7,582 |
-11.3% |
267,875 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9939 |
0.9904 |
0.9780 |
|
| R3 |
0.9877 |
0.9842 |
0.9763 |
|
| R2 |
0.9815 |
0.9815 |
0.9757 |
|
| R1 |
0.9780 |
0.9780 |
0.9752 |
0.9798 |
| PP |
0.9753 |
0.9753 |
0.9753 |
0.9761 |
| S1 |
0.9718 |
0.9718 |
0.9740 |
0.9736 |
| S2 |
0.9691 |
0.9691 |
0.9735 |
|
| S3 |
0.9629 |
0.9656 |
0.9729 |
|
| S4 |
0.9567 |
0.9594 |
0.9712 |
|
|
| 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 |
0.9704 |
0.0098 |
1.0% |
0.0052 |
0.5% |
43% |
False |
False |
67,809 |
| 10 |
0.9802 |
0.9674 |
0.0128 |
1.3% |
0.0052 |
0.5% |
56% |
False |
False |
55,533 |
| 20 |
0.9818 |
0.9646 |
0.0172 |
1.8% |
0.0056 |
0.6% |
58% |
False |
False |
29,495 |
| 40 |
1.0035 |
0.9646 |
0.0389 |
4.0% |
0.0052 |
0.5% |
26% |
False |
False |
15,072 |
| 60 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0047 |
0.5% |
20% |
False |
False |
10,076 |
| 80 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0040 |
0.4% |
20% |
False |
False |
7,571 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0037 |
0.4% |
20% |
False |
False |
6,066 |
| 120 |
1.0200 |
0.9646 |
0.0554 |
5.7% |
0.0035 |
0.4% |
18% |
False |
False |
5,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0051 |
|
2.618 |
0.9949 |
|
1.618 |
0.9887 |
|
1.000 |
0.9849 |
|
0.618 |
0.9825 |
|
HIGH |
0.9787 |
|
0.618 |
0.9763 |
|
0.500 |
0.9756 |
|
0.382 |
0.9749 |
|
LOW |
0.9725 |
|
0.618 |
0.9687 |
|
1.000 |
0.9663 |
|
1.618 |
0.9625 |
|
2.618 |
0.9563 |
|
4.250 |
0.9462 |
|
|
| Fisher Pivots for day following 21-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9756 |
0.9746 |
| PP |
0.9753 |
0.9746 |
| S1 |
0.9749 |
0.9746 |
|