CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 22-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9729 |
0.9739 |
0.0010 |
0.1% |
0.9761 |
| High |
0.9787 |
0.9766 |
-0.0021 |
-0.2% |
0.9787 |
| Low |
0.9725 |
0.9723 |
-0.0002 |
0.0% |
0.9704 |
| Close |
0.9746 |
0.9759 |
0.0013 |
0.1% |
0.9759 |
| Range |
0.0062 |
0.0043 |
-0.0019 |
-30.6% |
0.0083 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
59,605 |
46,965 |
-12,640 |
-21.2% |
301,196 |
|
| Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9878 |
0.9862 |
0.9783 |
|
| R3 |
0.9835 |
0.9819 |
0.9771 |
|
| R2 |
0.9792 |
0.9792 |
0.9767 |
|
| R1 |
0.9776 |
0.9776 |
0.9763 |
0.9784 |
| PP |
0.9749 |
0.9749 |
0.9749 |
0.9754 |
| S1 |
0.9733 |
0.9733 |
0.9755 |
0.9741 |
| S2 |
0.9706 |
0.9706 |
0.9751 |
|
| S3 |
0.9663 |
0.9690 |
0.9747 |
|
| S4 |
0.9620 |
0.9647 |
0.9735 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9999 |
0.9962 |
0.9805 |
|
| R3 |
0.9916 |
0.9879 |
0.9782 |
|
| R2 |
0.9833 |
0.9833 |
0.9774 |
|
| R1 |
0.9796 |
0.9796 |
0.9767 |
0.9773 |
| PP |
0.9750 |
0.9750 |
0.9750 |
0.9739 |
| S1 |
0.9713 |
0.9713 |
0.9751 |
0.9690 |
| S2 |
0.9667 |
0.9667 |
0.9744 |
|
| S3 |
0.9584 |
0.9630 |
0.9736 |
|
| S4 |
0.9501 |
0.9547 |
0.9713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9787 |
0.9704 |
0.0083 |
0.9% |
0.0051 |
0.5% |
66% |
False |
False |
60,239 |
| 10 |
0.9802 |
0.9691 |
0.0111 |
1.1% |
0.0049 |
0.5% |
61% |
False |
False |
56,907 |
| 20 |
0.9802 |
0.9646 |
0.0156 |
1.6% |
0.0053 |
0.5% |
72% |
False |
False |
31,820 |
| 40 |
1.0035 |
0.9646 |
0.0389 |
4.0% |
0.0052 |
0.5% |
29% |
False |
False |
16,216 |
| 60 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0047 |
0.5% |
22% |
False |
False |
10,855 |
| 80 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0041 |
0.4% |
22% |
False |
False |
8,158 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0037 |
0.4% |
22% |
False |
False |
6,536 |
| 120 |
1.0200 |
0.9646 |
0.0554 |
5.7% |
0.0035 |
0.4% |
20% |
False |
False |
5,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9949 |
|
2.618 |
0.9879 |
|
1.618 |
0.9836 |
|
1.000 |
0.9809 |
|
0.618 |
0.9793 |
|
HIGH |
0.9766 |
|
0.618 |
0.9750 |
|
0.500 |
0.9745 |
|
0.382 |
0.9739 |
|
LOW |
0.9723 |
|
0.618 |
0.9696 |
|
1.000 |
0.9680 |
|
1.618 |
0.9653 |
|
2.618 |
0.9610 |
|
4.250 |
0.9540 |
|
|
| Fisher Pivots for day following 22-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9754 |
0.9756 |
| PP |
0.9749 |
0.9753 |
| S1 |
0.9745 |
0.9750 |
|