CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 27-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9768 |
0.9820 |
0.0052 |
0.5% |
0.9761 |
| High |
0.9829 |
0.9834 |
0.0005 |
0.1% |
0.9787 |
| Low |
0.9768 |
0.9790 |
0.0022 |
0.2% |
0.9704 |
| Close |
0.9821 |
0.9821 |
0.0000 |
0.0% |
0.9759 |
| Range |
0.0061 |
0.0044 |
-0.0017 |
-27.9% |
0.0083 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
65,326 |
71,537 |
6,211 |
9.5% |
301,196 |
|
| Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9947 |
0.9928 |
0.9845 |
|
| R3 |
0.9903 |
0.9884 |
0.9833 |
|
| R2 |
0.9859 |
0.9859 |
0.9829 |
|
| R1 |
0.9840 |
0.9840 |
0.9825 |
0.9850 |
| PP |
0.9815 |
0.9815 |
0.9815 |
0.9820 |
| S1 |
0.9796 |
0.9796 |
0.9817 |
0.9806 |
| S2 |
0.9771 |
0.9771 |
0.9813 |
|
| S3 |
0.9727 |
0.9752 |
0.9809 |
|
| S4 |
0.9683 |
0.9708 |
0.9797 |
|
|
| 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 |
0.9834 |
0.9723 |
0.0111 |
1.1% |
0.0052 |
0.5% |
88% |
True |
False |
62,642 |
| 10 |
0.9834 |
0.9703 |
0.0131 |
1.3% |
0.0052 |
0.5% |
90% |
True |
False |
65,267 |
| 20 |
0.9834 |
0.9646 |
0.0188 |
1.9% |
0.0053 |
0.5% |
93% |
True |
False |
41,944 |
| 40 |
1.0035 |
0.9646 |
0.0389 |
4.0% |
0.0052 |
0.5% |
45% |
False |
False |
21,260 |
| 60 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0048 |
0.5% |
35% |
False |
False |
14,296 |
| 80 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0042 |
0.4% |
35% |
False |
False |
10,739 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0038 |
0.4% |
35% |
False |
False |
8,602 |
| 120 |
1.0200 |
0.9646 |
0.0554 |
5.6% |
0.0036 |
0.4% |
32% |
False |
False |
7,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0021 |
|
2.618 |
0.9949 |
|
1.618 |
0.9905 |
|
1.000 |
0.9878 |
|
0.618 |
0.9861 |
|
HIGH |
0.9834 |
|
0.618 |
0.9817 |
|
0.500 |
0.9812 |
|
0.382 |
0.9807 |
|
LOW |
0.9790 |
|
0.618 |
0.9763 |
|
1.000 |
0.9746 |
|
1.618 |
0.9719 |
|
2.618 |
0.9675 |
|
4.250 |
0.9603 |
|
|
| Fisher Pivots for day following 27-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9818 |
0.9811 |
| PP |
0.9815 |
0.9801 |
| S1 |
0.9812 |
0.9792 |
|