CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 03-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0089 |
1.0087 |
-0.0002 |
0.0% |
1.0029 |
| High |
1.0102 |
1.0087 |
-0.0015 |
-0.1% |
1.0030 |
| Low |
1.0081 |
1.0057 |
-0.0024 |
-0.2% |
0.9976 |
| Close |
1.0081 |
1.0067 |
-0.0014 |
-0.1% |
0.9976 |
| Range |
0.0021 |
0.0030 |
0.0009 |
42.9% |
0.0054 |
| ATR |
0.0033 |
0.0033 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
15 |
7 |
-8 |
-53.3% |
25 |
|
| Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0160 |
1.0144 |
1.0084 |
|
| R3 |
1.0130 |
1.0114 |
1.0075 |
|
| R2 |
1.0100 |
1.0100 |
1.0073 |
|
| R1 |
1.0084 |
1.0084 |
1.0070 |
1.0077 |
| PP |
1.0070 |
1.0070 |
1.0070 |
1.0067 |
| S1 |
1.0054 |
1.0054 |
1.0064 |
1.0047 |
| S2 |
1.0040 |
1.0040 |
1.0062 |
|
| S3 |
1.0010 |
1.0024 |
1.0059 |
|
| S4 |
0.9980 |
0.9994 |
1.0051 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0156 |
1.0120 |
1.0006 |
|
| R3 |
1.0102 |
1.0066 |
0.9991 |
|
| R2 |
1.0048 |
1.0048 |
0.9986 |
|
| R1 |
1.0012 |
1.0012 |
0.9981 |
1.0003 |
| PP |
0.9994 |
0.9994 |
0.9994 |
0.9990 |
| S1 |
0.9958 |
0.9958 |
0.9971 |
0.9949 |
| S2 |
0.9940 |
0.9940 |
0.9966 |
|
| S3 |
0.9886 |
0.9904 |
0.9961 |
|
| S4 |
0.9832 |
0.9850 |
0.9946 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0215 |
|
2.618 |
1.0166 |
|
1.618 |
1.0136 |
|
1.000 |
1.0117 |
|
0.618 |
1.0106 |
|
HIGH |
1.0087 |
|
0.618 |
1.0076 |
|
0.500 |
1.0072 |
|
0.382 |
1.0068 |
|
LOW |
1.0057 |
|
0.618 |
1.0038 |
|
1.000 |
1.0027 |
|
1.618 |
1.0008 |
|
2.618 |
0.9978 |
|
4.250 |
0.9930 |
|
|
| Fisher Pivots for day following 03-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0072 |
1.0058 |
| PP |
1.0070 |
1.0049 |
| S1 |
1.0069 |
1.0041 |
|