CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 16-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0096 |
1.0082 |
-0.0014 |
-0.1% |
1.0083 |
| High |
1.0105 |
1.0092 |
-0.0013 |
-0.1% |
1.0113 |
| Low |
1.0082 |
1.0068 |
-0.0014 |
-0.1% |
1.0065 |
| Close |
1.0101 |
1.0084 |
-0.0017 |
-0.2% |
1.0106 |
| Range |
0.0023 |
0.0024 |
0.0001 |
4.3% |
0.0048 |
| ATR |
0.0029 |
0.0030 |
0.0000 |
0.9% |
0.0000 |
| Volume |
7 |
10 |
3 |
42.9% |
48 |
|
| Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0153 |
1.0143 |
1.0097 |
|
| R3 |
1.0129 |
1.0119 |
1.0091 |
|
| R2 |
1.0105 |
1.0105 |
1.0088 |
|
| R1 |
1.0095 |
1.0095 |
1.0086 |
1.0100 |
| PP |
1.0081 |
1.0081 |
1.0081 |
1.0084 |
| S1 |
1.0071 |
1.0071 |
1.0082 |
1.0076 |
| S2 |
1.0057 |
1.0057 |
1.0080 |
|
| S3 |
1.0033 |
1.0047 |
1.0077 |
|
| S4 |
1.0009 |
1.0023 |
1.0071 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0239 |
1.0220 |
1.0132 |
|
| R3 |
1.0191 |
1.0172 |
1.0119 |
|
| R2 |
1.0143 |
1.0143 |
1.0115 |
|
| R1 |
1.0124 |
1.0124 |
1.0110 |
1.0134 |
| PP |
1.0095 |
1.0095 |
1.0095 |
1.0099 |
| S1 |
1.0076 |
1.0076 |
1.0102 |
1.0086 |
| S2 |
1.0047 |
1.0047 |
1.0097 |
|
| S3 |
0.9999 |
1.0028 |
1.0093 |
|
| S4 |
0.9951 |
0.9980 |
1.0080 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0194 |
|
2.618 |
1.0155 |
|
1.618 |
1.0131 |
|
1.000 |
1.0116 |
|
0.618 |
1.0107 |
|
HIGH |
1.0092 |
|
0.618 |
1.0083 |
|
0.500 |
1.0080 |
|
0.382 |
1.0077 |
|
LOW |
1.0068 |
|
0.618 |
1.0053 |
|
1.000 |
1.0044 |
|
1.618 |
1.0029 |
|
2.618 |
1.0005 |
|
4.250 |
0.9966 |
|
|
| Fisher Pivots for day following 16-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0083 |
1.0089 |
| PP |
1.0081 |
1.0087 |
| S1 |
1.0080 |
1.0086 |
|