CME Canadian Dollar Future September 2013
Trading Metrics calculated at close of trading on 23-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.0012 |
1.0032 |
0.0020 |
0.2% |
1.0085 |
High |
1.0026 |
1.0032 |
0.0006 |
0.1% |
1.0109 |
Low |
1.0005 |
0.9948 |
-0.0057 |
-0.6% |
1.0009 |
Close |
1.0019 |
0.9953 |
-0.0066 |
-0.7% |
1.0019 |
Range |
0.0021 |
0.0084 |
0.0063 |
300.0% |
0.0100 |
ATR |
0.0033 |
0.0037 |
0.0004 |
11.1% |
0.0000 |
Volume |
22 |
8 |
-14 |
-63.6% |
35 |
|
Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0230 |
1.0175 |
0.9999 |
|
R3 |
1.0146 |
1.0091 |
0.9976 |
|
R2 |
1.0062 |
1.0062 |
0.9968 |
|
R1 |
1.0007 |
1.0007 |
0.9961 |
0.9993 |
PP |
0.9978 |
0.9978 |
0.9978 |
0.9970 |
S1 |
0.9923 |
0.9923 |
0.9945 |
0.9909 |
S2 |
0.9894 |
0.9894 |
0.9938 |
|
S3 |
0.9810 |
0.9839 |
0.9930 |
|
S4 |
0.9726 |
0.9755 |
0.9907 |
|
|
Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0346 |
1.0282 |
1.0074 |
|
R3 |
1.0246 |
1.0182 |
1.0047 |
|
R2 |
1.0146 |
1.0146 |
1.0037 |
|
R1 |
1.0082 |
1.0082 |
1.0028 |
1.0064 |
PP |
1.0046 |
1.0046 |
1.0046 |
1.0037 |
S1 |
0.9982 |
0.9982 |
1.0010 |
0.9964 |
S2 |
0.9946 |
0.9946 |
1.0001 |
|
S3 |
0.9846 |
0.9882 |
0.9992 |
|
S4 |
0.9746 |
0.9782 |
0.9964 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0094 |
0.9948 |
0.0146 |
1.5% |
0.0040 |
0.4% |
3% |
False |
True |
10 |
10 |
1.0113 |
0.9948 |
0.0165 |
1.7% |
0.0028 |
0.3% |
3% |
False |
True |
10 |
20 |
1.0113 |
0.9948 |
0.0165 |
1.7% |
0.0025 |
0.3% |
3% |
False |
True |
8 |
40 |
1.0113 |
0.9948 |
0.0165 |
1.7% |
0.0018 |
0.2% |
3% |
False |
True |
11 |
60 |
1.0113 |
0.9899 |
0.0214 |
2.2% |
0.0017 |
0.2% |
25% |
False |
False |
24 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0389 |
2.618 |
1.0252 |
1.618 |
1.0168 |
1.000 |
1.0116 |
0.618 |
1.0084 |
HIGH |
1.0032 |
0.618 |
1.0000 |
0.500 |
0.9990 |
0.382 |
0.9980 |
LOW |
0.9948 |
0.618 |
0.9896 |
1.000 |
0.9864 |
1.618 |
0.9812 |
2.618 |
0.9728 |
4.250 |
0.9591 |
|
|
Fisher Pivots for day following 23-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9990 |
0.9998 |
PP |
0.9978 |
0.9983 |
S1 |
0.9965 |
0.9968 |
|