CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 24-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0032 |
0.9948 |
-0.0084 |
-0.8% |
1.0085 |
| High |
1.0032 |
0.9948 |
-0.0084 |
-0.8% |
1.0109 |
| Low |
0.9948 |
0.9918 |
-0.0030 |
-0.3% |
1.0009 |
| Close |
0.9953 |
0.9918 |
-0.0035 |
-0.4% |
1.0019 |
| Range |
0.0084 |
0.0030 |
-0.0054 |
-64.3% |
0.0100 |
| ATR |
0.0037 |
0.0036 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
8 |
84 |
76 |
950.0% |
35 |
|
| Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0018 |
0.9998 |
0.9935 |
|
| R3 |
0.9988 |
0.9968 |
0.9926 |
|
| R2 |
0.9958 |
0.9958 |
0.9924 |
|
| R1 |
0.9938 |
0.9938 |
0.9921 |
0.9933 |
| PP |
0.9928 |
0.9928 |
0.9928 |
0.9926 |
| S1 |
0.9908 |
0.9908 |
0.9915 |
0.9903 |
| S2 |
0.9898 |
0.9898 |
0.9913 |
|
| S3 |
0.9868 |
0.9878 |
0.9910 |
|
| S4 |
0.9838 |
0.9848 |
0.9902 |
|
|
| 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 |
0.9918 |
0.0176 |
1.8% |
0.0041 |
0.4% |
0% |
False |
True |
24 |
| 10 |
1.0113 |
0.9918 |
0.0195 |
2.0% |
0.0031 |
0.3% |
0% |
False |
True |
17 |
| 20 |
1.0113 |
0.9918 |
0.0195 |
2.0% |
0.0027 |
0.3% |
0% |
False |
True |
12 |
| 40 |
1.0113 |
0.9918 |
0.0195 |
2.0% |
0.0019 |
0.2% |
0% |
False |
True |
13 |
| 60 |
1.0113 |
0.9899 |
0.0214 |
2.2% |
0.0017 |
0.2% |
9% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0076 |
|
2.618 |
1.0027 |
|
1.618 |
0.9997 |
|
1.000 |
0.9978 |
|
0.618 |
0.9967 |
|
HIGH |
0.9948 |
|
0.618 |
0.9937 |
|
0.500 |
0.9933 |
|
0.382 |
0.9929 |
|
LOW |
0.9918 |
|
0.618 |
0.9899 |
|
1.000 |
0.9888 |
|
1.618 |
0.9869 |
|
2.618 |
0.9839 |
|
4.250 |
0.9791 |
|
|
| Fisher Pivots for day following 24-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9933 |
0.9975 |
| PP |
0.9928 |
0.9956 |
| S1 |
0.9923 |
0.9937 |
|