CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9700 |
0.9700 |
0.0000 |
0.0% |
0.9726 |
| High |
0.9700 |
0.9707 |
0.0007 |
0.1% |
0.9731 |
| Low |
0.9680 |
0.9640 |
-0.0040 |
-0.4% |
0.9637 |
| Close |
0.9689 |
0.9657 |
-0.0032 |
-0.3% |
0.9682 |
| Range |
0.0020 |
0.0067 |
0.0047 |
235.0% |
0.0094 |
| ATR |
0.0042 |
0.0044 |
0.0002 |
4.3% |
0.0000 |
| Volume |
23 |
35 |
12 |
52.2% |
1,401 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9869 |
0.9830 |
0.9694 |
|
| R3 |
0.9802 |
0.9763 |
0.9675 |
|
| R2 |
0.9735 |
0.9735 |
0.9669 |
|
| R1 |
0.9696 |
0.9696 |
0.9663 |
0.9682 |
| PP |
0.9668 |
0.9668 |
0.9668 |
0.9661 |
| S1 |
0.9629 |
0.9629 |
0.9651 |
0.9615 |
| S2 |
0.9601 |
0.9601 |
0.9645 |
|
| S3 |
0.9534 |
0.9562 |
0.9639 |
|
| S4 |
0.9467 |
0.9495 |
0.9620 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9965 |
0.9918 |
0.9734 |
|
| R3 |
0.9871 |
0.9824 |
0.9708 |
|
| R2 |
0.9777 |
0.9777 |
0.9699 |
|
| R1 |
0.9730 |
0.9730 |
0.9691 |
0.9707 |
| PP |
0.9683 |
0.9683 |
0.9683 |
0.9672 |
| S1 |
0.9636 |
0.9636 |
0.9673 |
0.9613 |
| S2 |
0.9589 |
0.9589 |
0.9665 |
|
| S3 |
0.9495 |
0.9542 |
0.9656 |
|
| S4 |
0.9401 |
0.9448 |
0.9630 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9707 |
0.9637 |
0.0070 |
0.7% |
0.0043 |
0.4% |
29% |
True |
False |
172 |
| 10 |
0.9794 |
0.9637 |
0.0157 |
1.6% |
0.0043 |
0.4% |
13% |
False |
False |
196 |
| 20 |
1.0000 |
0.9637 |
0.0363 |
3.8% |
0.0038 |
0.4% |
6% |
False |
False |
115 |
| 40 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0035 |
0.4% |
4% |
False |
False |
109 |
| 60 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0028 |
0.3% |
4% |
False |
False |
76 |
| 80 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0025 |
0.3% |
4% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9992 |
|
2.618 |
0.9882 |
|
1.618 |
0.9815 |
|
1.000 |
0.9774 |
|
0.618 |
0.9748 |
|
HIGH |
0.9707 |
|
0.618 |
0.9681 |
|
0.500 |
0.9674 |
|
0.382 |
0.9666 |
|
LOW |
0.9640 |
|
0.618 |
0.9599 |
|
1.000 |
0.9573 |
|
1.618 |
0.9532 |
|
2.618 |
0.9465 |
|
4.250 |
0.9355 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9674 |
0.9674 |
| PP |
0.9668 |
0.9668 |
| S1 |
0.9663 |
0.9663 |
|