CME Canadian Dollar Future September 2013
Trading Metrics calculated at close of trading on 08-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
0.9665 |
0.9658 |
-0.0007 |
-0.1% |
0.9675 |
High |
0.9680 |
0.9730 |
0.0050 |
0.5% |
0.9730 |
Low |
0.9665 |
0.9658 |
-0.0007 |
-0.1% |
0.9640 |
Close |
0.9680 |
0.9680 |
0.0000 |
0.0% |
0.9680 |
Range |
0.0015 |
0.0072 |
0.0057 |
380.0% |
0.0090 |
ATR |
0.0042 |
0.0044 |
0.0002 |
5.1% |
0.0000 |
Volume |
46 |
281 |
235 |
510.9% |
785 |
|
Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9905 |
0.9865 |
0.9720 |
|
R3 |
0.9833 |
0.9793 |
0.9700 |
|
R2 |
0.9761 |
0.9761 |
0.9693 |
|
R1 |
0.9721 |
0.9721 |
0.9687 |
0.9741 |
PP |
0.9689 |
0.9689 |
0.9689 |
0.9700 |
S1 |
0.9649 |
0.9649 |
0.9673 |
0.9669 |
S2 |
0.9617 |
0.9617 |
0.9667 |
|
S3 |
0.9545 |
0.9577 |
0.9660 |
|
S4 |
0.9473 |
0.9505 |
0.9640 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9953 |
0.9907 |
0.9730 |
|
R3 |
0.9863 |
0.9817 |
0.9705 |
|
R2 |
0.9773 |
0.9773 |
0.9697 |
|
R1 |
0.9727 |
0.9727 |
0.9688 |
0.9750 |
PP |
0.9683 |
0.9683 |
0.9683 |
0.9695 |
S1 |
0.9637 |
0.9637 |
0.9672 |
0.9660 |
S2 |
0.9593 |
0.9593 |
0.9664 |
|
S3 |
0.9503 |
0.9547 |
0.9655 |
|
S4 |
0.9413 |
0.9457 |
0.9631 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9730 |
0.9640 |
0.0090 |
0.9% |
0.0040 |
0.4% |
44% |
True |
False |
157 |
10 |
0.9731 |
0.9637 |
0.0094 |
1.0% |
0.0041 |
0.4% |
46% |
False |
False |
218 |
20 |
0.9950 |
0.9637 |
0.0313 |
3.2% |
0.0039 |
0.4% |
14% |
False |
False |
124 |
40 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0037 |
0.4% |
9% |
False |
False |
117 |
60 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0029 |
0.3% |
9% |
False |
False |
81 |
80 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0025 |
0.3% |
9% |
False |
False |
66 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0036 |
2.618 |
0.9918 |
1.618 |
0.9846 |
1.000 |
0.9802 |
0.618 |
0.9774 |
HIGH |
0.9730 |
0.618 |
0.9702 |
0.500 |
0.9694 |
0.382 |
0.9686 |
LOW |
0.9658 |
0.618 |
0.9614 |
1.000 |
0.9586 |
1.618 |
0.9542 |
2.618 |
0.9470 |
4.250 |
0.9352 |
|
|
Fisher Pivots for day following 08-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9694 |
0.9685 |
PP |
0.9689 |
0.9683 |
S1 |
0.9685 |
0.9682 |
|