CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 11-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9658 |
0.9684 |
0.0026 |
0.3% |
0.9675 |
| High |
0.9730 |
0.9704 |
-0.0026 |
-0.3% |
0.9730 |
| Low |
0.9658 |
0.9684 |
0.0026 |
0.3% |
0.9640 |
| Close |
0.9680 |
0.9704 |
0.0024 |
0.2% |
0.9680 |
| Range |
0.0072 |
0.0020 |
-0.0052 |
-72.2% |
0.0090 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-3.3% |
0.0000 |
| Volume |
281 |
151 |
-130 |
-46.3% |
785 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9757 |
0.9751 |
0.9715 |
|
| R3 |
0.9737 |
0.9731 |
0.9710 |
|
| R2 |
0.9717 |
0.9717 |
0.9708 |
|
| R1 |
0.9711 |
0.9711 |
0.9706 |
0.9714 |
| PP |
0.9697 |
0.9697 |
0.9697 |
0.9699 |
| S1 |
0.9691 |
0.9691 |
0.9702 |
0.9694 |
| S2 |
0.9677 |
0.9677 |
0.9700 |
|
| S3 |
0.9657 |
0.9671 |
0.9699 |
|
| S4 |
0.9637 |
0.9651 |
0.9693 |
|
|
| 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% |
0.0039 |
0.4% |
71% |
False |
False |
107 |
| 10 |
0.9731 |
0.9637 |
0.0094 |
1.0% |
0.0040 |
0.4% |
71% |
False |
False |
212 |
| 20 |
0.9950 |
0.9637 |
0.0313 |
3.2% |
0.0039 |
0.4% |
21% |
False |
False |
131 |
| 40 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0037 |
0.4% |
14% |
False |
False |
120 |
| 60 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0029 |
0.3% |
14% |
False |
False |
83 |
| 80 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0026 |
0.3% |
14% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9789 |
|
2.618 |
0.9756 |
|
1.618 |
0.9736 |
|
1.000 |
0.9724 |
|
0.618 |
0.9716 |
|
HIGH |
0.9704 |
|
0.618 |
0.9696 |
|
0.500 |
0.9694 |
|
0.382 |
0.9692 |
|
LOW |
0.9684 |
|
0.618 |
0.9672 |
|
1.000 |
0.9664 |
|
1.618 |
0.9652 |
|
2.618 |
0.9632 |
|
4.250 |
0.9599 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9701 |
0.9701 |
| PP |
0.9697 |
0.9697 |
| S1 |
0.9694 |
0.9694 |
|