CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 15-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9695 |
0.9746 |
0.0051 |
0.5% |
0.9684 |
| High |
0.9750 |
0.9780 |
0.0030 |
0.3% |
0.9780 |
| Low |
0.9695 |
0.9745 |
0.0050 |
0.5% |
0.9684 |
| Close |
0.9741 |
0.9769 |
0.0028 |
0.3% |
0.9769 |
| Range |
0.0055 |
0.0035 |
-0.0020 |
-36.4% |
0.0096 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
51 |
92 |
41 |
80.4% |
841 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9870 |
0.9854 |
0.9788 |
|
| R3 |
0.9835 |
0.9819 |
0.9779 |
|
| R2 |
0.9800 |
0.9800 |
0.9775 |
|
| R1 |
0.9784 |
0.9784 |
0.9772 |
0.9792 |
| PP |
0.9765 |
0.9765 |
0.9765 |
0.9769 |
| S1 |
0.9749 |
0.9749 |
0.9766 |
0.9757 |
| S2 |
0.9730 |
0.9730 |
0.9763 |
|
| S3 |
0.9695 |
0.9714 |
0.9759 |
|
| S4 |
0.9660 |
0.9679 |
0.9750 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0032 |
0.9997 |
0.9822 |
|
| R3 |
0.9936 |
0.9901 |
0.9795 |
|
| R2 |
0.9840 |
0.9840 |
0.9787 |
|
| R1 |
0.9805 |
0.9805 |
0.9778 |
0.9823 |
| PP |
0.9744 |
0.9744 |
0.9744 |
0.9753 |
| S1 |
0.9709 |
0.9709 |
0.9760 |
0.9727 |
| S2 |
0.9648 |
0.9648 |
0.9751 |
|
| S3 |
0.9552 |
0.9613 |
0.9743 |
|
| S4 |
0.9456 |
0.9517 |
0.9716 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9780 |
0.9684 |
0.0096 |
1.0% |
0.0030 |
0.3% |
89% |
True |
False |
168 |
| 10 |
0.9780 |
0.9640 |
0.0140 |
1.4% |
0.0035 |
0.4% |
92% |
True |
False |
162 |
| 20 |
0.9908 |
0.9637 |
0.0271 |
2.8% |
0.0040 |
0.4% |
49% |
False |
False |
163 |
| 40 |
1.0094 |
0.9637 |
0.0457 |
4.7% |
0.0038 |
0.4% |
29% |
False |
False |
136 |
| 60 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0031 |
0.3% |
28% |
False |
False |
94 |
| 80 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0027 |
0.3% |
28% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9929 |
|
2.618 |
0.9872 |
|
1.618 |
0.9837 |
|
1.000 |
0.9815 |
|
0.618 |
0.9802 |
|
HIGH |
0.9780 |
|
0.618 |
0.9767 |
|
0.500 |
0.9763 |
|
0.382 |
0.9758 |
|
LOW |
0.9745 |
|
0.618 |
0.9723 |
|
1.000 |
0.9710 |
|
1.618 |
0.9688 |
|
2.618 |
0.9653 |
|
4.250 |
0.9596 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9767 |
0.9757 |
| PP |
0.9765 |
0.9746 |
| S1 |
0.9763 |
0.9734 |
|