CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 19-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9750 |
0.9734 |
-0.0016 |
-0.2% |
0.9684 |
| High |
0.9759 |
0.9734 |
-0.0025 |
-0.3% |
0.9780 |
| Low |
0.9720 |
0.9687 |
-0.0033 |
-0.3% |
0.9684 |
| Close |
0.9749 |
0.9694 |
-0.0055 |
-0.6% |
0.9769 |
| Range |
0.0039 |
0.0047 |
0.0008 |
20.5% |
0.0096 |
| ATR |
0.0041 |
0.0043 |
0.0001 |
3.5% |
0.0000 |
| Volume |
157 |
49 |
-108 |
-68.8% |
841 |
|
| Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9846 |
0.9817 |
0.9720 |
|
| R3 |
0.9799 |
0.9770 |
0.9707 |
|
| R2 |
0.9752 |
0.9752 |
0.9703 |
|
| R1 |
0.9723 |
0.9723 |
0.9698 |
0.9714 |
| PP |
0.9705 |
0.9705 |
0.9705 |
0.9701 |
| S1 |
0.9676 |
0.9676 |
0.9690 |
0.9667 |
| S2 |
0.9658 |
0.9658 |
0.9685 |
|
| S3 |
0.9611 |
0.9629 |
0.9681 |
|
| S4 |
0.9564 |
0.9582 |
0.9668 |
|
|
| 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 |
0.9687 |
0.0093 |
1.0% |
0.0041 |
0.4% |
8% |
False |
True |
159 |
| 10 |
0.9780 |
0.9640 |
0.0140 |
1.4% |
0.0039 |
0.4% |
39% |
False |
False |
140 |
| 20 |
0.9820 |
0.9637 |
0.0183 |
1.9% |
0.0040 |
0.4% |
31% |
False |
False |
171 |
| 40 |
1.0032 |
0.9637 |
0.0395 |
4.1% |
0.0038 |
0.4% |
14% |
False |
False |
141 |
| 60 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0032 |
0.3% |
12% |
False |
False |
97 |
| 80 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0027 |
0.3% |
12% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9934 |
|
2.618 |
0.9857 |
|
1.618 |
0.9810 |
|
1.000 |
0.9781 |
|
0.618 |
0.9763 |
|
HIGH |
0.9734 |
|
0.618 |
0.9716 |
|
0.500 |
0.9711 |
|
0.382 |
0.9705 |
|
LOW |
0.9687 |
|
0.618 |
0.9658 |
|
1.000 |
0.9640 |
|
1.618 |
0.9611 |
|
2.618 |
0.9564 |
|
4.250 |
0.9487 |
|
|
| Fisher Pivots for day following 19-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9711 |
0.9734 |
| PP |
0.9705 |
0.9720 |
| S1 |
0.9700 |
0.9707 |
|