CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 26-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9737 |
0.9760 |
0.0023 |
0.2% |
0.9750 |
| High |
0.9775 |
0.9805 |
0.0030 |
0.3% |
0.9768 |
| Low |
0.9735 |
0.9760 |
0.0025 |
0.3% |
0.9687 |
| Close |
0.9751 |
0.9802 |
0.0051 |
0.5% |
0.9740 |
| Range |
0.0040 |
0.0045 |
0.0005 |
12.5% |
0.0081 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
2.0% |
0.0000 |
| Volume |
24 |
186 |
162 |
675.0% |
575 |
|
| Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9924 |
0.9908 |
0.9827 |
|
| R3 |
0.9879 |
0.9863 |
0.9814 |
|
| R2 |
0.9834 |
0.9834 |
0.9810 |
|
| R1 |
0.9818 |
0.9818 |
0.9806 |
0.9826 |
| PP |
0.9789 |
0.9789 |
0.9789 |
0.9793 |
| S1 |
0.9773 |
0.9773 |
0.9798 |
0.9781 |
| S2 |
0.9744 |
0.9744 |
0.9794 |
|
| S3 |
0.9699 |
0.9728 |
0.9790 |
|
| S4 |
0.9654 |
0.9683 |
0.9777 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9975 |
0.9938 |
0.9785 |
|
| R3 |
0.9894 |
0.9857 |
0.9762 |
|
| R2 |
0.9813 |
0.9813 |
0.9755 |
|
| R1 |
0.9776 |
0.9776 |
0.9747 |
0.9754 |
| PP |
0.9732 |
0.9732 |
0.9732 |
0.9721 |
| S1 |
0.9695 |
0.9695 |
0.9733 |
0.9673 |
| S2 |
0.9651 |
0.9651 |
0.9725 |
|
| S3 |
0.9570 |
0.9614 |
0.9718 |
|
| S4 |
0.9489 |
0.9533 |
0.9695 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9805 |
0.9708 |
0.0097 |
1.0% |
0.0038 |
0.4% |
97% |
True |
False |
115 |
| 10 |
0.9805 |
0.9687 |
0.0118 |
1.2% |
0.0040 |
0.4% |
97% |
True |
False |
137 |
| 20 |
0.9805 |
0.9637 |
0.0168 |
1.7% |
0.0038 |
0.4% |
98% |
True |
False |
154 |
| 40 |
1.0000 |
0.9637 |
0.0363 |
3.7% |
0.0037 |
0.4% |
45% |
False |
False |
124 |
| 60 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0035 |
0.4% |
35% |
False |
False |
106 |
| 80 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0029 |
0.3% |
35% |
False |
False |
82 |
| 100 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0026 |
0.3% |
35% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9996 |
|
2.618 |
0.9923 |
|
1.618 |
0.9878 |
|
1.000 |
0.9850 |
|
0.618 |
0.9833 |
|
HIGH |
0.9805 |
|
0.618 |
0.9788 |
|
0.500 |
0.9783 |
|
0.382 |
0.9777 |
|
LOW |
0.9760 |
|
0.618 |
0.9732 |
|
1.000 |
0.9715 |
|
1.618 |
0.9687 |
|
2.618 |
0.9642 |
|
4.250 |
0.9569 |
|
|
| Fisher Pivots for day following 26-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9796 |
0.9787 |
| PP |
0.9789 |
0.9772 |
| S1 |
0.9783 |
0.9758 |
|