CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 27-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9760 |
0.9798 |
0.0038 |
0.4% |
0.9750 |
| High |
0.9805 |
0.9815 |
0.0010 |
0.1% |
0.9768 |
| Low |
0.9760 |
0.9772 |
0.0012 |
0.1% |
0.9687 |
| Close |
0.9802 |
0.9802 |
0.0000 |
0.0% |
0.9740 |
| Range |
0.0045 |
0.0043 |
-0.0002 |
-4.4% |
0.0081 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
0.0% |
0.0000 |
| Volume |
186 |
127 |
-59 |
-31.7% |
575 |
|
| Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9925 |
0.9907 |
0.9826 |
|
| R3 |
0.9882 |
0.9864 |
0.9814 |
|
| R2 |
0.9839 |
0.9839 |
0.9810 |
|
| R1 |
0.9821 |
0.9821 |
0.9806 |
0.9830 |
| PP |
0.9796 |
0.9796 |
0.9796 |
0.9801 |
| S1 |
0.9778 |
0.9778 |
0.9798 |
0.9787 |
| S2 |
0.9753 |
0.9753 |
0.9794 |
|
| S3 |
0.9710 |
0.9735 |
0.9790 |
|
| S4 |
0.9667 |
0.9692 |
0.9778 |
|
|
| 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 |
0.9815 |
0.9710 |
0.0105 |
1.1% |
0.0043 |
0.4% |
88% |
True |
False |
112 |
| 10 |
0.9815 |
0.9687 |
0.0128 |
1.3% |
0.0041 |
0.4% |
90% |
True |
False |
105 |
| 20 |
0.9815 |
0.9637 |
0.0178 |
1.8% |
0.0039 |
0.4% |
93% |
True |
False |
147 |
| 40 |
1.0000 |
0.9637 |
0.0363 |
3.7% |
0.0037 |
0.4% |
45% |
False |
False |
117 |
| 60 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0036 |
0.4% |
35% |
False |
False |
108 |
| 80 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0029 |
0.3% |
35% |
False |
False |
83 |
| 100 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0026 |
0.3% |
35% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9998 |
|
2.618 |
0.9928 |
|
1.618 |
0.9885 |
|
1.000 |
0.9858 |
|
0.618 |
0.9842 |
|
HIGH |
0.9815 |
|
0.618 |
0.9799 |
|
0.500 |
0.9794 |
|
0.382 |
0.9788 |
|
LOW |
0.9772 |
|
0.618 |
0.9745 |
|
1.000 |
0.9729 |
|
1.618 |
0.9702 |
|
2.618 |
0.9659 |
|
4.250 |
0.9589 |
|
|
| Fisher Pivots for day following 27-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9799 |
0.9793 |
| PP |
0.9796 |
0.9784 |
| S1 |
0.9794 |
0.9775 |
|