CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 03-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0124 |
1.0132 |
0.0008 |
0.1% |
1.0052 |
| High |
1.0149 |
1.0143 |
-0.0006 |
-0.1% |
1.0078 |
| Low |
1.0113 |
1.0101 |
-0.0012 |
-0.1% |
1.0011 |
| Close |
1.0126 |
1.0113 |
-0.0013 |
-0.1% |
1.0020 |
| Range |
0.0036 |
0.0042 |
0.0006 |
16.7% |
0.0067 |
| ATR |
0.0049 |
0.0048 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
63,211 |
53,912 |
-9,299 |
-14.7% |
112,527 |
|
| Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0245 |
1.0221 |
1.0136 |
|
| R3 |
1.0203 |
1.0179 |
1.0125 |
|
| R2 |
1.0161 |
1.0161 |
1.0121 |
|
| R1 |
1.0137 |
1.0137 |
1.0117 |
1.0128 |
| PP |
1.0119 |
1.0119 |
1.0119 |
1.0115 |
| S1 |
1.0095 |
1.0095 |
1.0109 |
1.0086 |
| S2 |
1.0077 |
1.0077 |
1.0105 |
|
| S3 |
1.0035 |
1.0053 |
1.0101 |
|
| S4 |
0.9993 |
1.0011 |
1.0090 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0237 |
1.0196 |
1.0057 |
|
| R3 |
1.0170 |
1.0129 |
1.0038 |
|
| R2 |
1.0103 |
1.0103 |
1.0032 |
|
| R1 |
1.0062 |
1.0062 |
1.0026 |
1.0049 |
| PP |
1.0036 |
1.0036 |
1.0036 |
1.0030 |
| S1 |
0.9995 |
0.9995 |
1.0014 |
0.9982 |
| S2 |
0.9969 |
0.9969 |
1.0008 |
|
| S3 |
0.9902 |
0.9928 |
1.0002 |
|
| S4 |
0.9835 |
0.9861 |
0.9983 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0149 |
1.0011 |
0.0138 |
1.4% |
0.0047 |
0.5% |
74% |
False |
False |
46,084 |
| 10 |
1.0149 |
1.0011 |
0.0138 |
1.4% |
0.0047 |
0.5% |
74% |
False |
False |
46,704 |
| 20 |
1.0158 |
1.0011 |
0.0147 |
1.5% |
0.0041 |
0.4% |
69% |
False |
False |
41,566 |
| 40 |
1.0158 |
0.9919 |
0.0239 |
2.4% |
0.0041 |
0.4% |
81% |
False |
False |
21,201 |
| 60 |
1.0220 |
0.9919 |
0.0301 |
3.0% |
0.0046 |
0.5% |
64% |
False |
False |
14,263 |
| 80 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0046 |
0.5% |
48% |
False |
False |
10,733 |
| 100 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0042 |
0.4% |
48% |
False |
False |
8,594 |
| 120 |
1.0320 |
0.9734 |
0.0586 |
5.8% |
0.0038 |
0.4% |
65% |
False |
False |
7,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0322 |
|
2.618 |
1.0253 |
|
1.618 |
1.0211 |
|
1.000 |
1.0185 |
|
0.618 |
1.0169 |
|
HIGH |
1.0143 |
|
0.618 |
1.0127 |
|
0.500 |
1.0122 |
|
0.382 |
1.0117 |
|
LOW |
1.0101 |
|
0.618 |
1.0075 |
|
1.000 |
1.0059 |
|
1.618 |
1.0033 |
|
2.618 |
0.9991 |
|
4.250 |
0.9923 |
|
|
| Fisher Pivots for day following 03-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0122 |
1.0102 |
| PP |
1.0119 |
1.0091 |
| S1 |
1.0116 |
1.0081 |
|