CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 10-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0122 |
1.0110 |
-0.0012 |
-0.1% |
1.0026 |
| High |
1.0132 |
1.0171 |
0.0039 |
0.4% |
1.0149 |
| Low |
1.0106 |
1.0106 |
0.0000 |
0.0% |
1.0012 |
| Close |
1.0111 |
1.0147 |
0.0036 |
0.4% |
1.0117 |
| Range |
0.0026 |
0.0065 |
0.0039 |
150.0% |
0.0137 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
2.7% |
0.0000 |
| Volume |
47,790 |
66,602 |
18,812 |
39.4% |
240,483 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0336 |
1.0307 |
1.0183 |
|
| R3 |
1.0271 |
1.0242 |
1.0165 |
|
| R2 |
1.0206 |
1.0206 |
1.0159 |
|
| R1 |
1.0177 |
1.0177 |
1.0153 |
1.0192 |
| PP |
1.0141 |
1.0141 |
1.0141 |
1.0149 |
| S1 |
1.0112 |
1.0112 |
1.0141 |
1.0127 |
| S2 |
1.0076 |
1.0076 |
1.0135 |
|
| S3 |
1.0011 |
1.0047 |
1.0129 |
|
| S4 |
0.9946 |
0.9982 |
1.0111 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0504 |
1.0447 |
1.0192 |
|
| R3 |
1.0367 |
1.0310 |
1.0155 |
|
| R2 |
1.0230 |
1.0230 |
1.0142 |
|
| R1 |
1.0173 |
1.0173 |
1.0130 |
1.0202 |
| PP |
1.0093 |
1.0093 |
1.0093 |
1.0107 |
| S1 |
1.0036 |
1.0036 |
1.0104 |
1.0065 |
| S2 |
0.9956 |
0.9956 |
1.0092 |
|
| S3 |
0.9819 |
0.9899 |
1.0079 |
|
| S4 |
0.9682 |
0.9762 |
1.0042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0171 |
1.0062 |
0.0109 |
1.1% |
0.0048 |
0.5% |
78% |
True |
False |
60,085 |
| 10 |
1.0171 |
1.0011 |
0.0160 |
1.6% |
0.0048 |
0.5% |
85% |
True |
False |
53,084 |
| 20 |
1.0171 |
1.0011 |
0.0160 |
1.6% |
0.0045 |
0.4% |
85% |
True |
False |
53,145 |
| 40 |
1.0171 |
0.9919 |
0.0252 |
2.5% |
0.0041 |
0.4% |
90% |
True |
False |
28,661 |
| 60 |
1.0210 |
0.9919 |
0.0291 |
2.9% |
0.0046 |
0.5% |
78% |
False |
False |
19,242 |
| 80 |
1.0232 |
0.9919 |
0.0313 |
3.1% |
0.0046 |
0.4% |
73% |
False |
False |
14,473 |
| 100 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0043 |
0.4% |
57% |
False |
False |
11,596 |
| 120 |
1.0320 |
0.9734 |
0.0586 |
5.8% |
0.0039 |
0.4% |
70% |
False |
False |
9,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0447 |
|
2.618 |
1.0341 |
|
1.618 |
1.0276 |
|
1.000 |
1.0236 |
|
0.618 |
1.0211 |
|
HIGH |
1.0171 |
|
0.618 |
1.0146 |
|
0.500 |
1.0139 |
|
0.382 |
1.0131 |
|
LOW |
1.0106 |
|
0.618 |
1.0066 |
|
1.000 |
1.0041 |
|
1.618 |
1.0001 |
|
2.618 |
0.9936 |
|
4.250 |
0.9830 |
|
|
| Fisher Pivots for day following 10-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0144 |
1.0144 |
| PP |
1.0141 |
1.0140 |
| S1 |
1.0139 |
1.0137 |
|