CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 11-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0110 |
1.0154 |
0.0044 |
0.4% |
1.0122 |
| High |
1.0171 |
1.0175 |
0.0004 |
0.0% |
1.0175 |
| Low |
1.0106 |
1.0133 |
0.0027 |
0.3% |
1.0100 |
| Close |
1.0147 |
1.0150 |
0.0003 |
0.0% |
1.0150 |
| Range |
0.0065 |
0.0042 |
-0.0023 |
-35.4% |
0.0075 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
66,602 |
68,334 |
1,732 |
2.6% |
285,227 |
|
| Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0279 |
1.0256 |
1.0173 |
|
| R3 |
1.0237 |
1.0214 |
1.0162 |
|
| R2 |
1.0195 |
1.0195 |
1.0158 |
|
| R1 |
1.0172 |
1.0172 |
1.0154 |
1.0163 |
| PP |
1.0153 |
1.0153 |
1.0153 |
1.0148 |
| S1 |
1.0130 |
1.0130 |
1.0146 |
1.0121 |
| S2 |
1.0111 |
1.0111 |
1.0142 |
|
| S3 |
1.0069 |
1.0088 |
1.0138 |
|
| S4 |
1.0027 |
1.0046 |
1.0127 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0367 |
1.0333 |
1.0191 |
|
| R3 |
1.0292 |
1.0258 |
1.0171 |
|
| R2 |
1.0217 |
1.0217 |
1.0164 |
|
| R1 |
1.0183 |
1.0183 |
1.0157 |
1.0200 |
| PP |
1.0142 |
1.0142 |
1.0142 |
1.0150 |
| S1 |
1.0108 |
1.0108 |
1.0143 |
1.0125 |
| S2 |
1.0067 |
1.0067 |
1.0136 |
|
| S3 |
0.9992 |
1.0033 |
1.0129 |
|
| S4 |
0.9917 |
0.9958 |
1.0109 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0175 |
1.0100 |
0.0075 |
0.7% |
0.0041 |
0.4% |
67% |
True |
False |
57,045 |
| 10 |
1.0175 |
1.0011 |
0.0164 |
1.6% |
0.0047 |
0.5% |
85% |
True |
False |
56,165 |
| 20 |
1.0175 |
1.0011 |
0.0164 |
1.6% |
0.0045 |
0.4% |
85% |
True |
False |
54,556 |
| 40 |
1.0175 |
0.9919 |
0.0256 |
2.5% |
0.0041 |
0.4% |
90% |
True |
False |
30,367 |
| 60 |
1.0210 |
0.9919 |
0.0291 |
2.9% |
0.0045 |
0.4% |
79% |
False |
False |
20,380 |
| 80 |
1.0232 |
0.9919 |
0.0313 |
3.1% |
0.0046 |
0.5% |
74% |
False |
False |
15,327 |
| 100 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0044 |
0.4% |
58% |
False |
False |
12,280 |
| 120 |
1.0320 |
0.9734 |
0.0586 |
5.8% |
0.0040 |
0.4% |
71% |
False |
False |
10,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0354 |
|
2.618 |
1.0285 |
|
1.618 |
1.0243 |
|
1.000 |
1.0217 |
|
0.618 |
1.0201 |
|
HIGH |
1.0175 |
|
0.618 |
1.0159 |
|
0.500 |
1.0154 |
|
0.382 |
1.0149 |
|
LOW |
1.0133 |
|
0.618 |
1.0107 |
|
1.000 |
1.0091 |
|
1.618 |
1.0065 |
|
2.618 |
1.0023 |
|
4.250 |
0.9955 |
|
|
| Fisher Pivots for day following 11-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0154 |
1.0147 |
| PP |
1.0153 |
1.0144 |
| S1 |
1.0151 |
1.0141 |
|