CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 15-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0140 |
1.0148 |
0.0008 |
0.1% |
1.0122 |
| High |
1.0158 |
1.0156 |
-0.0002 |
0.0% |
1.0175 |
| Low |
1.0122 |
1.0121 |
-0.0001 |
0.0% |
1.0100 |
| Close |
1.0151 |
1.0145 |
-0.0006 |
-0.1% |
1.0150 |
| Range |
0.0036 |
0.0035 |
-0.0001 |
-2.8% |
0.0075 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
49,010 |
54,838 |
5,828 |
11.9% |
285,227 |
|
| Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0246 |
1.0230 |
1.0164 |
|
| R3 |
1.0211 |
1.0195 |
1.0155 |
|
| R2 |
1.0176 |
1.0176 |
1.0151 |
|
| R1 |
1.0160 |
1.0160 |
1.0148 |
1.0151 |
| PP |
1.0141 |
1.0141 |
1.0141 |
1.0136 |
| S1 |
1.0125 |
1.0125 |
1.0142 |
1.0116 |
| S2 |
1.0106 |
1.0106 |
1.0139 |
|
| S3 |
1.0071 |
1.0090 |
1.0135 |
|
| S4 |
1.0036 |
1.0055 |
1.0126 |
|
|
| 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 |
1.0106 |
0.0069 |
0.7% |
0.0041 |
0.4% |
57% |
False |
False |
57,314 |
| 10 |
1.0175 |
1.0062 |
0.0113 |
1.1% |
0.0043 |
0.4% |
73% |
False |
False |
58,973 |
| 20 |
1.0175 |
1.0011 |
0.0164 |
1.6% |
0.0045 |
0.4% |
82% |
False |
False |
52,896 |
| 40 |
1.0175 |
0.9919 |
0.0256 |
2.5% |
0.0041 |
0.4% |
88% |
False |
False |
32,924 |
| 60 |
1.0175 |
0.9919 |
0.0256 |
2.5% |
0.0043 |
0.4% |
88% |
False |
False |
22,101 |
| 80 |
1.0232 |
0.9919 |
0.0313 |
3.1% |
0.0046 |
0.5% |
72% |
False |
False |
16,622 |
| 100 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0044 |
0.4% |
56% |
False |
False |
13,317 |
| 120 |
1.0320 |
0.9845 |
0.0475 |
4.7% |
0.0039 |
0.4% |
63% |
False |
False |
11,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0305 |
|
2.618 |
1.0248 |
|
1.618 |
1.0213 |
|
1.000 |
1.0191 |
|
0.618 |
1.0178 |
|
HIGH |
1.0156 |
|
0.618 |
1.0143 |
|
0.500 |
1.0139 |
|
0.382 |
1.0134 |
|
LOW |
1.0121 |
|
0.618 |
1.0099 |
|
1.000 |
1.0086 |
|
1.618 |
1.0064 |
|
2.618 |
1.0029 |
|
4.250 |
0.9972 |
|
|
| Fisher Pivots for day following 15-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0143 |
1.0148 |
| PP |
1.0141 |
1.0147 |
| S1 |
1.0139 |
1.0146 |
|