CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 17-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0146 |
1.0127 |
-0.0019 |
-0.2% |
1.0122 |
| High |
1.0150 |
1.0146 |
-0.0004 |
0.0% |
1.0175 |
| Low |
1.0110 |
1.0101 |
-0.0009 |
-0.1% |
1.0100 |
| Close |
1.0128 |
1.0138 |
0.0010 |
0.1% |
1.0150 |
| Range |
0.0040 |
0.0045 |
0.0005 |
12.5% |
0.0075 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
54,365 |
59,645 |
5,280 |
9.7% |
285,227 |
|
| Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0263 |
1.0246 |
1.0163 |
|
| R3 |
1.0218 |
1.0201 |
1.0150 |
|
| R2 |
1.0173 |
1.0173 |
1.0146 |
|
| R1 |
1.0156 |
1.0156 |
1.0142 |
1.0165 |
| PP |
1.0128 |
1.0128 |
1.0128 |
1.0133 |
| S1 |
1.0111 |
1.0111 |
1.0134 |
1.0120 |
| S2 |
1.0083 |
1.0083 |
1.0130 |
|
| S3 |
1.0038 |
1.0066 |
1.0126 |
|
| S4 |
0.9993 |
1.0021 |
1.0113 |
|
|
| 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 |
1.0101 |
0.0074 |
0.7% |
0.0040 |
0.4% |
50% |
False |
True |
57,238 |
| 10 |
1.0175 |
1.0062 |
0.0113 |
1.1% |
0.0044 |
0.4% |
67% |
False |
False |
58,661 |
| 20 |
1.0175 |
1.0011 |
0.0164 |
1.6% |
0.0045 |
0.4% |
77% |
False |
False |
52,683 |
| 40 |
1.0175 |
0.9986 |
0.0189 |
1.9% |
0.0041 |
0.4% |
80% |
False |
False |
35,750 |
| 60 |
1.0175 |
0.9919 |
0.0256 |
2.5% |
0.0042 |
0.4% |
86% |
False |
False |
23,986 |
| 80 |
1.0230 |
0.9919 |
0.0311 |
3.1% |
0.0046 |
0.5% |
70% |
False |
False |
18,046 |
| 100 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0044 |
0.4% |
55% |
False |
False |
14,457 |
| 120 |
1.0320 |
0.9869 |
0.0451 |
4.4% |
0.0040 |
0.4% |
60% |
False |
False |
12,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0337 |
|
2.618 |
1.0264 |
|
1.618 |
1.0219 |
|
1.000 |
1.0191 |
|
0.618 |
1.0174 |
|
HIGH |
1.0146 |
|
0.618 |
1.0129 |
|
0.500 |
1.0124 |
|
0.382 |
1.0118 |
|
LOW |
1.0101 |
|
0.618 |
1.0073 |
|
1.000 |
1.0056 |
|
1.618 |
1.0028 |
|
2.618 |
0.9983 |
|
4.250 |
0.9910 |
|
|
| Fisher Pivots for day following 17-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0133 |
1.0135 |
| PP |
1.0128 |
1.0132 |
| S1 |
1.0124 |
1.0129 |
|