CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 24-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0067 |
0.9992 |
-0.0075 |
-0.7% |
1.0140 |
| High |
1.0085 |
0.9997 |
-0.0088 |
-0.9% |
1.0158 |
| Low |
0.9983 |
0.9952 |
-0.0031 |
-0.3% |
1.0040 |
| Close |
0.9994 |
0.9958 |
-0.0036 |
-0.4% |
1.0063 |
| Range |
0.0102 |
0.0045 |
-0.0057 |
-55.9% |
0.0118 |
| ATR |
0.0052 |
0.0052 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
102,785 |
94,949 |
-7,836 |
-7.6% |
314,034 |
|
| Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0104 |
1.0076 |
0.9983 |
|
| R3 |
1.0059 |
1.0031 |
0.9970 |
|
| R2 |
1.0014 |
1.0014 |
0.9966 |
|
| R1 |
0.9986 |
0.9986 |
0.9962 |
0.9978 |
| PP |
0.9969 |
0.9969 |
0.9969 |
0.9965 |
| S1 |
0.9941 |
0.9941 |
0.9954 |
0.9933 |
| S2 |
0.9924 |
0.9924 |
0.9950 |
|
| S3 |
0.9879 |
0.9896 |
0.9946 |
|
| S4 |
0.9834 |
0.9851 |
0.9933 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0441 |
1.0370 |
1.0128 |
|
| R3 |
1.0323 |
1.0252 |
1.0095 |
|
| R2 |
1.0205 |
1.0205 |
1.0085 |
|
| R1 |
1.0134 |
1.0134 |
1.0074 |
1.0111 |
| PP |
1.0087 |
1.0087 |
1.0087 |
1.0075 |
| S1 |
1.0016 |
1.0016 |
1.0052 |
0.9993 |
| S2 |
0.9969 |
0.9969 |
1.0041 |
|
| S3 |
0.9851 |
0.9898 |
1.0031 |
|
| S4 |
0.9733 |
0.9780 |
0.9998 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0146 |
0.9952 |
0.0194 |
1.9% |
0.0065 |
0.7% |
3% |
False |
True |
88,250 |
| 10 |
1.0175 |
0.9952 |
0.0223 |
2.2% |
0.0054 |
0.5% |
3% |
False |
True |
73,439 |
| 20 |
1.0175 |
0.9952 |
0.0223 |
2.2% |
0.0050 |
0.5% |
3% |
False |
True |
60,785 |
| 40 |
1.0175 |
0.9952 |
0.0223 |
2.2% |
0.0044 |
0.4% |
3% |
False |
True |
45,255 |
| 60 |
1.0175 |
0.9919 |
0.0256 |
2.6% |
0.0043 |
0.4% |
15% |
False |
False |
30,312 |
| 80 |
1.0230 |
0.9919 |
0.0311 |
3.1% |
0.0047 |
0.5% |
13% |
False |
False |
22,813 |
| 100 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0046 |
0.5% |
10% |
False |
False |
18,271 |
| 120 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0042 |
0.4% |
10% |
False |
False |
15,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0188 |
|
2.618 |
1.0115 |
|
1.618 |
1.0070 |
|
1.000 |
1.0042 |
|
0.618 |
1.0025 |
|
HIGH |
0.9997 |
|
0.618 |
0.9980 |
|
0.500 |
0.9975 |
|
0.382 |
0.9969 |
|
LOW |
0.9952 |
|
0.618 |
0.9924 |
|
1.000 |
0.9907 |
|
1.618 |
0.9879 |
|
2.618 |
0.9834 |
|
4.250 |
0.9761 |
|
|
| Fisher Pivots for day following 24-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9975 |
1.0019 |
| PP |
0.9969 |
0.9998 |
| S1 |
0.9964 |
0.9978 |
|