CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 25-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9992 |
0.9965 |
-0.0027 |
-0.3% |
1.0064 |
| High |
0.9997 |
0.9967 |
-0.0030 |
-0.3% |
1.0085 |
| Low |
0.9952 |
0.9889 |
-0.0063 |
-0.6% |
0.9889 |
| Close |
0.9958 |
0.9911 |
-0.0047 |
-0.5% |
0.9911 |
| Range |
0.0045 |
0.0078 |
0.0033 |
73.3% |
0.0196 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
3.6% |
0.0000 |
| Volume |
94,949 |
96,139 |
1,190 |
1.3% |
381,568 |
|
| Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0156 |
1.0112 |
0.9954 |
|
| R3 |
1.0078 |
1.0034 |
0.9932 |
|
| R2 |
1.0000 |
1.0000 |
0.9925 |
|
| R1 |
0.9956 |
0.9956 |
0.9918 |
0.9939 |
| PP |
0.9922 |
0.9922 |
0.9922 |
0.9914 |
| S1 |
0.9878 |
0.9878 |
0.9904 |
0.9861 |
| S2 |
0.9844 |
0.9844 |
0.9897 |
|
| S3 |
0.9766 |
0.9800 |
0.9890 |
|
| S4 |
0.9688 |
0.9722 |
0.9868 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0550 |
1.0426 |
1.0019 |
|
| R3 |
1.0354 |
1.0230 |
0.9965 |
|
| R2 |
1.0158 |
1.0158 |
0.9947 |
|
| R1 |
1.0034 |
1.0034 |
0.9929 |
0.9998 |
| PP |
0.9962 |
0.9962 |
0.9962 |
0.9944 |
| S1 |
0.9838 |
0.9838 |
0.9893 |
0.9802 |
| S2 |
0.9766 |
0.9766 |
0.9875 |
|
| S3 |
0.9570 |
0.9642 |
0.9857 |
|
| S4 |
0.9374 |
0.9446 |
0.9803 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0135 |
0.9889 |
0.0246 |
2.5% |
0.0071 |
0.7% |
9% |
False |
True |
95,548 |
| 10 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0056 |
0.6% |
8% |
False |
True |
76,393 |
| 20 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0052 |
0.5% |
8% |
False |
True |
64,739 |
| 40 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0045 |
0.5% |
8% |
False |
True |
47,643 |
| 60 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0044 |
0.4% |
8% |
False |
True |
31,900 |
| 80 |
1.0230 |
0.9889 |
0.0341 |
3.4% |
0.0047 |
0.5% |
6% |
False |
True |
24,012 |
| 100 |
1.0320 |
0.9889 |
0.0431 |
4.3% |
0.0047 |
0.5% |
5% |
False |
True |
19,233 |
| 120 |
1.0320 |
0.9889 |
0.0431 |
4.3% |
0.0042 |
0.4% |
5% |
False |
True |
16,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0299 |
|
2.618 |
1.0171 |
|
1.618 |
1.0093 |
|
1.000 |
1.0045 |
|
0.618 |
1.0015 |
|
HIGH |
0.9967 |
|
0.618 |
0.9937 |
|
0.500 |
0.9928 |
|
0.382 |
0.9919 |
|
LOW |
0.9889 |
|
0.618 |
0.9841 |
|
1.000 |
0.9811 |
|
1.618 |
0.9763 |
|
2.618 |
0.9685 |
|
4.250 |
0.9558 |
|
|
| Fisher Pivots for day following 25-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9928 |
0.9987 |
| PP |
0.9922 |
0.9962 |
| S1 |
0.9917 |
0.9936 |
|