CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 01-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9973 |
1.0019 |
0.0046 |
0.5% |
0.9919 |
| High |
1.0032 |
1.0026 |
-0.0006 |
-0.1% |
1.0032 |
| Low |
0.9955 |
0.9985 |
0.0030 |
0.3% |
0.9889 |
| Close |
1.0015 |
1.0020 |
0.0005 |
0.0% |
1.0020 |
| Range |
0.0077 |
0.0041 |
-0.0036 |
-46.8% |
0.0143 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
78,303 |
76,594 |
-1,709 |
-2.2% |
355,399 |
|
| Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0133 |
1.0118 |
1.0043 |
|
| R3 |
1.0092 |
1.0077 |
1.0031 |
|
| R2 |
1.0051 |
1.0051 |
1.0028 |
|
| R1 |
1.0036 |
1.0036 |
1.0024 |
1.0044 |
| PP |
1.0010 |
1.0010 |
1.0010 |
1.0014 |
| S1 |
0.9995 |
0.9995 |
1.0016 |
1.0003 |
| S2 |
0.9969 |
0.9969 |
1.0012 |
|
| S3 |
0.9928 |
0.9954 |
1.0009 |
|
| S4 |
0.9887 |
0.9913 |
0.9997 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0409 |
1.0358 |
1.0099 |
|
| R3 |
1.0266 |
1.0215 |
1.0059 |
|
| R2 |
1.0123 |
1.0123 |
1.0046 |
|
| R1 |
1.0072 |
1.0072 |
1.0033 |
1.0098 |
| PP |
0.9980 |
0.9980 |
0.9980 |
0.9993 |
| S1 |
0.9929 |
0.9929 |
1.0007 |
0.9955 |
| S2 |
0.9837 |
0.9837 |
0.9994 |
|
| S3 |
0.9694 |
0.9786 |
0.9981 |
|
| S4 |
0.9551 |
0.9643 |
0.9941 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0032 |
0.9889 |
0.0143 |
1.4% |
0.0053 |
0.5% |
92% |
False |
False |
71,079 |
| 10 |
1.0135 |
0.9889 |
0.0246 |
2.5% |
0.0062 |
0.6% |
53% |
False |
False |
83,314 |
| 20 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0053 |
0.5% |
46% |
False |
False |
70,988 |
| 40 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0047 |
0.5% |
46% |
False |
False |
56,277 |
| 60 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0045 |
0.5% |
46% |
False |
False |
37,797 |
| 80 |
1.0220 |
0.9889 |
0.0331 |
3.3% |
0.0048 |
0.5% |
40% |
False |
False |
28,444 |
| 100 |
1.0320 |
0.9889 |
0.0431 |
4.3% |
0.0047 |
0.5% |
30% |
False |
False |
22,784 |
| 120 |
1.0320 |
0.9889 |
0.0431 |
4.3% |
0.0043 |
0.4% |
30% |
False |
False |
18,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0200 |
|
2.618 |
1.0133 |
|
1.618 |
1.0092 |
|
1.000 |
1.0067 |
|
0.618 |
1.0051 |
|
HIGH |
1.0026 |
|
0.618 |
1.0010 |
|
0.500 |
1.0006 |
|
0.382 |
1.0001 |
|
LOW |
0.9985 |
|
0.618 |
0.9960 |
|
1.000 |
0.9944 |
|
1.618 |
0.9919 |
|
2.618 |
0.9878 |
|
4.250 |
0.9811 |
|
|
| Fisher Pivots for day following 01-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0015 |
1.0008 |
| PP |
1.0010 |
0.9996 |
| S1 |
1.0006 |
0.9984 |
|