CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 04-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0019 |
1.0021 |
0.0002 |
0.0% |
0.9919 |
| High |
1.0026 |
1.0042 |
0.0016 |
0.2% |
1.0032 |
| Low |
0.9985 |
0.9998 |
0.0013 |
0.1% |
0.9889 |
| Close |
1.0020 |
1.0010 |
-0.0010 |
-0.1% |
1.0020 |
| Range |
0.0041 |
0.0044 |
0.0003 |
7.3% |
0.0143 |
| ATR |
0.0053 |
0.0053 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
76,594 |
59,249 |
-17,345 |
-22.6% |
355,399 |
|
| Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0149 |
1.0123 |
1.0034 |
|
| R3 |
1.0105 |
1.0079 |
1.0022 |
|
| R2 |
1.0061 |
1.0061 |
1.0018 |
|
| R1 |
1.0035 |
1.0035 |
1.0014 |
1.0026 |
| PP |
1.0017 |
1.0017 |
1.0017 |
1.0012 |
| S1 |
0.9991 |
0.9991 |
1.0006 |
0.9982 |
| S2 |
0.9973 |
0.9973 |
1.0002 |
|
| S3 |
0.9929 |
0.9947 |
0.9998 |
|
| S4 |
0.9885 |
0.9903 |
0.9986 |
|
|
| 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 |
1.0042 |
0.9923 |
0.0119 |
1.2% |
0.0053 |
0.5% |
73% |
True |
False |
69,095 |
| 10 |
1.0085 |
0.9889 |
0.0196 |
2.0% |
0.0057 |
0.6% |
62% |
False |
False |
79,621 |
| 20 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0051 |
0.5% |
42% |
False |
False |
69,773 |
| 40 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0047 |
0.5% |
42% |
False |
False |
57,609 |
| 60 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0045 |
0.5% |
42% |
False |
False |
38,783 |
| 80 |
1.0210 |
0.9889 |
0.0321 |
3.2% |
0.0047 |
0.5% |
38% |
False |
False |
29,183 |
| 100 |
1.0320 |
0.9889 |
0.0431 |
4.3% |
0.0048 |
0.5% |
28% |
False |
False |
23,375 |
| 120 |
1.0320 |
0.9889 |
0.0431 |
4.3% |
0.0044 |
0.4% |
28% |
False |
False |
19,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0229 |
|
2.618 |
1.0157 |
|
1.618 |
1.0113 |
|
1.000 |
1.0086 |
|
0.618 |
1.0069 |
|
HIGH |
1.0042 |
|
0.618 |
1.0025 |
|
0.500 |
1.0020 |
|
0.382 |
1.0015 |
|
LOW |
0.9998 |
|
0.618 |
0.9971 |
|
1.000 |
0.9954 |
|
1.618 |
0.9927 |
|
2.618 |
0.9883 |
|
4.250 |
0.9811 |
|
|
| Fisher Pivots for day following 04-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0020 |
1.0006 |
| PP |
1.0017 |
1.0002 |
| S1 |
1.0013 |
0.9999 |
|