CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 07-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0035 |
1.0035 |
0.0000 |
0.0% |
0.9919 |
| High |
1.0038 |
1.0059 |
0.0021 |
0.2% |
1.0032 |
| Low |
1.0001 |
0.9996 |
-0.0005 |
0.0% |
0.9889 |
| Close |
1.0030 |
1.0011 |
-0.0019 |
-0.2% |
1.0020 |
| Range |
0.0037 |
0.0063 |
0.0026 |
70.3% |
0.0143 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
1.7% |
0.0000 |
| Volume |
57,826 |
63,307 |
5,481 |
9.5% |
355,399 |
|
| Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0211 |
1.0174 |
1.0046 |
|
| R3 |
1.0148 |
1.0111 |
1.0028 |
|
| R2 |
1.0085 |
1.0085 |
1.0023 |
|
| R1 |
1.0048 |
1.0048 |
1.0017 |
1.0035 |
| PP |
1.0022 |
1.0022 |
1.0022 |
1.0016 |
| S1 |
0.9985 |
0.9985 |
1.0005 |
0.9972 |
| S2 |
0.9959 |
0.9959 |
0.9999 |
|
| S3 |
0.9896 |
0.9922 |
0.9994 |
|
| S4 |
0.9833 |
0.9859 |
0.9976 |
|
|
| 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 |
1.0059 |
0.9985 |
0.0074 |
0.7% |
0.0046 |
0.5% |
35% |
True |
False |
62,123 |
| 10 |
1.0059 |
0.9889 |
0.0170 |
1.7% |
0.0053 |
0.5% |
72% |
True |
False |
68,555 |
| 20 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0054 |
0.5% |
43% |
False |
False |
70,997 |
| 40 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0048 |
0.5% |
43% |
False |
False |
61,235 |
| 60 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0044 |
0.4% |
43% |
False |
False |
41,678 |
| 80 |
1.0210 |
0.9889 |
0.0321 |
3.2% |
0.0047 |
0.5% |
38% |
False |
False |
31,350 |
| 100 |
1.0232 |
0.9889 |
0.0343 |
3.4% |
0.0047 |
0.5% |
36% |
False |
False |
25,113 |
| 120 |
1.0320 |
0.9889 |
0.0431 |
4.3% |
0.0044 |
0.4% |
28% |
False |
False |
20,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0327 |
|
2.618 |
1.0224 |
|
1.618 |
1.0161 |
|
1.000 |
1.0122 |
|
0.618 |
1.0098 |
|
HIGH |
1.0059 |
|
0.618 |
1.0035 |
|
0.500 |
1.0028 |
|
0.382 |
1.0020 |
|
LOW |
0.9996 |
|
0.618 |
0.9957 |
|
1.000 |
0.9933 |
|
1.618 |
0.9894 |
|
2.618 |
0.9831 |
|
4.250 |
0.9728 |
|
|
| Fisher Pivots for day following 07-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0028 |
1.0027 |
| PP |
1.0022 |
1.0022 |
| S1 |
1.0017 |
1.0016 |
|