CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 14-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9746 |
0.9727 |
-0.0019 |
-0.2% |
0.9731 |
| High |
0.9758 |
0.9791 |
0.0033 |
0.3% |
0.9770 |
| Low |
0.9712 |
0.9723 |
0.0011 |
0.1% |
0.9671 |
| Close |
0.9732 |
0.9781 |
0.0049 |
0.5% |
0.9718 |
| Range |
0.0046 |
0.0068 |
0.0022 |
47.8% |
0.0099 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.6% |
0.0000 |
| Volume |
107,191 |
96,881 |
-10,310 |
-9.6% |
422,776 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9969 |
0.9943 |
0.9818 |
|
| R3 |
0.9901 |
0.9875 |
0.9800 |
|
| R2 |
0.9833 |
0.9833 |
0.9793 |
|
| R1 |
0.9807 |
0.9807 |
0.9787 |
0.9820 |
| PP |
0.9765 |
0.9765 |
0.9765 |
0.9772 |
| S1 |
0.9739 |
0.9739 |
0.9775 |
0.9752 |
| S2 |
0.9697 |
0.9697 |
0.9769 |
|
| S3 |
0.9629 |
0.9671 |
0.9762 |
|
| S4 |
0.9561 |
0.9603 |
0.9744 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0017 |
0.9966 |
0.9772 |
|
| R3 |
0.9918 |
0.9867 |
0.9745 |
|
| R2 |
0.9819 |
0.9819 |
0.9736 |
|
| R1 |
0.9768 |
0.9768 |
0.9727 |
0.9744 |
| PP |
0.9720 |
0.9720 |
0.9720 |
0.9708 |
| S1 |
0.9669 |
0.9669 |
0.9709 |
0.9645 |
| S2 |
0.9621 |
0.9621 |
0.9700 |
|
| S3 |
0.9522 |
0.9570 |
0.9691 |
|
| S4 |
0.9423 |
0.9471 |
0.9664 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9791 |
0.9692 |
0.0099 |
1.0% |
0.0052 |
0.5% |
90% |
True |
False |
91,535 |
| 10 |
0.9791 |
0.9665 |
0.0126 |
1.3% |
0.0053 |
0.5% |
92% |
True |
False |
87,031 |
| 20 |
0.9993 |
0.9665 |
0.0328 |
3.4% |
0.0059 |
0.6% |
35% |
False |
False |
86,750 |
| 40 |
1.0150 |
0.9665 |
0.0485 |
5.0% |
0.0058 |
0.6% |
24% |
False |
False |
79,044 |
| 60 |
1.0175 |
0.9665 |
0.0510 |
5.2% |
0.0053 |
0.5% |
23% |
False |
False |
70,328 |
| 80 |
1.0175 |
0.9665 |
0.0510 |
5.2% |
0.0049 |
0.5% |
23% |
False |
False |
55,984 |
| 100 |
1.0175 |
0.9665 |
0.0510 |
5.2% |
0.0049 |
0.5% |
23% |
False |
False |
44,879 |
| 120 |
1.0232 |
0.9665 |
0.0567 |
5.8% |
0.0050 |
0.5% |
20% |
False |
False |
37,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0080 |
|
2.618 |
0.9969 |
|
1.618 |
0.9901 |
|
1.000 |
0.9859 |
|
0.618 |
0.9833 |
|
HIGH |
0.9791 |
|
0.618 |
0.9765 |
|
0.500 |
0.9757 |
|
0.382 |
0.9749 |
|
LOW |
0.9723 |
|
0.618 |
0.9681 |
|
1.000 |
0.9655 |
|
1.618 |
0.9613 |
|
2.618 |
0.9545 |
|
4.250 |
0.9434 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9773 |
0.9771 |
| PP |
0.9765 |
0.9761 |
| S1 |
0.9757 |
0.9752 |
|