CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 09-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0096 |
1.0094 |
-0.0002 |
0.0% |
1.0008 |
| High |
1.0100 |
1.0104 |
0.0004 |
0.0% |
1.0122 |
| Low |
1.0089 |
1.0087 |
-0.0002 |
0.0% |
1.0003 |
| Close |
1.0095 |
1.0090 |
-0.0005 |
0.0% |
1.0095 |
| Range |
0.0011 |
0.0017 |
0.0006 |
54.5% |
0.0119 |
| ATR |
0.0036 |
0.0035 |
-0.0001 |
-3.8% |
0.0000 |
| Volume |
10 |
30 |
20 |
200.0% |
358 |
|
| Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0145 |
1.0134 |
1.0099 |
|
| R3 |
1.0128 |
1.0117 |
1.0095 |
|
| R2 |
1.0111 |
1.0111 |
1.0093 |
|
| R1 |
1.0100 |
1.0100 |
1.0092 |
1.0097 |
| PP |
1.0094 |
1.0094 |
1.0094 |
1.0092 |
| S1 |
1.0083 |
1.0083 |
1.0088 |
1.0080 |
| S2 |
1.0077 |
1.0077 |
1.0087 |
|
| S3 |
1.0060 |
1.0066 |
1.0085 |
|
| S4 |
1.0043 |
1.0049 |
1.0081 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0430 |
1.0382 |
1.0160 |
|
| R3 |
1.0311 |
1.0263 |
1.0128 |
|
| R2 |
1.0192 |
1.0192 |
1.0117 |
|
| R1 |
1.0144 |
1.0144 |
1.0106 |
1.0168 |
| PP |
1.0073 |
1.0073 |
1.0073 |
1.0086 |
| S1 |
1.0025 |
1.0025 |
1.0084 |
1.0049 |
| S2 |
0.9954 |
0.9954 |
1.0073 |
|
| S3 |
0.9835 |
0.9906 |
1.0062 |
|
| S4 |
0.9716 |
0.9787 |
1.0030 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0117 |
1.0043 |
0.0074 |
0.7% |
0.0027 |
0.3% |
64% |
False |
False |
46 |
| 10 |
1.0122 |
0.9995 |
0.0127 |
1.3% |
0.0031 |
0.3% |
75% |
False |
False |
65 |
| 20 |
1.0131 |
0.9995 |
0.0136 |
1.3% |
0.0026 |
0.3% |
70% |
False |
False |
72 |
| 40 |
1.0131 |
0.9900 |
0.0231 |
2.3% |
0.0023 |
0.2% |
82% |
False |
False |
64 |
| 60 |
1.0169 |
0.9900 |
0.0269 |
2.7% |
0.0025 |
0.2% |
71% |
False |
False |
55 |
| 80 |
1.0200 |
0.9900 |
0.0300 |
3.0% |
0.0023 |
0.2% |
63% |
False |
False |
48 |
| 100 |
1.0254 |
0.9900 |
0.0354 |
3.5% |
0.0022 |
0.2% |
54% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0176 |
|
2.618 |
1.0149 |
|
1.618 |
1.0132 |
|
1.000 |
1.0121 |
|
0.618 |
1.0115 |
|
HIGH |
1.0104 |
|
0.618 |
1.0098 |
|
0.500 |
1.0096 |
|
0.382 |
1.0093 |
|
LOW |
1.0087 |
|
0.618 |
1.0076 |
|
1.000 |
1.0070 |
|
1.618 |
1.0059 |
|
2.618 |
1.0042 |
|
4.250 |
1.0015 |
|
|
| Fisher Pivots for day following 09-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0096 |
1.0098 |
| PP |
1.0094 |
1.0095 |
| S1 |
1.0092 |
1.0093 |
|