CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 22-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0092 |
1.0042 |
-0.0050 |
-0.5% |
1.0133 |
| High |
1.0092 |
1.0058 |
-0.0034 |
-0.3% |
1.0133 |
| Low |
1.0025 |
1.0026 |
0.0001 |
0.0% |
1.0025 |
| Close |
1.0042 |
1.0042 |
0.0000 |
0.0% |
1.0042 |
| Range |
0.0067 |
0.0032 |
-0.0035 |
-52.2% |
0.0108 |
| ATR |
0.0039 |
0.0039 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
46 |
230 |
184 |
400.0% |
206 |
|
| Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0138 |
1.0122 |
1.0060 |
|
| R3 |
1.0106 |
1.0090 |
1.0051 |
|
| R2 |
1.0074 |
1.0074 |
1.0048 |
|
| R1 |
1.0058 |
1.0058 |
1.0045 |
1.0058 |
| PP |
1.0042 |
1.0042 |
1.0042 |
1.0042 |
| S1 |
1.0026 |
1.0026 |
1.0039 |
1.0026 |
| S2 |
1.0010 |
1.0010 |
1.0036 |
|
| S3 |
0.9978 |
0.9994 |
1.0033 |
|
| S4 |
0.9946 |
0.9962 |
1.0024 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0391 |
1.0324 |
1.0101 |
|
| R3 |
1.0283 |
1.0216 |
1.0072 |
|
| R2 |
1.0175 |
1.0175 |
1.0062 |
|
| R1 |
1.0108 |
1.0108 |
1.0052 |
1.0088 |
| PP |
1.0067 |
1.0067 |
1.0067 |
1.0056 |
| S1 |
1.0000 |
1.0000 |
1.0032 |
0.9980 |
| S2 |
0.9959 |
0.9959 |
1.0022 |
|
| S3 |
0.9851 |
0.9892 |
1.0012 |
|
| S4 |
0.9743 |
0.9784 |
0.9983 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0130 |
1.0025 |
0.0105 |
1.0% |
0.0037 |
0.4% |
16% |
False |
False |
78 |
| 10 |
1.0151 |
1.0025 |
0.0126 |
1.3% |
0.0032 |
0.3% |
13% |
False |
False |
65 |
| 20 |
1.0151 |
0.9995 |
0.0156 |
1.6% |
0.0034 |
0.3% |
30% |
False |
False |
77 |
| 40 |
1.0151 |
0.9980 |
0.0171 |
1.7% |
0.0028 |
0.3% |
36% |
False |
False |
67 |
| 60 |
1.0151 |
0.9900 |
0.0251 |
2.5% |
0.0025 |
0.2% |
57% |
False |
False |
60 |
| 80 |
1.0200 |
0.9900 |
0.0300 |
3.0% |
0.0026 |
0.3% |
47% |
False |
False |
53 |
| 100 |
1.0254 |
0.9900 |
0.0354 |
3.5% |
0.0024 |
0.2% |
40% |
False |
False |
48 |
| 120 |
1.0254 |
0.9845 |
0.0409 |
4.1% |
0.0022 |
0.2% |
48% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0194 |
|
2.618 |
1.0142 |
|
1.618 |
1.0110 |
|
1.000 |
1.0090 |
|
0.618 |
1.0078 |
|
HIGH |
1.0058 |
|
0.618 |
1.0046 |
|
0.500 |
1.0042 |
|
0.382 |
1.0038 |
|
LOW |
1.0026 |
|
0.618 |
1.0006 |
|
1.000 |
0.9994 |
|
1.618 |
0.9974 |
|
2.618 |
0.9942 |
|
4.250 |
0.9890 |
|
|
| Fisher Pivots for day following 22-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0042 |
1.0074 |
| PP |
1.0042 |
1.0063 |
| S1 |
1.0042 |
1.0053 |
|