CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 24-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0042 |
0.9970 |
-0.0072 |
-0.7% |
1.0133 |
| High |
1.0060 |
0.9978 |
-0.0082 |
-0.8% |
1.0133 |
| Low |
0.9965 |
0.9934 |
-0.0031 |
-0.3% |
1.0025 |
| Close |
0.9974 |
0.9938 |
-0.0036 |
-0.4% |
1.0042 |
| Range |
0.0095 |
0.0044 |
-0.0051 |
-53.7% |
0.0108 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
0.2% |
0.0000 |
| Volume |
174 |
1,202 |
1,028 |
590.8% |
206 |
|
| Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0082 |
1.0054 |
0.9962 |
|
| R3 |
1.0038 |
1.0010 |
0.9950 |
|
| R2 |
0.9994 |
0.9994 |
0.9946 |
|
| R1 |
0.9966 |
0.9966 |
0.9942 |
0.9958 |
| PP |
0.9950 |
0.9950 |
0.9950 |
0.9946 |
| S1 |
0.9922 |
0.9922 |
0.9934 |
0.9914 |
| S2 |
0.9906 |
0.9906 |
0.9930 |
|
| S3 |
0.9862 |
0.9878 |
0.9926 |
|
| S4 |
0.9818 |
0.9834 |
0.9914 |
|
|
| 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 |
1.0123 |
0.9934 |
0.0189 |
1.9% |
0.0055 |
0.5% |
2% |
False |
True |
342 |
| 10 |
1.0151 |
0.9934 |
0.0217 |
2.2% |
0.0043 |
0.4% |
2% |
False |
True |
198 |
| 20 |
1.0151 |
0.9934 |
0.0217 |
2.2% |
0.0037 |
0.4% |
2% |
False |
True |
132 |
| 40 |
1.0151 |
0.9934 |
0.0217 |
2.2% |
0.0029 |
0.3% |
2% |
False |
True |
99 |
| 60 |
1.0151 |
0.9900 |
0.0251 |
2.5% |
0.0026 |
0.3% |
15% |
False |
False |
82 |
| 80 |
1.0200 |
0.9900 |
0.0300 |
3.0% |
0.0027 |
0.3% |
13% |
False |
False |
69 |
| 100 |
1.0254 |
0.9900 |
0.0354 |
3.6% |
0.0025 |
0.3% |
11% |
False |
False |
60 |
| 120 |
1.0254 |
0.9862 |
0.0392 |
3.9% |
0.0023 |
0.2% |
19% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0165 |
|
2.618 |
1.0093 |
|
1.618 |
1.0049 |
|
1.000 |
1.0022 |
|
0.618 |
1.0005 |
|
HIGH |
0.9978 |
|
0.618 |
0.9961 |
|
0.500 |
0.9956 |
|
0.382 |
0.9951 |
|
LOW |
0.9934 |
|
0.618 |
0.9907 |
|
1.000 |
0.9890 |
|
1.618 |
0.9863 |
|
2.618 |
0.9819 |
|
4.250 |
0.9747 |
|
|
| Fisher Pivots for day following 24-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9956 |
0.9997 |
| PP |
0.9950 |
0.9977 |
| S1 |
0.9944 |
0.9958 |
|