CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9713 |
0.9715 |
0.0002 |
0.0% |
0.9758 |
| High |
0.9727 |
0.9728 |
0.0001 |
0.0% |
0.9760 |
| Low |
0.9694 |
0.9650 |
-0.0044 |
-0.5% |
0.9646 |
| Close |
0.9707 |
0.9675 |
-0.0032 |
-0.3% |
0.9699 |
| Range |
0.0033 |
0.0078 |
0.0045 |
136.4% |
0.0114 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
3.6% |
0.0000 |
| Volume |
2,290 |
8,150 |
5,860 |
255.9% |
9,344 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9918 |
0.9875 |
0.9718 |
|
| R3 |
0.9840 |
0.9797 |
0.9696 |
|
| R2 |
0.9762 |
0.9762 |
0.9689 |
|
| R1 |
0.9719 |
0.9719 |
0.9682 |
0.9702 |
| PP |
0.9684 |
0.9684 |
0.9684 |
0.9676 |
| S1 |
0.9641 |
0.9641 |
0.9668 |
0.9624 |
| S2 |
0.9606 |
0.9606 |
0.9661 |
|
| S3 |
0.9528 |
0.9563 |
0.9654 |
|
| S4 |
0.9450 |
0.9485 |
0.9632 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0044 |
0.9985 |
0.9762 |
|
| R3 |
0.9930 |
0.9871 |
0.9730 |
|
| R2 |
0.9816 |
0.9816 |
0.9720 |
|
| R1 |
0.9757 |
0.9757 |
0.9709 |
0.9730 |
| PP |
0.9702 |
0.9702 |
0.9702 |
0.9688 |
| S1 |
0.9643 |
0.9643 |
0.9689 |
0.9616 |
| S2 |
0.9588 |
0.9588 |
0.9678 |
|
| S3 |
0.9474 |
0.9529 |
0.9668 |
|
| S4 |
0.9360 |
0.9415 |
0.9636 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9760 |
0.9646 |
0.0114 |
1.2% |
0.0062 |
0.6% |
25% |
False |
False |
4,409 |
| 10 |
0.9818 |
0.9646 |
0.0172 |
1.8% |
0.0058 |
0.6% |
17% |
False |
False |
2,819 |
| 20 |
1.0035 |
0.9646 |
0.0389 |
4.0% |
0.0055 |
0.6% |
7% |
False |
False |
1,614 |
| 40 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0048 |
0.5% |
6% |
False |
False |
1,012 |
| 60 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0042 |
0.4% |
6% |
False |
False |
703 |
| 80 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0037 |
0.4% |
6% |
False |
False |
540 |
| 100 |
1.0169 |
0.9646 |
0.0523 |
5.4% |
0.0034 |
0.4% |
6% |
False |
False |
439 |
| 120 |
1.0254 |
0.9646 |
0.0608 |
6.3% |
0.0032 |
0.3% |
5% |
False |
False |
370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0060 |
|
2.618 |
0.9932 |
|
1.618 |
0.9854 |
|
1.000 |
0.9806 |
|
0.618 |
0.9776 |
|
HIGH |
0.9728 |
|
0.618 |
0.9698 |
|
0.500 |
0.9689 |
|
0.382 |
0.9680 |
|
LOW |
0.9650 |
|
0.618 |
0.9602 |
|
1.000 |
0.9572 |
|
1.618 |
0.9524 |
|
2.618 |
0.9446 |
|
4.250 |
0.9319 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9689 |
0.9689 |
| PP |
0.9684 |
0.9684 |
| S1 |
0.9680 |
0.9680 |
|