CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 08-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9663 |
0.9691 |
0.0028 |
0.3% |
0.9712 |
| High |
0.9701 |
0.9750 |
0.0049 |
0.5% |
0.9750 |
| Low |
0.9659 |
0.9674 |
0.0015 |
0.2% |
0.9650 |
| Close |
0.9698 |
0.9698 |
0.0000 |
0.0% |
0.9698 |
| Range |
0.0042 |
0.0076 |
0.0034 |
81.0% |
0.0100 |
| ATR |
0.0053 |
0.0055 |
0.0002 |
3.1% |
0.0000 |
| Volume |
7,899 |
33,232 |
25,333 |
320.7% |
57,996 |
|
| Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9935 |
0.9893 |
0.9740 |
|
| R3 |
0.9859 |
0.9817 |
0.9719 |
|
| R2 |
0.9783 |
0.9783 |
0.9712 |
|
| R1 |
0.9741 |
0.9741 |
0.9705 |
0.9762 |
| PP |
0.9707 |
0.9707 |
0.9707 |
0.9718 |
| S1 |
0.9665 |
0.9665 |
0.9691 |
0.9686 |
| S2 |
0.9631 |
0.9631 |
0.9684 |
|
| S3 |
0.9555 |
0.9589 |
0.9677 |
|
| S4 |
0.9479 |
0.9513 |
0.9656 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9999 |
0.9949 |
0.9753 |
|
| R3 |
0.9899 |
0.9849 |
0.9726 |
|
| R2 |
0.9799 |
0.9799 |
0.9716 |
|
| R1 |
0.9749 |
0.9749 |
0.9707 |
0.9724 |
| PP |
0.9699 |
0.9699 |
0.9699 |
0.9687 |
| S1 |
0.9649 |
0.9649 |
0.9689 |
0.9624 |
| S2 |
0.9599 |
0.9599 |
0.9680 |
|
| S3 |
0.9499 |
0.9549 |
0.9671 |
|
| S4 |
0.9399 |
0.9449 |
0.9643 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9750 |
0.9650 |
0.0100 |
1.0% |
0.0053 |
0.5% |
48% |
True |
False |
11,599 |
| 10 |
0.9760 |
0.9646 |
0.0114 |
1.2% |
0.0058 |
0.6% |
46% |
False |
False |
6,734 |
| 20 |
0.9998 |
0.9646 |
0.0352 |
3.6% |
0.0056 |
0.6% |
15% |
False |
False |
3,648 |
| 40 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0051 |
0.5% |
10% |
False |
False |
2,039 |
| 60 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0042 |
0.4% |
10% |
False |
False |
1,383 |
| 80 |
1.0151 |
0.9646 |
0.0505 |
5.2% |
0.0037 |
0.4% |
10% |
False |
False |
1,051 |
| 100 |
1.0169 |
0.9646 |
0.0523 |
5.4% |
0.0035 |
0.4% |
10% |
False |
False |
849 |
| 120 |
1.0200 |
0.9646 |
0.0554 |
5.7% |
0.0032 |
0.3% |
9% |
False |
False |
711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0073 |
|
2.618 |
0.9949 |
|
1.618 |
0.9873 |
|
1.000 |
0.9826 |
|
0.618 |
0.9797 |
|
HIGH |
0.9750 |
|
0.618 |
0.9721 |
|
0.500 |
0.9712 |
|
0.382 |
0.9703 |
|
LOW |
0.9674 |
|
0.618 |
0.9627 |
|
1.000 |
0.9598 |
|
1.618 |
0.9551 |
|
2.618 |
0.9475 |
|
4.250 |
0.9351 |
|
|
| Fisher Pivots for day following 08-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9712 |
0.9700 |
| PP |
0.9707 |
0.9699 |
| S1 |
0.9703 |
0.9699 |
|