CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 26-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9749 |
0.9768 |
0.0019 |
0.2% |
0.9761 |
| High |
0.9797 |
0.9829 |
0.0032 |
0.3% |
0.9787 |
| Low |
0.9749 |
0.9768 |
0.0019 |
0.2% |
0.9704 |
| Close |
0.9770 |
0.9821 |
0.0051 |
0.5% |
0.9759 |
| Range |
0.0048 |
0.0061 |
0.0013 |
27.1% |
0.0083 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
1.2% |
0.0000 |
| Volume |
69,778 |
65,326 |
-4,452 |
-6.4% |
301,196 |
|
| Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9989 |
0.9966 |
0.9855 |
|
| R3 |
0.9928 |
0.9905 |
0.9838 |
|
| R2 |
0.9867 |
0.9867 |
0.9832 |
|
| R1 |
0.9844 |
0.9844 |
0.9827 |
0.9856 |
| PP |
0.9806 |
0.9806 |
0.9806 |
0.9812 |
| S1 |
0.9783 |
0.9783 |
0.9815 |
0.9795 |
| S2 |
0.9745 |
0.9745 |
0.9810 |
|
| S3 |
0.9684 |
0.9722 |
0.9804 |
|
| S4 |
0.9623 |
0.9661 |
0.9787 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9999 |
0.9962 |
0.9805 |
|
| R3 |
0.9916 |
0.9879 |
0.9782 |
|
| R2 |
0.9833 |
0.9833 |
0.9774 |
|
| R1 |
0.9796 |
0.9796 |
0.9767 |
0.9773 |
| PP |
0.9750 |
0.9750 |
0.9750 |
0.9739 |
| S1 |
0.9713 |
0.9713 |
0.9751 |
0.9690 |
| S2 |
0.9667 |
0.9667 |
0.9744 |
|
| S3 |
0.9584 |
0.9630 |
0.9736 |
|
| S4 |
0.9501 |
0.9547 |
0.9713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9829 |
0.9712 |
0.0117 |
1.2% |
0.0050 |
0.5% |
93% |
True |
False |
61,772 |
| 10 |
0.9829 |
0.9691 |
0.0138 |
1.4% |
0.0053 |
0.5% |
94% |
True |
False |
64,609 |
| 20 |
0.9829 |
0.9646 |
0.0183 |
1.9% |
0.0053 |
0.5% |
96% |
True |
False |
38,422 |
| 40 |
1.0035 |
0.9646 |
0.0389 |
4.0% |
0.0052 |
0.5% |
45% |
False |
False |
19,509 |
| 60 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0048 |
0.5% |
35% |
False |
False |
13,105 |
| 80 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0041 |
0.4% |
35% |
False |
False |
9,845 |
| 100 |
1.0151 |
0.9646 |
0.0505 |
5.1% |
0.0038 |
0.4% |
35% |
False |
False |
7,887 |
| 120 |
1.0200 |
0.9646 |
0.0554 |
5.6% |
0.0036 |
0.4% |
32% |
False |
False |
6,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0088 |
|
2.618 |
0.9989 |
|
1.618 |
0.9928 |
|
1.000 |
0.9890 |
|
0.618 |
0.9867 |
|
HIGH |
0.9829 |
|
0.618 |
0.9806 |
|
0.500 |
0.9799 |
|
0.382 |
0.9791 |
|
LOW |
0.9768 |
|
0.618 |
0.9730 |
|
1.000 |
0.9707 |
|
1.618 |
0.9669 |
|
2.618 |
0.9608 |
|
4.250 |
0.9509 |
|
|
| Fisher Pivots for day following 26-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9814 |
0.9806 |
| PP |
0.9806 |
0.9791 |
| S1 |
0.9799 |
0.9776 |
|