CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 14-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9703 |
0.9695 |
-0.0008 |
-0.1% |
0.9675 |
| High |
0.9719 |
0.9750 |
0.0031 |
0.3% |
0.9730 |
| Low |
0.9688 |
0.9695 |
0.0007 |
0.1% |
0.9640 |
| Close |
0.9693 |
0.9741 |
0.0048 |
0.5% |
0.9680 |
| Range |
0.0031 |
0.0055 |
0.0024 |
77.4% |
0.0090 |
| ATR |
0.0040 |
0.0041 |
0.0001 |
3.1% |
0.0000 |
| Volume |
446 |
51 |
-395 |
-88.6% |
785 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9894 |
0.9872 |
0.9771 |
|
| R3 |
0.9839 |
0.9817 |
0.9756 |
|
| R2 |
0.9784 |
0.9784 |
0.9751 |
|
| R1 |
0.9762 |
0.9762 |
0.9746 |
0.9773 |
| PP |
0.9729 |
0.9729 |
0.9729 |
0.9734 |
| S1 |
0.9707 |
0.9707 |
0.9736 |
0.9718 |
| S2 |
0.9674 |
0.9674 |
0.9731 |
|
| S3 |
0.9619 |
0.9652 |
0.9726 |
|
| S4 |
0.9564 |
0.9597 |
0.9711 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9953 |
0.9907 |
0.9730 |
|
| R3 |
0.9863 |
0.9817 |
0.9705 |
|
| R2 |
0.9773 |
0.9773 |
0.9697 |
|
| R1 |
0.9727 |
0.9727 |
0.9688 |
0.9750 |
| PP |
0.9683 |
0.9683 |
0.9683 |
0.9695 |
| S1 |
0.9637 |
0.9637 |
0.9672 |
0.9660 |
| S2 |
0.9593 |
0.9593 |
0.9664 |
|
| S3 |
0.9503 |
0.9547 |
0.9655 |
|
| S4 |
0.9413 |
0.9457 |
0.9631 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9750 |
0.9658 |
0.0092 |
0.9% |
0.0038 |
0.4% |
90% |
True |
False |
206 |
| 10 |
0.9750 |
0.9637 |
0.0113 |
1.2% |
0.0038 |
0.4% |
92% |
True |
False |
185 |
| 20 |
0.9950 |
0.9637 |
0.0313 |
3.2% |
0.0039 |
0.4% |
33% |
False |
False |
159 |
| 40 |
1.0094 |
0.9637 |
0.0457 |
4.7% |
0.0038 |
0.4% |
23% |
False |
False |
134 |
| 60 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0031 |
0.3% |
22% |
False |
False |
92 |
| 80 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0027 |
0.3% |
22% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9984 |
|
2.618 |
0.9894 |
|
1.618 |
0.9839 |
|
1.000 |
0.9805 |
|
0.618 |
0.9784 |
|
HIGH |
0.9750 |
|
0.618 |
0.9729 |
|
0.500 |
0.9723 |
|
0.382 |
0.9716 |
|
LOW |
0.9695 |
|
0.618 |
0.9661 |
|
1.000 |
0.9640 |
|
1.618 |
0.9606 |
|
2.618 |
0.9551 |
|
4.250 |
0.9461 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9735 |
0.9734 |
| PP |
0.9729 |
0.9726 |
| S1 |
0.9723 |
0.9719 |
|