CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 18-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9746 |
0.9750 |
0.0004 |
0.0% |
0.9684 |
| High |
0.9780 |
0.9759 |
-0.0021 |
-0.2% |
0.9780 |
| Low |
0.9745 |
0.9720 |
-0.0025 |
-0.3% |
0.9684 |
| Close |
0.9769 |
0.9749 |
-0.0020 |
-0.2% |
0.9769 |
| Range |
0.0035 |
0.0039 |
0.0004 |
11.4% |
0.0096 |
| ATR |
0.0041 |
0.0041 |
0.0001 |
1.4% |
0.0000 |
| Volume |
92 |
157 |
65 |
70.7% |
841 |
|
| Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9860 |
0.9843 |
0.9770 |
|
| R3 |
0.9821 |
0.9804 |
0.9760 |
|
| R2 |
0.9782 |
0.9782 |
0.9756 |
|
| R1 |
0.9765 |
0.9765 |
0.9753 |
0.9754 |
| PP |
0.9743 |
0.9743 |
0.9743 |
0.9737 |
| S1 |
0.9726 |
0.9726 |
0.9745 |
0.9715 |
| S2 |
0.9704 |
0.9704 |
0.9742 |
|
| S3 |
0.9665 |
0.9687 |
0.9738 |
|
| S4 |
0.9626 |
0.9648 |
0.9728 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0032 |
0.9997 |
0.9822 |
|
| R3 |
0.9936 |
0.9901 |
0.9795 |
|
| R2 |
0.9840 |
0.9840 |
0.9787 |
|
| R1 |
0.9805 |
0.9805 |
0.9778 |
0.9823 |
| PP |
0.9744 |
0.9744 |
0.9744 |
0.9753 |
| S1 |
0.9709 |
0.9709 |
0.9760 |
0.9727 |
| S2 |
0.9648 |
0.9648 |
0.9751 |
|
| S3 |
0.9552 |
0.9613 |
0.9743 |
|
| S4 |
0.9456 |
0.9517 |
0.9716 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9780 |
0.9688 |
0.0092 |
0.9% |
0.0034 |
0.3% |
66% |
False |
False |
169 |
| 10 |
0.9780 |
0.9640 |
0.0140 |
1.4% |
0.0036 |
0.4% |
78% |
False |
False |
138 |
| 20 |
0.9880 |
0.9637 |
0.0243 |
2.5% |
0.0040 |
0.4% |
46% |
False |
False |
171 |
| 40 |
1.0047 |
0.9637 |
0.0410 |
4.2% |
0.0038 |
0.4% |
27% |
False |
False |
140 |
| 60 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0032 |
0.3% |
24% |
False |
False |
96 |
| 80 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0027 |
0.3% |
24% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9925 |
|
2.618 |
0.9861 |
|
1.618 |
0.9822 |
|
1.000 |
0.9798 |
|
0.618 |
0.9783 |
|
HIGH |
0.9759 |
|
0.618 |
0.9744 |
|
0.500 |
0.9740 |
|
0.382 |
0.9735 |
|
LOW |
0.9720 |
|
0.618 |
0.9696 |
|
1.000 |
0.9681 |
|
1.618 |
0.9657 |
|
2.618 |
0.9618 |
|
4.250 |
0.9554 |
|
|
| Fisher Pivots for day following 18-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9746 |
0.9745 |
| PP |
0.9743 |
0.9741 |
| S1 |
0.9740 |
0.9738 |
|