CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 20-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9734 |
0.9721 |
-0.0013 |
-0.1% |
0.9684 |
| High |
0.9734 |
0.9726 |
-0.0008 |
-0.1% |
0.9780 |
| Low |
0.9687 |
0.9708 |
0.0021 |
0.2% |
0.9684 |
| Close |
0.9694 |
0.9720 |
0.0026 |
0.3% |
0.9769 |
| Range |
0.0047 |
0.0018 |
-0.0029 |
-61.7% |
0.0096 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
49 |
146 |
97 |
198.0% |
841 |
|
| Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9772 |
0.9764 |
0.9730 |
|
| R3 |
0.9754 |
0.9746 |
0.9725 |
|
| R2 |
0.9736 |
0.9736 |
0.9723 |
|
| R1 |
0.9728 |
0.9728 |
0.9722 |
0.9723 |
| PP |
0.9718 |
0.9718 |
0.9718 |
0.9716 |
| S1 |
0.9710 |
0.9710 |
0.9718 |
0.9705 |
| S2 |
0.9700 |
0.9700 |
0.9717 |
|
| S3 |
0.9682 |
0.9692 |
0.9715 |
|
| S4 |
0.9664 |
0.9674 |
0.9710 |
|
|
| 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 |
0.9687 |
0.0093 |
1.0% |
0.0039 |
0.4% |
35% |
False |
False |
99 |
| 10 |
0.9780 |
0.9658 |
0.0122 |
1.3% |
0.0034 |
0.4% |
51% |
False |
False |
152 |
| 20 |
0.9794 |
0.9637 |
0.0157 |
1.6% |
0.0039 |
0.4% |
53% |
False |
False |
174 |
| 40 |
1.0032 |
0.9637 |
0.0395 |
4.1% |
0.0038 |
0.4% |
21% |
False |
False |
144 |
| 60 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0033 |
0.3% |
17% |
False |
False |
99 |
| 80 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0028 |
0.3% |
17% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9803 |
|
2.618 |
0.9773 |
|
1.618 |
0.9755 |
|
1.000 |
0.9744 |
|
0.618 |
0.9737 |
|
HIGH |
0.9726 |
|
0.618 |
0.9719 |
|
0.500 |
0.9717 |
|
0.382 |
0.9715 |
|
LOW |
0.9708 |
|
0.618 |
0.9697 |
|
1.000 |
0.9690 |
|
1.618 |
0.9679 |
|
2.618 |
0.9661 |
|
4.250 |
0.9632 |
|
|
| Fisher Pivots for day following 20-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9719 |
0.9723 |
| PP |
0.9718 |
0.9722 |
| S1 |
0.9717 |
0.9721 |
|