CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 21-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9721 |
0.9717 |
-0.0004 |
0.0% |
0.9684 |
| High |
0.9726 |
0.9768 |
0.0042 |
0.4% |
0.9780 |
| Low |
0.9708 |
0.9717 |
0.0009 |
0.1% |
0.9684 |
| Close |
0.9720 |
0.9727 |
0.0007 |
0.1% |
0.9769 |
| Range |
0.0018 |
0.0051 |
0.0033 |
183.3% |
0.0096 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
1.5% |
0.0000 |
| Volume |
146 |
71 |
-75 |
-51.4% |
841 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9890 |
0.9860 |
0.9755 |
|
| R3 |
0.9839 |
0.9809 |
0.9741 |
|
| R2 |
0.9788 |
0.9788 |
0.9736 |
|
| R1 |
0.9758 |
0.9758 |
0.9732 |
0.9773 |
| PP |
0.9737 |
0.9737 |
0.9737 |
0.9745 |
| S1 |
0.9707 |
0.9707 |
0.9722 |
0.9722 |
| S2 |
0.9686 |
0.9686 |
0.9718 |
|
| S3 |
0.9635 |
0.9656 |
0.9713 |
|
| S4 |
0.9584 |
0.9605 |
0.9699 |
|
|
| 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% |
0.0038 |
0.4% |
43% |
False |
False |
103 |
| 10 |
0.9780 |
0.9658 |
0.0122 |
1.3% |
0.0038 |
0.4% |
57% |
False |
False |
154 |
| 20 |
0.9785 |
0.9637 |
0.0148 |
1.5% |
0.0039 |
0.4% |
61% |
False |
False |
175 |
| 40 |
1.0000 |
0.9637 |
0.0363 |
3.7% |
0.0037 |
0.4% |
25% |
False |
False |
146 |
| 60 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0033 |
0.3% |
19% |
False |
False |
100 |
| 80 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0028 |
0.3% |
19% |
False |
False |
79 |
| 100 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0025 |
0.3% |
19% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9985 |
|
2.618 |
0.9902 |
|
1.618 |
0.9851 |
|
1.000 |
0.9819 |
|
0.618 |
0.9800 |
|
HIGH |
0.9768 |
|
0.618 |
0.9749 |
|
0.500 |
0.9743 |
|
0.382 |
0.9736 |
|
LOW |
0.9717 |
|
0.618 |
0.9685 |
|
1.000 |
0.9666 |
|
1.618 |
0.9634 |
|
2.618 |
0.9583 |
|
4.250 |
0.9500 |
|
|
| Fisher Pivots for day following 21-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9743 |
0.9728 |
| PP |
0.9737 |
0.9727 |
| S1 |
0.9732 |
0.9727 |
|