CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 22-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9717 |
0.9710 |
-0.0007 |
-0.1% |
0.9750 |
| High |
0.9768 |
0.9745 |
-0.0023 |
-0.2% |
0.9768 |
| Low |
0.9717 |
0.9710 |
-0.0007 |
-0.1% |
0.9687 |
| Close |
0.9727 |
0.9740 |
0.0013 |
0.1% |
0.9740 |
| Range |
0.0051 |
0.0035 |
-0.0016 |
-31.4% |
0.0081 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
71 |
152 |
81 |
114.1% |
575 |
|
| Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9837 |
0.9823 |
0.9759 |
|
| R3 |
0.9802 |
0.9788 |
0.9750 |
|
| R2 |
0.9767 |
0.9767 |
0.9746 |
|
| R1 |
0.9753 |
0.9753 |
0.9743 |
0.9760 |
| PP |
0.9732 |
0.9732 |
0.9732 |
0.9735 |
| S1 |
0.9718 |
0.9718 |
0.9737 |
0.9725 |
| S2 |
0.9697 |
0.9697 |
0.9734 |
|
| S3 |
0.9662 |
0.9683 |
0.9730 |
|
| S4 |
0.9627 |
0.9648 |
0.9721 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9975 |
0.9938 |
0.9785 |
|
| R3 |
0.9894 |
0.9857 |
0.9762 |
|
| R2 |
0.9813 |
0.9813 |
0.9755 |
|
| R1 |
0.9776 |
0.9776 |
0.9747 |
0.9754 |
| PP |
0.9732 |
0.9732 |
0.9732 |
0.9721 |
| S1 |
0.9695 |
0.9695 |
0.9733 |
0.9673 |
| S2 |
0.9651 |
0.9651 |
0.9725 |
|
| S3 |
0.9570 |
0.9614 |
0.9718 |
|
| S4 |
0.9489 |
0.9533 |
0.9695 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9768 |
0.9687 |
0.0081 |
0.8% |
0.0038 |
0.4% |
65% |
False |
False |
115 |
| 10 |
0.9780 |
0.9684 |
0.0096 |
1.0% |
0.0034 |
0.4% |
58% |
False |
False |
141 |
| 20 |
0.9780 |
0.9637 |
0.0143 |
1.5% |
0.0037 |
0.4% |
72% |
False |
False |
180 |
| 40 |
1.0000 |
0.9637 |
0.0363 |
3.7% |
0.0037 |
0.4% |
28% |
False |
False |
148 |
| 60 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0034 |
0.3% |
22% |
False |
False |
102 |
| 80 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0028 |
0.3% |
22% |
False |
False |
80 |
| 100 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0025 |
0.3% |
22% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9894 |
|
2.618 |
0.9837 |
|
1.618 |
0.9802 |
|
1.000 |
0.9780 |
|
0.618 |
0.9767 |
|
HIGH |
0.9745 |
|
0.618 |
0.9732 |
|
0.500 |
0.9728 |
|
0.382 |
0.9723 |
|
LOW |
0.9710 |
|
0.618 |
0.9688 |
|
1.000 |
0.9675 |
|
1.618 |
0.9653 |
|
2.618 |
0.9618 |
|
4.250 |
0.9561 |
|
|
| Fisher Pivots for day following 22-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9736 |
0.9739 |
| PP |
0.9732 |
0.9739 |
| S1 |
0.9728 |
0.9738 |
|