CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 25-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9710 |
0.9737 |
0.0027 |
0.3% |
0.9750 |
| High |
0.9745 |
0.9775 |
0.0030 |
0.3% |
0.9768 |
| Low |
0.9710 |
0.9735 |
0.0025 |
0.3% |
0.9687 |
| Close |
0.9740 |
0.9751 |
0.0011 |
0.1% |
0.9740 |
| Range |
0.0035 |
0.0040 |
0.0005 |
14.3% |
0.0081 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
152 |
24 |
-128 |
-84.2% |
575 |
|
| Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9874 |
0.9852 |
0.9773 |
|
| R3 |
0.9834 |
0.9812 |
0.9762 |
|
| R2 |
0.9794 |
0.9794 |
0.9758 |
|
| R1 |
0.9772 |
0.9772 |
0.9755 |
0.9783 |
| PP |
0.9754 |
0.9754 |
0.9754 |
0.9759 |
| S1 |
0.9732 |
0.9732 |
0.9747 |
0.9743 |
| S2 |
0.9714 |
0.9714 |
0.9744 |
|
| S3 |
0.9674 |
0.9692 |
0.9740 |
|
| S4 |
0.9634 |
0.9652 |
0.9729 |
|
|
| 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 |
0.9775 |
0.9687 |
0.0088 |
0.9% |
0.0038 |
0.4% |
73% |
True |
False |
88 |
| 10 |
0.9780 |
0.9687 |
0.0093 |
1.0% |
0.0036 |
0.4% |
69% |
False |
False |
128 |
| 20 |
0.9780 |
0.9637 |
0.0143 |
1.5% |
0.0038 |
0.4% |
80% |
False |
False |
170 |
| 40 |
1.0000 |
0.9637 |
0.0363 |
3.7% |
0.0037 |
0.4% |
31% |
False |
False |
141 |
| 60 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0034 |
0.4% |
24% |
False |
False |
103 |
| 80 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0028 |
0.3% |
24% |
False |
False |
81 |
| 100 |
1.0113 |
0.9637 |
0.0476 |
4.9% |
0.0026 |
0.3% |
24% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9945 |
|
2.618 |
0.9880 |
|
1.618 |
0.9840 |
|
1.000 |
0.9815 |
|
0.618 |
0.9800 |
|
HIGH |
0.9775 |
|
0.618 |
0.9760 |
|
0.500 |
0.9755 |
|
0.382 |
0.9750 |
|
LOW |
0.9735 |
|
0.618 |
0.9710 |
|
1.000 |
0.9695 |
|
1.618 |
0.9670 |
|
2.618 |
0.9630 |
|
4.250 |
0.9565 |
|
|
| Fisher Pivots for day following 25-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9755 |
0.9748 |
| PP |
0.9754 |
0.9745 |
| S1 |
0.9752 |
0.9743 |
|