CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 12-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9962 |
0.9942 |
-0.0020 |
-0.2% |
1.0021 |
| High |
0.9965 |
0.9972 |
0.0007 |
0.1% |
1.0059 |
| Low |
0.9909 |
0.9906 |
-0.0003 |
0.0% |
0.9954 |
| Close |
0.9938 |
0.9962 |
0.0024 |
0.2% |
0.9964 |
| Range |
0.0056 |
0.0066 |
0.0010 |
17.9% |
0.0105 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
1.7% |
0.0000 |
| Volume |
61,210 |
62,009 |
799 |
1.3% |
306,394 |
|
| Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0145 |
1.0119 |
0.9998 |
|
| R3 |
1.0079 |
1.0053 |
0.9980 |
|
| R2 |
1.0013 |
1.0013 |
0.9974 |
|
| R1 |
0.9987 |
0.9987 |
0.9968 |
1.0000 |
| PP |
0.9947 |
0.9947 |
0.9947 |
0.9953 |
| S1 |
0.9921 |
0.9921 |
0.9956 |
0.9934 |
| S2 |
0.9881 |
0.9881 |
0.9950 |
|
| S3 |
0.9815 |
0.9855 |
0.9944 |
|
| S4 |
0.9749 |
0.9789 |
0.9926 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0307 |
1.0241 |
1.0022 |
|
| R3 |
1.0202 |
1.0136 |
0.9993 |
|
| R2 |
1.0097 |
1.0097 |
0.9983 |
|
| R1 |
1.0031 |
1.0031 |
0.9974 |
1.0012 |
| PP |
0.9992 |
0.9992 |
0.9992 |
0.9983 |
| S1 |
0.9926 |
0.9926 |
0.9954 |
0.9907 |
| S2 |
0.9887 |
0.9887 |
0.9945 |
|
| S3 |
0.9782 |
0.9821 |
0.9935 |
|
| S4 |
0.9677 |
0.9716 |
0.9906 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0059 |
0.9906 |
0.0153 |
1.5% |
0.0058 |
0.6% |
37% |
False |
True |
63,345 |
| 10 |
1.0059 |
0.9906 |
0.0153 |
1.5% |
0.0054 |
0.5% |
37% |
False |
True |
65,081 |
| 20 |
1.0156 |
0.9889 |
0.0267 |
2.7% |
0.0056 |
0.6% |
27% |
False |
False |
71,580 |
| 40 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0050 |
0.5% |
26% |
False |
False |
62,784 |
| 60 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0046 |
0.5% |
26% |
False |
False |
44,910 |
| 80 |
1.0210 |
0.9889 |
0.0321 |
3.2% |
0.0047 |
0.5% |
23% |
False |
False |
33,788 |
| 100 |
1.0232 |
0.9889 |
0.0343 |
3.4% |
0.0048 |
0.5% |
21% |
False |
False |
27,066 |
| 120 |
1.0320 |
0.9889 |
0.0431 |
4.3% |
0.0046 |
0.5% |
17% |
False |
False |
22,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0253 |
|
2.618 |
1.0145 |
|
1.618 |
1.0079 |
|
1.000 |
1.0038 |
|
0.618 |
1.0013 |
|
HIGH |
0.9972 |
|
0.618 |
0.9947 |
|
0.500 |
0.9939 |
|
0.382 |
0.9931 |
|
LOW |
0.9906 |
|
0.618 |
0.9865 |
|
1.000 |
0.9840 |
|
1.618 |
0.9799 |
|
2.618 |
0.9733 |
|
4.250 |
0.9626 |
|
|
| Fisher Pivots for day following 12-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9954 |
0.9964 |
| PP |
0.9947 |
0.9963 |
| S1 |
0.9939 |
0.9963 |
|