CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 14-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2013 |
14-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9973 |
0.9978 |
0.0005 |
0.1% |
1.0021 |
| High |
0.9980 |
0.9993 |
0.0013 |
0.1% |
1.0059 |
| Low |
0.9949 |
0.9968 |
0.0019 |
0.2% |
0.9954 |
| Close |
0.9974 |
0.9978 |
0.0004 |
0.0% |
0.9964 |
| Range |
0.0031 |
0.0025 |
-0.0006 |
-19.4% |
0.0105 |
| ATR |
0.0052 |
0.0050 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
50,017 |
51,095 |
1,078 |
2.2% |
306,394 |
|
| Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0055 |
1.0041 |
0.9992 |
|
| R3 |
1.0030 |
1.0016 |
0.9985 |
|
| R2 |
1.0005 |
1.0005 |
0.9983 |
|
| R1 |
0.9991 |
0.9991 |
0.9980 |
0.9991 |
| PP |
0.9980 |
0.9980 |
0.9980 |
0.9979 |
| S1 |
0.9966 |
0.9966 |
0.9976 |
0.9966 |
| S2 |
0.9955 |
0.9955 |
0.9973 |
|
| S3 |
0.9930 |
0.9941 |
0.9971 |
|
| S4 |
0.9905 |
0.9916 |
0.9964 |
|
|
| 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 |
1.0021 |
0.9906 |
0.0115 |
1.2% |
0.0049 |
0.5% |
63% |
False |
False |
59,340 |
| 10 |
1.0059 |
0.9906 |
0.0153 |
1.5% |
0.0047 |
0.5% |
47% |
False |
False |
60,731 |
| 20 |
1.0146 |
0.9889 |
0.0257 |
2.6% |
0.0055 |
0.5% |
35% |
False |
False |
71,175 |
| 40 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0050 |
0.5% |
31% |
False |
False |
61,745 |
| 60 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0046 |
0.5% |
31% |
False |
False |
46,570 |
| 80 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0045 |
0.5% |
31% |
False |
False |
35,047 |
| 100 |
1.0230 |
0.9889 |
0.0341 |
3.4% |
0.0048 |
0.5% |
26% |
False |
False |
28,075 |
| 120 |
1.0320 |
0.9889 |
0.0431 |
4.3% |
0.0045 |
0.5% |
21% |
False |
False |
23,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0099 |
|
2.618 |
1.0058 |
|
1.618 |
1.0033 |
|
1.000 |
1.0018 |
|
0.618 |
1.0008 |
|
HIGH |
0.9993 |
|
0.618 |
0.9983 |
|
0.500 |
0.9981 |
|
0.382 |
0.9978 |
|
LOW |
0.9968 |
|
0.618 |
0.9953 |
|
1.000 |
0.9943 |
|
1.618 |
0.9928 |
|
2.618 |
0.9903 |
|
4.250 |
0.9862 |
|
|
| Fisher Pivots for day following 14-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9981 |
0.9969 |
| PP |
0.9980 |
0.9959 |
| S1 |
0.9979 |
0.9950 |
|