CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 15-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9978 |
0.9983 |
0.0005 |
0.1% |
0.9962 |
| High |
0.9993 |
0.9992 |
-0.0001 |
0.0% |
0.9993 |
| Low |
0.9968 |
0.9911 |
-0.0057 |
-0.6% |
0.9906 |
| Close |
0.9978 |
0.9921 |
-0.0057 |
-0.6% |
0.9921 |
| Range |
0.0025 |
0.0081 |
0.0056 |
224.0% |
0.0087 |
| ATR |
0.0050 |
0.0053 |
0.0002 |
4.3% |
0.0000 |
| Volume |
51,095 |
67,823 |
16,728 |
32.7% |
292,154 |
|
| Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0184 |
1.0134 |
0.9966 |
|
| R3 |
1.0103 |
1.0053 |
0.9943 |
|
| R2 |
1.0022 |
1.0022 |
0.9936 |
|
| R1 |
0.9972 |
0.9972 |
0.9928 |
0.9957 |
| PP |
0.9941 |
0.9941 |
0.9941 |
0.9934 |
| S1 |
0.9891 |
0.9891 |
0.9914 |
0.9876 |
| S2 |
0.9860 |
0.9860 |
0.9906 |
|
| S3 |
0.9779 |
0.9810 |
0.9899 |
|
| S4 |
0.9698 |
0.9729 |
0.9876 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0201 |
1.0148 |
0.9969 |
|
| R3 |
1.0114 |
1.0061 |
0.9945 |
|
| R2 |
1.0027 |
1.0027 |
0.9937 |
|
| R1 |
0.9974 |
0.9974 |
0.9929 |
0.9957 |
| PP |
0.9940 |
0.9940 |
0.9940 |
0.9932 |
| S1 |
0.9887 |
0.9887 |
0.9913 |
0.9870 |
| S2 |
0.9853 |
0.9853 |
0.9905 |
|
| S3 |
0.9766 |
0.9800 |
0.9897 |
|
| S4 |
0.9679 |
0.9713 |
0.9873 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9993 |
0.9906 |
0.0087 |
0.9% |
0.0052 |
0.5% |
17% |
False |
False |
58,430 |
| 10 |
1.0059 |
0.9906 |
0.0153 |
1.5% |
0.0051 |
0.5% |
10% |
False |
False |
59,854 |
| 20 |
1.0135 |
0.9889 |
0.0246 |
2.5% |
0.0057 |
0.6% |
13% |
False |
False |
71,584 |
| 40 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0051 |
0.5% |
11% |
False |
False |
62,133 |
| 60 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0046 |
0.5% |
11% |
False |
False |
47,695 |
| 80 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0046 |
0.5% |
11% |
False |
False |
35,885 |
| 100 |
1.0230 |
0.9889 |
0.0341 |
3.4% |
0.0048 |
0.5% |
9% |
False |
False |
28,753 |
| 120 |
1.0320 |
0.9889 |
0.0431 |
4.3% |
0.0046 |
0.5% |
7% |
False |
False |
23,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0336 |
|
2.618 |
1.0204 |
|
1.618 |
1.0123 |
|
1.000 |
1.0073 |
|
0.618 |
1.0042 |
|
HIGH |
0.9992 |
|
0.618 |
0.9961 |
|
0.500 |
0.9952 |
|
0.382 |
0.9942 |
|
LOW |
0.9911 |
|
0.618 |
0.9861 |
|
1.000 |
0.9830 |
|
1.618 |
0.9780 |
|
2.618 |
0.9699 |
|
4.250 |
0.9567 |
|
|
| Fisher Pivots for day following 15-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9952 |
0.9952 |
| PP |
0.9941 |
0.9942 |
| S1 |
0.9931 |
0.9931 |
|