CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 21-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9880 |
0.9831 |
-0.0049 |
-0.5% |
0.9962 |
| High |
0.9885 |
0.9835 |
-0.0050 |
-0.5% |
0.9993 |
| Low |
0.9812 |
0.9791 |
-0.0021 |
-0.2% |
0.9906 |
| Close |
0.9815 |
0.9803 |
-0.0012 |
-0.1% |
0.9921 |
| Range |
0.0073 |
0.0044 |
-0.0029 |
-39.7% |
0.0087 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
106,438 |
84,402 |
-22,036 |
-20.7% |
292,154 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9942 |
0.9916 |
0.9827 |
|
| R3 |
0.9898 |
0.9872 |
0.9815 |
|
| R2 |
0.9854 |
0.9854 |
0.9811 |
|
| R1 |
0.9828 |
0.9828 |
0.9807 |
0.9819 |
| PP |
0.9810 |
0.9810 |
0.9810 |
0.9805 |
| S1 |
0.9784 |
0.9784 |
0.9799 |
0.9775 |
| S2 |
0.9766 |
0.9766 |
0.9795 |
|
| S3 |
0.9722 |
0.9740 |
0.9791 |
|
| S4 |
0.9678 |
0.9696 |
0.9779 |
|
|
| 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 |
0.9791 |
0.0202 |
2.1% |
0.0060 |
0.6% |
6% |
False |
True |
80,602 |
| 10 |
1.0059 |
0.9791 |
0.0268 |
2.7% |
0.0058 |
0.6% |
4% |
False |
True |
71,192 |
| 20 |
1.0059 |
0.9791 |
0.0268 |
2.7% |
0.0055 |
0.6% |
4% |
False |
True |
71,456 |
| 40 |
1.0175 |
0.9791 |
0.0384 |
3.9% |
0.0052 |
0.5% |
3% |
False |
True |
64,297 |
| 60 |
1.0175 |
0.9791 |
0.0384 |
3.9% |
0.0047 |
0.5% |
3% |
False |
True |
52,416 |
| 80 |
1.0175 |
0.9791 |
0.0384 |
3.9% |
0.0046 |
0.5% |
3% |
False |
True |
39,422 |
| 100 |
1.0230 |
0.9791 |
0.0439 |
4.5% |
0.0049 |
0.5% |
3% |
False |
True |
31,593 |
| 120 |
1.0320 |
0.9791 |
0.0529 |
5.4% |
0.0047 |
0.5% |
2% |
False |
True |
26,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0022 |
|
2.618 |
0.9950 |
|
1.618 |
0.9906 |
|
1.000 |
0.9879 |
|
0.618 |
0.9862 |
|
HIGH |
0.9835 |
|
0.618 |
0.9818 |
|
0.500 |
0.9813 |
|
0.382 |
0.9808 |
|
LOW |
0.9791 |
|
0.618 |
0.9764 |
|
1.000 |
0.9747 |
|
1.618 |
0.9720 |
|
2.618 |
0.9676 |
|
4.250 |
0.9604 |
|
|
| Fisher Pivots for day following 21-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9813 |
0.9864 |
| PP |
0.9810 |
0.9843 |
| S1 |
0.9806 |
0.9823 |
|