CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 25-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9817 |
0.9776 |
-0.0041 |
-0.4% |
0.9918 |
| High |
0.9838 |
0.9787 |
-0.0051 |
-0.5% |
0.9936 |
| Low |
0.9745 |
0.9725 |
-0.0020 |
-0.2% |
0.9745 |
| Close |
0.9769 |
0.9738 |
-0.0031 |
-0.3% |
0.9769 |
| Range |
0.0093 |
0.0062 |
-0.0031 |
-33.3% |
0.0191 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.5% |
0.0000 |
| Volume |
114,614 |
96,418 |
-18,196 |
-15.9% |
398,709 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9936 |
0.9899 |
0.9772 |
|
| R3 |
0.9874 |
0.9837 |
0.9755 |
|
| R2 |
0.9812 |
0.9812 |
0.9749 |
|
| R1 |
0.9775 |
0.9775 |
0.9744 |
0.9763 |
| PP |
0.9750 |
0.9750 |
0.9750 |
0.9744 |
| S1 |
0.9713 |
0.9713 |
0.9732 |
0.9701 |
| S2 |
0.9688 |
0.9688 |
0.9727 |
|
| S3 |
0.9626 |
0.9651 |
0.9721 |
|
| S4 |
0.9564 |
0.9589 |
0.9704 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0390 |
1.0270 |
0.9874 |
|
| R3 |
1.0199 |
1.0079 |
0.9822 |
|
| R2 |
1.0008 |
1.0008 |
0.9804 |
|
| R1 |
0.9888 |
0.9888 |
0.9787 |
0.9853 |
| PP |
0.9817 |
0.9817 |
0.9817 |
0.9799 |
| S1 |
0.9697 |
0.9697 |
0.9751 |
0.9662 |
| S2 |
0.9626 |
0.9626 |
0.9734 |
|
| S3 |
0.9435 |
0.9506 |
0.9716 |
|
| S4 |
0.9244 |
0.9315 |
0.9664 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9936 |
0.9725 |
0.0211 |
2.2% |
0.0070 |
0.7% |
6% |
False |
True |
99,025 |
| 10 |
0.9993 |
0.9725 |
0.0268 |
2.8% |
0.0061 |
0.6% |
5% |
False |
True |
78,728 |
| 20 |
1.0059 |
0.9725 |
0.0334 |
3.4% |
0.0056 |
0.6% |
4% |
False |
True |
72,453 |
| 40 |
1.0175 |
0.9725 |
0.0450 |
4.6% |
0.0054 |
0.6% |
3% |
False |
True |
68,596 |
| 60 |
1.0175 |
0.9725 |
0.0450 |
4.6% |
0.0049 |
0.5% |
3% |
False |
True |
55,913 |
| 80 |
1.0175 |
0.9725 |
0.0450 |
4.6% |
0.0047 |
0.5% |
3% |
False |
True |
42,038 |
| 100 |
1.0230 |
0.9725 |
0.0505 |
5.2% |
0.0049 |
0.5% |
3% |
False |
True |
33,700 |
| 120 |
1.0320 |
0.9725 |
0.0595 |
6.1% |
0.0048 |
0.5% |
2% |
False |
True |
28,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0051 |
|
2.618 |
0.9949 |
|
1.618 |
0.9887 |
|
1.000 |
0.9849 |
|
0.618 |
0.9825 |
|
HIGH |
0.9787 |
|
0.618 |
0.9763 |
|
0.500 |
0.9756 |
|
0.382 |
0.9749 |
|
LOW |
0.9725 |
|
0.618 |
0.9687 |
|
1.000 |
0.9663 |
|
1.618 |
0.9625 |
|
2.618 |
0.9563 |
|
4.250 |
0.9462 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9756 |
0.9782 |
| PP |
0.9750 |
0.9767 |
| S1 |
0.9744 |
0.9753 |
|