CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9776 |
0.9738 |
-0.0038 |
-0.4% |
0.9918 |
| High |
0.9787 |
0.9760 |
-0.0027 |
-0.3% |
0.9936 |
| Low |
0.9725 |
0.9701 |
-0.0024 |
-0.2% |
0.9745 |
| Close |
0.9738 |
0.9741 |
0.0003 |
0.0% |
0.9769 |
| Range |
0.0062 |
0.0059 |
-0.0003 |
-4.8% |
0.0191 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.1% |
0.0000 |
| Volume |
96,418 |
84,092 |
-12,326 |
-12.8% |
398,709 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9911 |
0.9885 |
0.9773 |
|
| R3 |
0.9852 |
0.9826 |
0.9757 |
|
| R2 |
0.9793 |
0.9793 |
0.9752 |
|
| R1 |
0.9767 |
0.9767 |
0.9746 |
0.9780 |
| PP |
0.9734 |
0.9734 |
0.9734 |
0.9741 |
| S1 |
0.9708 |
0.9708 |
0.9736 |
0.9721 |
| S2 |
0.9675 |
0.9675 |
0.9730 |
|
| S3 |
0.9616 |
0.9649 |
0.9725 |
|
| S4 |
0.9557 |
0.9590 |
0.9709 |
|
|
| 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 |
0.9885 |
0.9701 |
0.0184 |
1.9% |
0.0066 |
0.7% |
22% |
False |
True |
97,192 |
| 10 |
0.9993 |
0.9701 |
0.0292 |
3.0% |
0.0061 |
0.6% |
14% |
False |
True |
81,016 |
| 20 |
1.0059 |
0.9701 |
0.0358 |
3.7% |
0.0057 |
0.6% |
11% |
False |
True |
73,199 |
| 40 |
1.0175 |
0.9701 |
0.0474 |
4.9% |
0.0054 |
0.6% |
8% |
False |
True |
69,760 |
| 60 |
1.0175 |
0.9701 |
0.0474 |
4.9% |
0.0049 |
0.5% |
8% |
False |
True |
57,299 |
| 80 |
1.0175 |
0.9701 |
0.0474 |
4.9% |
0.0047 |
0.5% |
8% |
False |
True |
43,083 |
| 100 |
1.0230 |
0.9701 |
0.0529 |
5.4% |
0.0050 |
0.5% |
8% |
False |
True |
34,541 |
| 120 |
1.0320 |
0.9701 |
0.0619 |
6.4% |
0.0049 |
0.5% |
6% |
False |
True |
28,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0011 |
|
2.618 |
0.9914 |
|
1.618 |
0.9855 |
|
1.000 |
0.9819 |
|
0.618 |
0.9796 |
|
HIGH |
0.9760 |
|
0.618 |
0.9737 |
|
0.500 |
0.9731 |
|
0.382 |
0.9724 |
|
LOW |
0.9701 |
|
0.618 |
0.9665 |
|
1.000 |
0.9642 |
|
1.618 |
0.9606 |
|
2.618 |
0.9547 |
|
4.250 |
0.9450 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9738 |
0.9770 |
| PP |
0.9734 |
0.9760 |
| S1 |
0.9731 |
0.9751 |
|