CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 27-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9738 |
0.9741 |
0.0003 |
0.0% |
0.9918 |
| High |
0.9760 |
0.9773 |
0.0013 |
0.1% |
0.9936 |
| Low |
0.9701 |
0.9725 |
0.0024 |
0.2% |
0.9745 |
| Close |
0.9741 |
0.9767 |
0.0026 |
0.3% |
0.9769 |
| Range |
0.0059 |
0.0048 |
-0.0011 |
-18.6% |
0.0191 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
84,092 |
72,646 |
-11,446 |
-13.6% |
398,709 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9899 |
0.9881 |
0.9793 |
|
| R3 |
0.9851 |
0.9833 |
0.9780 |
|
| R2 |
0.9803 |
0.9803 |
0.9776 |
|
| R1 |
0.9785 |
0.9785 |
0.9771 |
0.9794 |
| PP |
0.9755 |
0.9755 |
0.9755 |
0.9760 |
| S1 |
0.9737 |
0.9737 |
0.9763 |
0.9746 |
| S2 |
0.9707 |
0.9707 |
0.9758 |
|
| S3 |
0.9659 |
0.9689 |
0.9754 |
|
| S4 |
0.9611 |
0.9641 |
0.9741 |
|
|
| 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 |
0.9838 |
0.9701 |
0.0137 |
1.4% |
0.0061 |
0.6% |
48% |
False |
False |
90,434 |
| 10 |
0.9993 |
0.9701 |
0.0292 |
3.0% |
0.0059 |
0.6% |
23% |
False |
False |
82,080 |
| 20 |
1.0059 |
0.9701 |
0.0358 |
3.7% |
0.0057 |
0.6% |
18% |
False |
False |
73,580 |
| 40 |
1.0175 |
0.9701 |
0.0474 |
4.9% |
0.0054 |
0.6% |
14% |
False |
False |
70,678 |
| 60 |
1.0175 |
0.9701 |
0.0474 |
4.9% |
0.0049 |
0.5% |
14% |
False |
False |
58,493 |
| 80 |
1.0175 |
0.9701 |
0.0474 |
4.9% |
0.0047 |
0.5% |
14% |
False |
False |
43,988 |
| 100 |
1.0230 |
0.9701 |
0.0529 |
5.4% |
0.0050 |
0.5% |
12% |
False |
False |
35,267 |
| 120 |
1.0320 |
0.9701 |
0.0619 |
6.3% |
0.0049 |
0.5% |
11% |
False |
False |
29,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9977 |
|
2.618 |
0.9899 |
|
1.618 |
0.9851 |
|
1.000 |
0.9821 |
|
0.618 |
0.9803 |
|
HIGH |
0.9773 |
|
0.618 |
0.9755 |
|
0.500 |
0.9749 |
|
0.382 |
0.9743 |
|
LOW |
0.9725 |
|
0.618 |
0.9695 |
|
1.000 |
0.9677 |
|
1.618 |
0.9647 |
|
2.618 |
0.9599 |
|
4.250 |
0.9521 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9761 |
0.9759 |
| PP |
0.9755 |
0.9752 |
| S1 |
0.9749 |
0.9744 |
|