CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 28-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9741 |
0.9767 |
0.0026 |
0.3% |
0.9918 |
| High |
0.9773 |
0.9783 |
0.0010 |
0.1% |
0.9936 |
| Low |
0.9725 |
0.9691 |
-0.0034 |
-0.3% |
0.9745 |
| Close |
0.9767 |
0.9703 |
-0.0064 |
-0.7% |
0.9769 |
| Range |
0.0048 |
0.0092 |
0.0044 |
91.7% |
0.0191 |
| ATR |
0.0057 |
0.0060 |
0.0002 |
4.3% |
0.0000 |
| Volume |
72,646 |
93,912 |
21,266 |
29.3% |
398,709 |
|
| Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0002 |
0.9944 |
0.9754 |
|
| R3 |
0.9910 |
0.9852 |
0.9728 |
|
| R2 |
0.9818 |
0.9818 |
0.9720 |
|
| R1 |
0.9760 |
0.9760 |
0.9711 |
0.9743 |
| PP |
0.9726 |
0.9726 |
0.9726 |
0.9717 |
| S1 |
0.9668 |
0.9668 |
0.9695 |
0.9651 |
| S2 |
0.9634 |
0.9634 |
0.9686 |
|
| S3 |
0.9542 |
0.9576 |
0.9678 |
|
| S4 |
0.9450 |
0.9484 |
0.9652 |
|
|
| 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 |
0.9691 |
0.0147 |
1.5% |
0.0071 |
0.7% |
8% |
False |
True |
92,336 |
| 10 |
0.9993 |
0.9691 |
0.0302 |
3.1% |
0.0066 |
0.7% |
4% |
False |
True |
86,469 |
| 20 |
1.0059 |
0.9691 |
0.0368 |
3.8% |
0.0059 |
0.6% |
3% |
False |
True |
74,961 |
| 40 |
1.0175 |
0.9691 |
0.0484 |
5.0% |
0.0055 |
0.6% |
2% |
False |
True |
72,030 |
| 60 |
1.0175 |
0.9691 |
0.0484 |
5.0% |
0.0050 |
0.5% |
2% |
False |
True |
59,965 |
| 80 |
1.0175 |
0.9691 |
0.0484 |
5.0% |
0.0048 |
0.5% |
2% |
False |
True |
45,158 |
| 100 |
1.0230 |
0.9691 |
0.0539 |
5.6% |
0.0050 |
0.5% |
2% |
False |
True |
36,204 |
| 120 |
1.0320 |
0.9691 |
0.0629 |
6.5% |
0.0049 |
0.5% |
2% |
False |
True |
30,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0174 |
|
2.618 |
1.0024 |
|
1.618 |
0.9932 |
|
1.000 |
0.9875 |
|
0.618 |
0.9840 |
|
HIGH |
0.9783 |
|
0.618 |
0.9748 |
|
0.500 |
0.9737 |
|
0.382 |
0.9726 |
|
LOW |
0.9691 |
|
0.618 |
0.9634 |
|
1.000 |
0.9599 |
|
1.618 |
0.9542 |
|
2.618 |
0.9450 |
|
4.250 |
0.9300 |
|
|
| Fisher Pivots for day following 28-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9737 |
0.9737 |
| PP |
0.9726 |
0.9726 |
| S1 |
0.9714 |
0.9714 |
|