CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 07-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0011 |
1.0018 |
0.0007 |
0.1% |
0.9898 |
| High |
1.0017 |
1.0035 |
0.0018 |
0.2% |
1.0010 |
| Low |
0.9984 |
0.9978 |
-0.0006 |
-0.1% |
0.9871 |
| Close |
1.0010 |
0.9991 |
-0.0019 |
-0.2% |
1.0000 |
| Range |
0.0033 |
0.0057 |
0.0024 |
72.7% |
0.0139 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
2.2% |
0.0000 |
| Volume |
197 |
257 |
60 |
30.5% |
3,985 |
|
| Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0172 |
1.0139 |
1.0022 |
|
| R3 |
1.0115 |
1.0082 |
1.0007 |
|
| R2 |
1.0058 |
1.0058 |
1.0001 |
|
| R1 |
1.0025 |
1.0025 |
0.9996 |
1.0013 |
| PP |
1.0001 |
1.0001 |
1.0001 |
0.9996 |
| S1 |
0.9968 |
0.9968 |
0.9986 |
0.9956 |
| S2 |
0.9944 |
0.9944 |
0.9981 |
|
| S3 |
0.9887 |
0.9911 |
0.9975 |
|
| S4 |
0.9830 |
0.9854 |
0.9960 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0377 |
1.0328 |
1.0076 |
|
| R3 |
1.0238 |
1.0189 |
1.0038 |
|
| R2 |
1.0099 |
1.0099 |
1.0025 |
|
| R1 |
1.0050 |
1.0050 |
1.0013 |
1.0075 |
| PP |
0.9960 |
0.9960 |
0.9960 |
0.9973 |
| S1 |
0.9911 |
0.9911 |
0.9987 |
0.9936 |
| S2 |
0.9821 |
0.9821 |
0.9975 |
|
| S3 |
0.9682 |
0.9772 |
0.9962 |
|
| S4 |
0.9543 |
0.9633 |
0.9924 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0035 |
0.9966 |
0.0069 |
0.7% |
0.0041 |
0.4% |
36% |
True |
False |
289 |
| 10 |
1.0035 |
0.9870 |
0.0165 |
1.7% |
0.0047 |
0.5% |
73% |
True |
False |
663 |
| 20 |
1.0151 |
0.9870 |
0.0281 |
2.8% |
0.0045 |
0.5% |
43% |
False |
False |
431 |
| 40 |
1.0151 |
0.9870 |
0.0281 |
2.8% |
0.0036 |
0.4% |
43% |
False |
False |
251 |
| 60 |
1.0151 |
0.9870 |
0.0281 |
2.8% |
0.0030 |
0.3% |
43% |
False |
False |
186 |
| 80 |
1.0169 |
0.9870 |
0.0299 |
3.0% |
0.0030 |
0.3% |
40% |
False |
False |
149 |
| 100 |
1.0200 |
0.9870 |
0.0330 |
3.3% |
0.0027 |
0.3% |
37% |
False |
False |
124 |
| 120 |
1.0254 |
0.9870 |
0.0384 |
3.8% |
0.0026 |
0.3% |
32% |
False |
False |
108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0277 |
|
2.618 |
1.0184 |
|
1.618 |
1.0127 |
|
1.000 |
1.0092 |
|
0.618 |
1.0070 |
|
HIGH |
1.0035 |
|
0.618 |
1.0013 |
|
0.500 |
1.0007 |
|
0.382 |
1.0000 |
|
LOW |
0.9978 |
|
0.618 |
0.9943 |
|
1.000 |
0.9921 |
|
1.618 |
0.9886 |
|
2.618 |
0.9829 |
|
4.250 |
0.9736 |
|
|
| Fisher Pivots for day following 07-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0007 |
1.0007 |
| PP |
1.0001 |
1.0001 |
| S1 |
0.9996 |
0.9996 |
|