CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 12-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9942 |
0.9922 |
-0.0020 |
-0.2% |
1.0000 |
| High |
0.9942 |
0.9952 |
0.0010 |
0.1% |
1.0035 |
| Low |
0.9890 |
0.9890 |
0.0000 |
0.0% |
0.9939 |
| Close |
0.9919 |
0.9943 |
0.0024 |
0.2% |
0.9944 |
| Range |
0.0052 |
0.0062 |
0.0010 |
19.2% |
0.0096 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
2.4% |
0.0000 |
| Volume |
653 |
475 |
-178 |
-27.3% |
1,486 |
|
| Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0114 |
1.0091 |
0.9977 |
|
| R3 |
1.0052 |
1.0029 |
0.9960 |
|
| R2 |
0.9990 |
0.9990 |
0.9954 |
|
| R1 |
0.9967 |
0.9967 |
0.9949 |
0.9979 |
| PP |
0.9928 |
0.9928 |
0.9928 |
0.9934 |
| S1 |
0.9905 |
0.9905 |
0.9937 |
0.9917 |
| S2 |
0.9866 |
0.9866 |
0.9932 |
|
| S3 |
0.9804 |
0.9843 |
0.9926 |
|
| S4 |
0.9742 |
0.9781 |
0.9909 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0261 |
1.0198 |
0.9997 |
|
| R3 |
1.0165 |
1.0102 |
0.9970 |
|
| R2 |
1.0069 |
1.0069 |
0.9962 |
|
| R1 |
1.0006 |
1.0006 |
0.9953 |
0.9990 |
| PP |
0.9973 |
0.9973 |
0.9973 |
0.9964 |
| S1 |
0.9910 |
0.9910 |
0.9935 |
0.9894 |
| S2 |
0.9877 |
0.9877 |
0.9926 |
|
| S3 |
0.9781 |
0.9814 |
0.9918 |
|
| S4 |
0.9685 |
0.9718 |
0.9891 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0035 |
0.9890 |
0.0145 |
1.5% |
0.0053 |
0.5% |
37% |
False |
True |
356 |
| 10 |
1.0035 |
0.9890 |
0.0145 |
1.5% |
0.0049 |
0.5% |
37% |
False |
True |
307 |
| 20 |
1.0130 |
0.9870 |
0.0260 |
2.6% |
0.0049 |
0.5% |
28% |
False |
False |
486 |
| 40 |
1.0151 |
0.9870 |
0.0281 |
2.8% |
0.0038 |
0.4% |
26% |
False |
False |
279 |
| 60 |
1.0151 |
0.9870 |
0.0281 |
2.8% |
0.0033 |
0.3% |
26% |
False |
False |
205 |
| 80 |
1.0151 |
0.9870 |
0.0281 |
2.8% |
0.0031 |
0.3% |
26% |
False |
False |
165 |
| 100 |
1.0200 |
0.9870 |
0.0330 |
3.3% |
0.0029 |
0.3% |
22% |
False |
False |
137 |
| 120 |
1.0254 |
0.9870 |
0.0384 |
3.9% |
0.0027 |
0.3% |
19% |
False |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0216 |
|
2.618 |
1.0114 |
|
1.618 |
1.0052 |
|
1.000 |
1.0014 |
|
0.618 |
0.9990 |
|
HIGH |
0.9952 |
|
0.618 |
0.9928 |
|
0.500 |
0.9921 |
|
0.382 |
0.9914 |
|
LOW |
0.9890 |
|
0.618 |
0.9852 |
|
1.000 |
0.9828 |
|
1.618 |
0.9790 |
|
2.618 |
0.9728 |
|
4.250 |
0.9627 |
|
|
| Fisher Pivots for day following 12-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9936 |
0.9944 |
| PP |
0.9928 |
0.9944 |
| S1 |
0.9921 |
0.9943 |
|