CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 14-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2013 |
14-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9954 |
0.9955 |
0.0001 |
0.0% |
1.0000 |
| High |
0.9958 |
0.9972 |
0.0014 |
0.1% |
1.0035 |
| Low |
0.9933 |
0.9953 |
0.0020 |
0.2% |
0.9939 |
| Close |
0.9954 |
0.9958 |
0.0004 |
0.0% |
0.9944 |
| Range |
0.0025 |
0.0019 |
-0.0006 |
-24.0% |
0.0096 |
| ATR |
0.0046 |
0.0044 |
-0.0002 |
-4.2% |
0.0000 |
| Volume |
150 |
129 |
-21 |
-14.0% |
1,486 |
|
| Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0018 |
1.0007 |
0.9968 |
|
| R3 |
0.9999 |
0.9988 |
0.9963 |
|
| R2 |
0.9980 |
0.9980 |
0.9961 |
|
| R1 |
0.9969 |
0.9969 |
0.9960 |
0.9975 |
| PP |
0.9961 |
0.9961 |
0.9961 |
0.9964 |
| S1 |
0.9950 |
0.9950 |
0.9956 |
0.9956 |
| S2 |
0.9942 |
0.9942 |
0.9955 |
|
| S3 |
0.9923 |
0.9931 |
0.9953 |
|
| S4 |
0.9904 |
0.9912 |
0.9948 |
|
|
| 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 |
0.9998 |
0.9890 |
0.0108 |
1.1% |
0.0043 |
0.4% |
63% |
False |
False |
321 |
| 10 |
1.0035 |
0.9890 |
0.0145 |
1.5% |
0.0042 |
0.4% |
47% |
False |
False |
305 |
| 20 |
1.0123 |
0.9870 |
0.0253 |
2.5% |
0.0048 |
0.5% |
35% |
False |
False |
497 |
| 40 |
1.0151 |
0.9870 |
0.0281 |
2.8% |
0.0039 |
0.4% |
31% |
False |
False |
285 |
| 60 |
1.0151 |
0.9870 |
0.0281 |
2.8% |
0.0033 |
0.3% |
31% |
False |
False |
208 |
| 80 |
1.0151 |
0.9870 |
0.0281 |
2.8% |
0.0030 |
0.3% |
31% |
False |
False |
168 |
| 100 |
1.0200 |
0.9870 |
0.0330 |
3.3% |
0.0029 |
0.3% |
27% |
False |
False |
139 |
| 120 |
1.0254 |
0.9870 |
0.0384 |
3.9% |
0.0027 |
0.3% |
23% |
False |
False |
121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0053 |
|
2.618 |
1.0022 |
|
1.618 |
1.0003 |
|
1.000 |
0.9991 |
|
0.618 |
0.9984 |
|
HIGH |
0.9972 |
|
0.618 |
0.9965 |
|
0.500 |
0.9963 |
|
0.382 |
0.9960 |
|
LOW |
0.9953 |
|
0.618 |
0.9941 |
|
1.000 |
0.9934 |
|
1.618 |
0.9922 |
|
2.618 |
0.9903 |
|
4.250 |
0.9872 |
|
|
| Fisher Pivots for day following 14-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9963 |
0.9949 |
| PP |
0.9961 |
0.9940 |
| S1 |
0.9960 |
0.9931 |
|