CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 15-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9955 |
0.9960 |
0.0005 |
0.1% |
0.9942 |
| High |
0.9972 |
0.9960 |
-0.0012 |
-0.1% |
0.9972 |
| Low |
0.9953 |
0.9895 |
-0.0058 |
-0.6% |
0.9890 |
| Close |
0.9958 |
0.9901 |
-0.0057 |
-0.6% |
0.9901 |
| Range |
0.0019 |
0.0065 |
0.0046 |
242.1% |
0.0082 |
| ATR |
0.0044 |
0.0045 |
0.0002 |
3.4% |
0.0000 |
| Volume |
129 |
402 |
273 |
211.6% |
1,809 |
|
| Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0114 |
1.0072 |
0.9937 |
|
| R3 |
1.0049 |
1.0007 |
0.9919 |
|
| R2 |
0.9984 |
0.9984 |
0.9913 |
|
| R1 |
0.9942 |
0.9942 |
0.9907 |
0.9931 |
| PP |
0.9919 |
0.9919 |
0.9919 |
0.9913 |
| S1 |
0.9877 |
0.9877 |
0.9895 |
0.9866 |
| S2 |
0.9854 |
0.9854 |
0.9889 |
|
| S3 |
0.9789 |
0.9812 |
0.9883 |
|
| S4 |
0.9724 |
0.9747 |
0.9865 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0167 |
1.0116 |
0.9946 |
|
| R3 |
1.0085 |
1.0034 |
0.9924 |
|
| R2 |
1.0003 |
1.0003 |
0.9916 |
|
| R1 |
0.9952 |
0.9952 |
0.9909 |
0.9937 |
| PP |
0.9921 |
0.9921 |
0.9921 |
0.9913 |
| S1 |
0.9870 |
0.9870 |
0.9893 |
0.9855 |
| S2 |
0.9839 |
0.9839 |
0.9886 |
|
| S3 |
0.9757 |
0.9788 |
0.9878 |
|
| S4 |
0.9675 |
0.9706 |
0.9856 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9972 |
0.9890 |
0.0082 |
0.8% |
0.0045 |
0.5% |
13% |
False |
False |
361 |
| 10 |
1.0035 |
0.9890 |
0.0145 |
1.5% |
0.0045 |
0.5% |
8% |
False |
False |
329 |
| 20 |
1.0092 |
0.9870 |
0.0222 |
2.2% |
0.0050 |
0.5% |
14% |
False |
False |
514 |
| 40 |
1.0151 |
0.9870 |
0.0281 |
2.8% |
0.0040 |
0.4% |
11% |
False |
False |
294 |
| 60 |
1.0151 |
0.9870 |
0.0281 |
2.8% |
0.0034 |
0.3% |
11% |
False |
False |
212 |
| 80 |
1.0151 |
0.9870 |
0.0281 |
2.8% |
0.0031 |
0.3% |
11% |
False |
False |
172 |
| 100 |
1.0200 |
0.9870 |
0.0330 |
3.3% |
0.0030 |
0.3% |
9% |
False |
False |
143 |
| 120 |
1.0254 |
0.9870 |
0.0384 |
3.9% |
0.0028 |
0.3% |
8% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0236 |
|
2.618 |
1.0130 |
|
1.618 |
1.0065 |
|
1.000 |
1.0025 |
|
0.618 |
1.0000 |
|
HIGH |
0.9960 |
|
0.618 |
0.9935 |
|
0.500 |
0.9928 |
|
0.382 |
0.9920 |
|
LOW |
0.9895 |
|
0.618 |
0.9855 |
|
1.000 |
0.9830 |
|
1.618 |
0.9790 |
|
2.618 |
0.9725 |
|
4.250 |
0.9619 |
|
|
| Fisher Pivots for day following 15-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9928 |
0.9934 |
| PP |
0.9919 |
0.9923 |
| S1 |
0.9910 |
0.9912 |
|