CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 20-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9901 |
0.9861 |
-0.0040 |
-0.4% |
0.9942 |
| High |
0.9910 |
0.9861 |
-0.0049 |
-0.5% |
0.9972 |
| Low |
0.9839 |
0.9792 |
-0.0047 |
-0.5% |
0.9890 |
| Close |
0.9855 |
0.9795 |
-0.0060 |
-0.6% |
0.9901 |
| Range |
0.0071 |
0.0069 |
-0.0002 |
-2.8% |
0.0082 |
| ATR |
0.0047 |
0.0049 |
0.0002 |
3.3% |
0.0000 |
| Volume |
529 |
1,100 |
571 |
107.9% |
1,809 |
|
| Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0023 |
0.9978 |
0.9833 |
|
| R3 |
0.9954 |
0.9909 |
0.9814 |
|
| R2 |
0.9885 |
0.9885 |
0.9808 |
|
| R1 |
0.9840 |
0.9840 |
0.9801 |
0.9828 |
| PP |
0.9816 |
0.9816 |
0.9816 |
0.9810 |
| S1 |
0.9771 |
0.9771 |
0.9789 |
0.9759 |
| S2 |
0.9747 |
0.9747 |
0.9782 |
|
| S3 |
0.9678 |
0.9702 |
0.9776 |
|
| S4 |
0.9609 |
0.9633 |
0.9757 |
|
|
| 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 |
0.9792 |
0.0180 |
1.8% |
0.0050 |
0.5% |
2% |
False |
True |
462 |
| 10 |
1.0035 |
0.9792 |
0.0243 |
2.5% |
0.0051 |
0.5% |
1% |
False |
True |
409 |
| 20 |
1.0060 |
0.9792 |
0.0268 |
2.7% |
0.0052 |
0.5% |
1% |
False |
True |
582 |
| 40 |
1.0151 |
0.9792 |
0.0359 |
3.7% |
0.0043 |
0.4% |
1% |
False |
True |
329 |
| 60 |
1.0151 |
0.9792 |
0.0359 |
3.7% |
0.0036 |
0.4% |
1% |
False |
True |
238 |
| 80 |
1.0151 |
0.9792 |
0.0359 |
3.7% |
0.0031 |
0.3% |
1% |
False |
True |
190 |
| 100 |
1.0200 |
0.9792 |
0.0408 |
4.2% |
0.0031 |
0.3% |
1% |
False |
True |
158 |
| 120 |
1.0254 |
0.9792 |
0.0462 |
4.7% |
0.0029 |
0.3% |
1% |
False |
True |
137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0154 |
|
2.618 |
1.0042 |
|
1.618 |
0.9973 |
|
1.000 |
0.9930 |
|
0.618 |
0.9904 |
|
HIGH |
0.9861 |
|
0.618 |
0.9835 |
|
0.500 |
0.9827 |
|
0.382 |
0.9818 |
|
LOW |
0.9792 |
|
0.618 |
0.9749 |
|
1.000 |
0.9723 |
|
1.618 |
0.9680 |
|
2.618 |
0.9611 |
|
4.250 |
0.9499 |
|
|
| Fisher Pivots for day following 20-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9827 |
0.9876 |
| PP |
0.9816 |
0.9849 |
| S1 |
0.9806 |
0.9822 |
|