CME Canadian Dollar Future June 2013
Trading Metrics calculated at close of trading on 21-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
0.9861 |
0.9809 |
-0.0052 |
-0.5% |
0.9942 |
High |
0.9861 |
0.9809 |
-0.0052 |
-0.5% |
0.9972 |
Low |
0.9792 |
0.9774 |
-0.0018 |
-0.2% |
0.9890 |
Close |
0.9795 |
0.9784 |
-0.0011 |
-0.1% |
0.9901 |
Range |
0.0069 |
0.0035 |
-0.0034 |
-49.3% |
0.0082 |
ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
1,100 |
1,513 |
413 |
37.5% |
1,809 |
|
Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9894 |
0.9874 |
0.9803 |
|
R3 |
0.9859 |
0.9839 |
0.9794 |
|
R2 |
0.9824 |
0.9824 |
0.9790 |
|
R1 |
0.9804 |
0.9804 |
0.9787 |
0.9797 |
PP |
0.9789 |
0.9789 |
0.9789 |
0.9785 |
S1 |
0.9769 |
0.9769 |
0.9781 |
0.9762 |
S2 |
0.9754 |
0.9754 |
0.9778 |
|
S3 |
0.9719 |
0.9734 |
0.9774 |
|
S4 |
0.9684 |
0.9699 |
0.9765 |
|
|
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 |
0.9774 |
0.0198 |
2.0% |
0.0052 |
0.5% |
5% |
False |
True |
734 |
10 |
1.0035 |
0.9774 |
0.0261 |
2.7% |
0.0051 |
0.5% |
4% |
False |
True |
541 |
20 |
1.0035 |
0.9774 |
0.0261 |
2.7% |
0.0049 |
0.5% |
4% |
False |
True |
649 |
40 |
1.0151 |
0.9774 |
0.0377 |
3.9% |
0.0042 |
0.4% |
3% |
False |
True |
366 |
60 |
1.0151 |
0.9774 |
0.0377 |
3.9% |
0.0035 |
0.4% |
3% |
False |
True |
263 |
80 |
1.0151 |
0.9774 |
0.0377 |
3.9% |
0.0032 |
0.3% |
3% |
False |
True |
209 |
100 |
1.0200 |
0.9774 |
0.0426 |
4.4% |
0.0031 |
0.3% |
2% |
False |
True |
173 |
120 |
1.0254 |
0.9774 |
0.0480 |
4.9% |
0.0029 |
0.3% |
2% |
False |
True |
150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9958 |
2.618 |
0.9901 |
1.618 |
0.9866 |
1.000 |
0.9844 |
0.618 |
0.9831 |
HIGH |
0.9809 |
0.618 |
0.9796 |
0.500 |
0.9792 |
0.382 |
0.9787 |
LOW |
0.9774 |
0.618 |
0.9752 |
1.000 |
0.9739 |
1.618 |
0.9717 |
2.618 |
0.9682 |
4.250 |
0.9625 |
|
|
Fisher Pivots for day following 21-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9792 |
0.9842 |
PP |
0.9789 |
0.9823 |
S1 |
0.9787 |
0.9803 |
|