CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 25-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9797 |
0.9758 |
-0.0039 |
-0.4% |
0.9901 |
| High |
0.9818 |
0.9759 |
-0.0059 |
-0.6% |
0.9910 |
| Low |
0.9728 |
0.9707 |
-0.0021 |
-0.2% |
0.9728 |
| Close |
0.9750 |
0.9720 |
-0.0030 |
-0.3% |
0.9750 |
| Range |
0.0090 |
0.0052 |
-0.0038 |
-42.2% |
0.0182 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.2% |
0.0000 |
| Volume |
471 |
1,533 |
1,062 |
225.5% |
3,613 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9885 |
0.9854 |
0.9749 |
|
| R3 |
0.9833 |
0.9802 |
0.9734 |
|
| R2 |
0.9781 |
0.9781 |
0.9730 |
|
| R1 |
0.9750 |
0.9750 |
0.9725 |
0.9740 |
| PP |
0.9729 |
0.9729 |
0.9729 |
0.9723 |
| S1 |
0.9698 |
0.9698 |
0.9715 |
0.9688 |
| S2 |
0.9677 |
0.9677 |
0.9710 |
|
| S3 |
0.9625 |
0.9646 |
0.9706 |
|
| S4 |
0.9573 |
0.9594 |
0.9691 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0342 |
1.0228 |
0.9850 |
|
| R3 |
1.0160 |
1.0046 |
0.9800 |
|
| R2 |
0.9978 |
0.9978 |
0.9783 |
|
| R1 |
0.9864 |
0.9864 |
0.9767 |
0.9830 |
| PP |
0.9796 |
0.9796 |
0.9796 |
0.9779 |
| S1 |
0.9682 |
0.9682 |
0.9733 |
0.9648 |
| S2 |
0.9614 |
0.9614 |
0.9717 |
|
| S3 |
0.9432 |
0.9500 |
0.9700 |
|
| S4 |
0.9250 |
0.9318 |
0.9650 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9910 |
0.9707 |
0.0203 |
2.1% |
0.0063 |
0.7% |
6% |
False |
True |
1,029 |
| 10 |
0.9972 |
0.9707 |
0.0265 |
2.7% |
0.0054 |
0.6% |
5% |
False |
True |
695 |
| 20 |
1.0035 |
0.9707 |
0.0328 |
3.4% |
0.0050 |
0.5% |
4% |
False |
True |
621 |
| 40 |
1.0151 |
0.9707 |
0.0444 |
4.6% |
0.0045 |
0.5% |
3% |
False |
True |
409 |
| 60 |
1.0151 |
0.9707 |
0.0444 |
4.6% |
0.0037 |
0.4% |
3% |
False |
True |
296 |
| 80 |
1.0151 |
0.9707 |
0.0444 |
4.6% |
0.0033 |
0.3% |
3% |
False |
True |
234 |
| 100 |
1.0200 |
0.9707 |
0.0493 |
5.1% |
0.0032 |
0.3% |
3% |
False |
True |
193 |
| 120 |
1.0254 |
0.9707 |
0.0547 |
5.6% |
0.0030 |
0.3% |
2% |
False |
True |
165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9980 |
|
2.618 |
0.9895 |
|
1.618 |
0.9843 |
|
1.000 |
0.9811 |
|
0.618 |
0.9791 |
|
HIGH |
0.9759 |
|
0.618 |
0.9739 |
|
0.500 |
0.9733 |
|
0.382 |
0.9727 |
|
LOW |
0.9707 |
|
0.618 |
0.9675 |
|
1.000 |
0.9655 |
|
1.618 |
0.9623 |
|
2.618 |
0.9571 |
|
4.250 |
0.9486 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9733 |
0.9763 |
| PP |
0.9729 |
0.9748 |
| S1 |
0.9724 |
0.9734 |
|