CME Canadian Dollar Future June 2013
Trading Metrics calculated at close of trading on 26-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
0.9758 |
0.9724 |
-0.0034 |
-0.3% |
0.9901 |
High |
0.9759 |
0.9738 |
-0.0021 |
-0.2% |
0.9910 |
Low |
0.9707 |
0.9685 |
-0.0022 |
-0.2% |
0.9728 |
Close |
0.9720 |
0.9723 |
0.0003 |
0.0% |
0.9750 |
Range |
0.0052 |
0.0053 |
0.0001 |
1.9% |
0.0182 |
ATR |
0.0051 |
0.0051 |
0.0000 |
0.3% |
0.0000 |
Volume |
1,533 |
1,528 |
-5 |
-0.3% |
3,613 |
|
Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9874 |
0.9852 |
0.9752 |
|
R3 |
0.9821 |
0.9799 |
0.9738 |
|
R2 |
0.9768 |
0.9768 |
0.9733 |
|
R1 |
0.9746 |
0.9746 |
0.9728 |
0.9731 |
PP |
0.9715 |
0.9715 |
0.9715 |
0.9708 |
S1 |
0.9693 |
0.9693 |
0.9718 |
0.9678 |
S2 |
0.9662 |
0.9662 |
0.9713 |
|
S3 |
0.9609 |
0.9640 |
0.9708 |
|
S4 |
0.9556 |
0.9587 |
0.9694 |
|
|
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 |
0.9861 |
0.9685 |
0.0176 |
1.8% |
0.0060 |
0.6% |
22% |
False |
True |
1,229 |
10 |
0.9972 |
0.9685 |
0.0287 |
3.0% |
0.0054 |
0.6% |
13% |
False |
True |
783 |
20 |
1.0035 |
0.9685 |
0.0350 |
3.6% |
0.0051 |
0.5% |
11% |
False |
True |
596 |
40 |
1.0151 |
0.9685 |
0.0466 |
4.8% |
0.0045 |
0.5% |
8% |
False |
True |
446 |
60 |
1.0151 |
0.9685 |
0.0466 |
4.8% |
0.0037 |
0.4% |
8% |
False |
True |
320 |
80 |
1.0151 |
0.9685 |
0.0466 |
4.8% |
0.0034 |
0.3% |
8% |
False |
True |
253 |
100 |
1.0200 |
0.9685 |
0.0515 |
5.3% |
0.0032 |
0.3% |
7% |
False |
True |
208 |
120 |
1.0254 |
0.9685 |
0.0569 |
5.9% |
0.0030 |
0.3% |
7% |
False |
True |
178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9963 |
2.618 |
0.9877 |
1.618 |
0.9824 |
1.000 |
0.9791 |
0.618 |
0.9771 |
HIGH |
0.9738 |
0.618 |
0.9718 |
0.500 |
0.9712 |
0.382 |
0.9705 |
LOW |
0.9685 |
0.618 |
0.9652 |
1.000 |
0.9632 |
1.618 |
0.9599 |
2.618 |
0.9546 |
4.250 |
0.9460 |
|
|
Fisher Pivots for day following 26-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9719 |
0.9752 |
PP |
0.9715 |
0.9742 |
S1 |
0.9712 |
0.9733 |
|