CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 27-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9724 |
0.9723 |
-0.0001 |
0.0% |
0.9901 |
| High |
0.9738 |
0.9753 |
0.0015 |
0.2% |
0.9910 |
| Low |
0.9685 |
0.9708 |
0.0023 |
0.2% |
0.9728 |
| Close |
0.9723 |
0.9748 |
0.0025 |
0.3% |
0.9750 |
| Range |
0.0053 |
0.0045 |
-0.0008 |
-15.1% |
0.0182 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
1,528 |
1,103 |
-425 |
-27.8% |
3,613 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9871 |
0.9855 |
0.9773 |
|
| R3 |
0.9826 |
0.9810 |
0.9760 |
|
| R2 |
0.9781 |
0.9781 |
0.9756 |
|
| R1 |
0.9765 |
0.9765 |
0.9752 |
0.9773 |
| PP |
0.9736 |
0.9736 |
0.9736 |
0.9741 |
| S1 |
0.9720 |
0.9720 |
0.9744 |
0.9728 |
| S2 |
0.9691 |
0.9691 |
0.9740 |
|
| S3 |
0.9646 |
0.9675 |
0.9736 |
|
| S4 |
0.9601 |
0.9630 |
0.9723 |
|
|
| 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 |
0.9818 |
0.9685 |
0.0133 |
1.4% |
0.0055 |
0.6% |
47% |
False |
False |
1,229 |
| 10 |
0.9972 |
0.9685 |
0.0287 |
2.9% |
0.0052 |
0.5% |
22% |
False |
False |
845 |
| 20 |
1.0035 |
0.9685 |
0.0350 |
3.6% |
0.0051 |
0.5% |
18% |
False |
False |
576 |
| 40 |
1.0151 |
0.9685 |
0.0466 |
4.8% |
0.0046 |
0.5% |
14% |
False |
False |
472 |
| 60 |
1.0151 |
0.9685 |
0.0466 |
4.8% |
0.0038 |
0.4% |
14% |
False |
False |
337 |
| 80 |
1.0151 |
0.9685 |
0.0466 |
4.8% |
0.0034 |
0.4% |
14% |
False |
False |
267 |
| 100 |
1.0200 |
0.9685 |
0.0515 |
5.3% |
0.0033 |
0.3% |
12% |
False |
False |
219 |
| 120 |
1.0254 |
0.9685 |
0.0569 |
5.8% |
0.0031 |
0.3% |
11% |
False |
False |
187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9944 |
|
2.618 |
0.9871 |
|
1.618 |
0.9826 |
|
1.000 |
0.9798 |
|
0.618 |
0.9781 |
|
HIGH |
0.9753 |
|
0.618 |
0.9736 |
|
0.500 |
0.9731 |
|
0.382 |
0.9725 |
|
LOW |
0.9708 |
|
0.618 |
0.9680 |
|
1.000 |
0.9663 |
|
1.618 |
0.9635 |
|
2.618 |
0.9590 |
|
4.250 |
0.9517 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9742 |
0.9739 |
| PP |
0.9736 |
0.9731 |
| S1 |
0.9731 |
0.9722 |
|