CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 28-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9723 |
0.9745 |
0.0022 |
0.2% |
0.9901 |
| High |
0.9753 |
0.9760 |
0.0007 |
0.1% |
0.9910 |
| Low |
0.9708 |
0.9674 |
-0.0034 |
-0.4% |
0.9728 |
| Close |
0.9748 |
0.9684 |
-0.0064 |
-0.7% |
0.9750 |
| Range |
0.0045 |
0.0086 |
0.0041 |
91.1% |
0.0182 |
| ATR |
0.0051 |
0.0053 |
0.0003 |
5.0% |
0.0000 |
| Volume |
1,103 |
3,294 |
2,191 |
198.6% |
3,613 |
|
| Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9964 |
0.9910 |
0.9731 |
|
| R3 |
0.9878 |
0.9824 |
0.9708 |
|
| R2 |
0.9792 |
0.9792 |
0.9700 |
|
| R1 |
0.9738 |
0.9738 |
0.9692 |
0.9722 |
| PP |
0.9706 |
0.9706 |
0.9706 |
0.9698 |
| S1 |
0.9652 |
0.9652 |
0.9676 |
0.9636 |
| S2 |
0.9620 |
0.9620 |
0.9668 |
|
| S3 |
0.9534 |
0.9566 |
0.9660 |
|
| S4 |
0.9448 |
0.9480 |
0.9637 |
|
|
| 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 |
0.9674 |
0.0144 |
1.5% |
0.0065 |
0.7% |
7% |
False |
True |
1,585 |
| 10 |
0.9972 |
0.9674 |
0.0298 |
3.1% |
0.0059 |
0.6% |
3% |
False |
True |
1,160 |
| 20 |
1.0035 |
0.9674 |
0.0361 |
3.7% |
0.0053 |
0.5% |
3% |
False |
True |
733 |
| 40 |
1.0151 |
0.9674 |
0.0477 |
4.9% |
0.0046 |
0.5% |
2% |
False |
True |
550 |
| 60 |
1.0151 |
0.9674 |
0.0477 |
4.9% |
0.0039 |
0.4% |
2% |
False |
True |
392 |
| 80 |
1.0151 |
0.9674 |
0.0477 |
4.9% |
0.0035 |
0.4% |
2% |
False |
True |
306 |
| 100 |
1.0200 |
0.9674 |
0.0526 |
5.4% |
0.0033 |
0.3% |
2% |
False |
True |
252 |
| 120 |
1.0254 |
0.9674 |
0.0580 |
6.0% |
0.0031 |
0.3% |
2% |
False |
True |
214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0126 |
|
2.618 |
0.9985 |
|
1.618 |
0.9899 |
|
1.000 |
0.9846 |
|
0.618 |
0.9813 |
|
HIGH |
0.9760 |
|
0.618 |
0.9727 |
|
0.500 |
0.9717 |
|
0.382 |
0.9707 |
|
LOW |
0.9674 |
|
0.618 |
0.9621 |
|
1.000 |
0.9588 |
|
1.618 |
0.9535 |
|
2.618 |
0.9449 |
|
4.250 |
0.9309 |
|
|
| Fisher Pivots for day following 28-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9717 |
0.9717 |
| PP |
0.9706 |
0.9706 |
| S1 |
0.9695 |
0.9695 |
|