CME Canadian Dollar Future September 2013
Trading Metrics calculated at close of trading on 08-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2013 |
08-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1.0000 |
0.9932 |
-0.0068 |
-0.7% |
0.9982 |
High |
1.0000 |
0.9943 |
-0.0057 |
-0.6% |
1.0000 |
Low |
0.9957 |
0.9922 |
-0.0035 |
-0.4% |
0.9922 |
Close |
0.9971 |
0.9924 |
-0.0047 |
-0.5% |
0.9924 |
Range |
0.0043 |
0.0021 |
-0.0022 |
-51.2% |
0.0078 |
ATR |
0.0037 |
0.0038 |
0.0001 |
2.3% |
0.0000 |
Volume |
94 |
4 |
-90 |
-95.7% |
249 |
|
Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9993 |
0.9979 |
0.9936 |
|
R3 |
0.9972 |
0.9958 |
0.9930 |
|
R2 |
0.9951 |
0.9951 |
0.9928 |
|
R1 |
0.9937 |
0.9937 |
0.9926 |
0.9934 |
PP |
0.9930 |
0.9930 |
0.9930 |
0.9928 |
S1 |
0.9916 |
0.9916 |
0.9922 |
0.9913 |
S2 |
0.9909 |
0.9909 |
0.9920 |
|
S3 |
0.9888 |
0.9895 |
0.9918 |
|
S4 |
0.9867 |
0.9874 |
0.9912 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0183 |
1.0131 |
0.9967 |
|
R3 |
1.0105 |
1.0053 |
0.9945 |
|
R2 |
1.0027 |
1.0027 |
0.9938 |
|
R1 |
0.9975 |
0.9975 |
0.9931 |
0.9962 |
PP |
0.9949 |
0.9949 |
0.9949 |
0.9942 |
S1 |
0.9897 |
0.9897 |
0.9917 |
0.9884 |
S2 |
0.9871 |
0.9871 |
0.9910 |
|
S3 |
0.9793 |
0.9819 |
0.9903 |
|
S4 |
0.9715 |
0.9741 |
0.9881 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0000 |
0.9922 |
0.0078 |
0.8% |
0.0029 |
0.3% |
3% |
False |
True |
49 |
10 |
1.0000 |
0.9855 |
0.0145 |
1.5% |
0.0033 |
0.3% |
48% |
False |
False |
173 |
20 |
1.0113 |
0.9854 |
0.0259 |
2.6% |
0.0035 |
0.3% |
27% |
False |
False |
109 |
40 |
1.0113 |
0.9854 |
0.0259 |
2.6% |
0.0025 |
0.2% |
27% |
False |
False |
59 |
60 |
1.0113 |
0.9854 |
0.0259 |
2.6% |
0.0021 |
0.2% |
27% |
False |
False |
46 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0032 |
2.618 |
0.9998 |
1.618 |
0.9977 |
1.000 |
0.9964 |
0.618 |
0.9956 |
HIGH |
0.9943 |
0.618 |
0.9935 |
0.500 |
0.9933 |
0.382 |
0.9930 |
LOW |
0.9922 |
0.618 |
0.9909 |
1.000 |
0.9901 |
1.618 |
0.9888 |
2.618 |
0.9867 |
4.250 |
0.9833 |
|
|
Fisher Pivots for day following 08-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9933 |
0.9961 |
PP |
0.9930 |
0.9949 |
S1 |
0.9927 |
0.9936 |
|