CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 22-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9794 |
0.9785 |
-0.0009 |
-0.1% |
0.9880 |
| High |
0.9794 |
0.9785 |
-0.0009 |
-0.1% |
0.9880 |
| Low |
0.9755 |
0.9712 |
-0.0043 |
-0.4% |
0.9712 |
| Close |
0.9765 |
0.9731 |
-0.0034 |
-0.3% |
0.9731 |
| Range |
0.0039 |
0.0073 |
0.0034 |
87.2% |
0.0168 |
| ATR |
0.0041 |
0.0043 |
0.0002 |
5.7% |
0.0000 |
| Volume |
44 |
62 |
18 |
40.9% |
238 |
|
| Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9962 |
0.9919 |
0.9771 |
|
| R3 |
0.9889 |
0.9846 |
0.9751 |
|
| R2 |
0.9816 |
0.9816 |
0.9744 |
|
| R1 |
0.9773 |
0.9773 |
0.9738 |
0.9758 |
| PP |
0.9743 |
0.9743 |
0.9743 |
0.9735 |
| S1 |
0.9700 |
0.9700 |
0.9724 |
0.9685 |
| S2 |
0.9670 |
0.9670 |
0.9718 |
|
| S3 |
0.9597 |
0.9627 |
0.9711 |
|
| S4 |
0.9524 |
0.9554 |
0.9691 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0278 |
1.0173 |
0.9823 |
|
| R3 |
1.0110 |
1.0005 |
0.9777 |
|
| R2 |
0.9942 |
0.9942 |
0.9762 |
|
| R1 |
0.9837 |
0.9837 |
0.9746 |
0.9806 |
| PP |
0.9774 |
0.9774 |
0.9774 |
0.9759 |
| S1 |
0.9669 |
0.9669 |
0.9716 |
0.9638 |
| S2 |
0.9606 |
0.9606 |
0.9700 |
|
| S3 |
0.9438 |
0.9501 |
0.9685 |
|
| S4 |
0.9270 |
0.9333 |
0.9639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9908 |
0.9712 |
0.0196 |
2.0% |
0.0049 |
0.5% |
10% |
False |
True |
48 |
| 10 |
0.9950 |
0.9712 |
0.0238 |
2.4% |
0.0037 |
0.4% |
8% |
False |
True |
29 |
| 20 |
1.0000 |
0.9712 |
0.0288 |
3.0% |
0.0037 |
0.4% |
7% |
False |
True |
116 |
| 40 |
1.0113 |
0.9712 |
0.0401 |
4.1% |
0.0032 |
0.3% |
5% |
False |
True |
64 |
| 60 |
1.0113 |
0.9712 |
0.0401 |
4.1% |
0.0025 |
0.3% |
5% |
False |
True |
47 |
| 80 |
1.0113 |
0.9712 |
0.0401 |
4.1% |
0.0022 |
0.2% |
5% |
False |
True |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0095 |
|
2.618 |
0.9976 |
|
1.618 |
0.9903 |
|
1.000 |
0.9858 |
|
0.618 |
0.9830 |
|
HIGH |
0.9785 |
|
0.618 |
0.9757 |
|
0.500 |
0.9749 |
|
0.382 |
0.9740 |
|
LOW |
0.9712 |
|
0.618 |
0.9667 |
|
1.000 |
0.9639 |
|
1.618 |
0.9594 |
|
2.618 |
0.9521 |
|
4.250 |
0.9402 |
|
|
| Fisher Pivots for day following 22-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9749 |
0.9766 |
| PP |
0.9743 |
0.9754 |
| S1 |
0.9737 |
0.9743 |
|