CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 25-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9785 |
0.9726 |
-0.0059 |
-0.6% |
0.9880 |
| High |
0.9785 |
0.9726 |
-0.0059 |
-0.6% |
0.9880 |
| Low |
0.9712 |
0.9698 |
-0.0014 |
-0.1% |
0.9712 |
| Close |
0.9731 |
0.9702 |
-0.0029 |
-0.3% |
0.9731 |
| Range |
0.0073 |
0.0028 |
-0.0045 |
-61.6% |
0.0168 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
62 |
216 |
154 |
248.4% |
238 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9793 |
0.9775 |
0.9717 |
|
| R3 |
0.9765 |
0.9747 |
0.9710 |
|
| R2 |
0.9737 |
0.9737 |
0.9707 |
|
| R1 |
0.9719 |
0.9719 |
0.9705 |
0.9714 |
| PP |
0.9709 |
0.9709 |
0.9709 |
0.9706 |
| S1 |
0.9691 |
0.9691 |
0.9699 |
0.9686 |
| S2 |
0.9681 |
0.9681 |
0.9697 |
|
| S3 |
0.9653 |
0.9663 |
0.9694 |
|
| S4 |
0.9625 |
0.9635 |
0.9687 |
|
|
| 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 |
0.9880 |
0.9698 |
0.0182 |
1.9% |
0.0048 |
0.5% |
2% |
False |
True |
90 |
| 10 |
0.9950 |
0.9698 |
0.0252 |
2.6% |
0.0037 |
0.4% |
2% |
False |
True |
51 |
| 20 |
1.0000 |
0.9698 |
0.0302 |
3.1% |
0.0035 |
0.4% |
1% |
False |
True |
112 |
| 40 |
1.0113 |
0.9698 |
0.0415 |
4.3% |
0.0032 |
0.3% |
1% |
False |
True |
69 |
| 60 |
1.0113 |
0.9698 |
0.0415 |
4.3% |
0.0025 |
0.3% |
1% |
False |
True |
51 |
| 80 |
1.0113 |
0.9698 |
0.0415 |
4.3% |
0.0023 |
0.2% |
1% |
False |
True |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9845 |
|
2.618 |
0.9799 |
|
1.618 |
0.9771 |
|
1.000 |
0.9754 |
|
0.618 |
0.9743 |
|
HIGH |
0.9726 |
|
0.618 |
0.9715 |
|
0.500 |
0.9712 |
|
0.382 |
0.9709 |
|
LOW |
0.9698 |
|
0.618 |
0.9681 |
|
1.000 |
0.9670 |
|
1.618 |
0.9653 |
|
2.618 |
0.9625 |
|
4.250 |
0.9579 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9712 |
0.9746 |
| PP |
0.9709 |
0.9731 |
| S1 |
0.9705 |
0.9717 |
|