CME Canadian Dollar Future September 2013
Trading Metrics calculated at close of trading on 26-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
0.9726 |
0.9712 |
-0.0014 |
-0.1% |
0.9880 |
High |
0.9726 |
0.9712 |
-0.0014 |
-0.1% |
0.9880 |
Low |
0.9698 |
0.9671 |
-0.0027 |
-0.3% |
0.9712 |
Close |
0.9702 |
0.9705 |
0.0003 |
0.0% |
0.9731 |
Range |
0.0028 |
0.0041 |
0.0013 |
46.4% |
0.0168 |
ATR |
0.0042 |
0.0042 |
0.0000 |
-0.2% |
0.0000 |
Volume |
216 |
502 |
286 |
132.4% |
238 |
|
Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9819 |
0.9803 |
0.9728 |
|
R3 |
0.9778 |
0.9762 |
0.9716 |
|
R2 |
0.9737 |
0.9737 |
0.9713 |
|
R1 |
0.9721 |
0.9721 |
0.9709 |
0.9709 |
PP |
0.9696 |
0.9696 |
0.9696 |
0.9690 |
S1 |
0.9680 |
0.9680 |
0.9701 |
0.9668 |
S2 |
0.9655 |
0.9655 |
0.9697 |
|
S3 |
0.9614 |
0.9639 |
0.9694 |
|
S4 |
0.9573 |
0.9598 |
0.9682 |
|
|
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 |
0.9820 |
0.9671 |
0.0149 |
1.5% |
0.0045 |
0.5% |
23% |
False |
True |
184 |
10 |
0.9950 |
0.9671 |
0.0279 |
2.9% |
0.0039 |
0.4% |
12% |
False |
True |
99 |
20 |
1.0000 |
0.9671 |
0.0329 |
3.4% |
0.0036 |
0.4% |
10% |
False |
True |
93 |
40 |
1.0113 |
0.9671 |
0.0442 |
4.6% |
0.0033 |
0.3% |
8% |
False |
True |
82 |
60 |
1.0113 |
0.9671 |
0.0442 |
4.6% |
0.0025 |
0.3% |
8% |
False |
True |
58 |
80 |
1.0113 |
0.9671 |
0.0442 |
4.6% |
0.0023 |
0.2% |
8% |
False |
True |
50 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9886 |
2.618 |
0.9819 |
1.618 |
0.9778 |
1.000 |
0.9753 |
0.618 |
0.9737 |
HIGH |
0.9712 |
0.618 |
0.9696 |
0.500 |
0.9692 |
0.382 |
0.9687 |
LOW |
0.9671 |
0.618 |
0.9646 |
1.000 |
0.9630 |
1.618 |
0.9605 |
2.618 |
0.9564 |
4.250 |
0.9497 |
|
|
Fisher Pivots for day following 26-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9701 |
0.9728 |
PP |
0.9696 |
0.9720 |
S1 |
0.9692 |
0.9713 |
|