CME Canadian Dollar Future September 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 |
0.9710 |
0.9705 |
-0.0005 |
-0.1% |
0.9880 |
High |
0.9731 |
0.9705 |
-0.0026 |
-0.3% |
0.9880 |
Low |
0.9694 |
0.9665 |
-0.0029 |
-0.3% |
0.9712 |
Close |
0.9731 |
0.9667 |
-0.0064 |
-0.7% |
0.9731 |
Range |
0.0037 |
0.0040 |
0.0003 |
8.1% |
0.0168 |
ATR |
0.0042 |
0.0044 |
0.0002 |
4.1% |
0.0000 |
Volume |
281 |
78 |
-203 |
-72.2% |
238 |
|
Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9799 |
0.9773 |
0.9689 |
|
R3 |
0.9759 |
0.9733 |
0.9678 |
|
R2 |
0.9719 |
0.9719 |
0.9674 |
|
R1 |
0.9693 |
0.9693 |
0.9671 |
0.9686 |
PP |
0.9679 |
0.9679 |
0.9679 |
0.9676 |
S1 |
0.9653 |
0.9653 |
0.9663 |
0.9646 |
S2 |
0.9639 |
0.9639 |
0.9660 |
|
S3 |
0.9599 |
0.9613 |
0.9656 |
|
S4 |
0.9559 |
0.9573 |
0.9645 |
|
|
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 |
0.9785 |
0.9665 |
0.0120 |
1.2% |
0.0044 |
0.5% |
2% |
False |
True |
227 |
10 |
0.9950 |
0.9665 |
0.0285 |
2.9% |
0.0040 |
0.4% |
1% |
False |
True |
133 |
20 |
1.0000 |
0.9665 |
0.0335 |
3.5% |
0.0036 |
0.4% |
1% |
False |
True |
91 |
40 |
1.0113 |
0.9665 |
0.0448 |
4.6% |
0.0034 |
0.3% |
0% |
False |
True |
90 |
60 |
1.0113 |
0.9665 |
0.0448 |
4.6% |
0.0026 |
0.3% |
0% |
False |
True |
64 |
80 |
1.0113 |
0.9665 |
0.0448 |
4.6% |
0.0024 |
0.2% |
0% |
False |
True |
54 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9875 |
2.618 |
0.9810 |
1.618 |
0.9770 |
1.000 |
0.9745 |
0.618 |
0.9730 |
HIGH |
0.9705 |
0.618 |
0.9690 |
0.500 |
0.9685 |
0.382 |
0.9680 |
LOW |
0.9665 |
0.618 |
0.9640 |
1.000 |
0.9625 |
1.618 |
0.9600 |
2.618 |
0.9560 |
4.250 |
0.9495 |
|
|
Fisher Pivots for day following 28-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9685 |
0.9698 |
PP |
0.9679 |
0.9688 |
S1 |
0.9673 |
0.9677 |
|