CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 14-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2013 |
14-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9919 |
0.9927 |
0.0008 |
0.1% |
0.9964 |
| High |
0.9919 |
0.9932 |
0.0013 |
0.1% |
0.9975 |
| Low |
0.9913 |
0.9915 |
0.0002 |
0.0% |
0.9903 |
| Close |
0.9913 |
0.9917 |
0.0004 |
0.0% |
0.9903 |
| Range |
0.0006 |
0.0017 |
0.0011 |
183.3% |
0.0072 |
| ATR |
|
|
|
|
|
| Volume |
79 |
16 |
-63 |
-79.7% |
242 |
|
| Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9972 |
0.9962 |
0.9926 |
|
| R3 |
0.9955 |
0.9945 |
0.9922 |
|
| R2 |
0.9938 |
0.9938 |
0.9920 |
|
| R1 |
0.9928 |
0.9928 |
0.9919 |
0.9925 |
| PP |
0.9921 |
0.9921 |
0.9921 |
0.9920 |
| S1 |
0.9911 |
0.9911 |
0.9915 |
0.9908 |
| S2 |
0.9904 |
0.9904 |
0.9914 |
|
| S3 |
0.9887 |
0.9894 |
0.9912 |
|
| S4 |
0.9870 |
0.9877 |
0.9908 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0143 |
1.0095 |
0.9943 |
|
| R3 |
1.0071 |
1.0023 |
0.9923 |
|
| R2 |
0.9999 |
0.9999 |
0.9916 |
|
| R1 |
0.9951 |
0.9951 |
0.9910 |
0.9939 |
| PP |
0.9927 |
0.9927 |
0.9927 |
0.9921 |
| S1 |
0.9879 |
0.9879 |
0.9896 |
0.9867 |
| S2 |
0.9855 |
0.9855 |
0.9890 |
|
| S3 |
0.9783 |
0.9807 |
0.9883 |
|
| S4 |
0.9711 |
0.9735 |
0.9863 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0004 |
|
2.618 |
0.9977 |
|
1.618 |
0.9960 |
|
1.000 |
0.9949 |
|
0.618 |
0.9943 |
|
HIGH |
0.9932 |
|
0.618 |
0.9926 |
|
0.500 |
0.9924 |
|
0.382 |
0.9921 |
|
LOW |
0.9915 |
|
0.618 |
0.9904 |
|
1.000 |
0.9898 |
|
1.618 |
0.9887 |
|
2.618 |
0.9870 |
|
4.250 |
0.9843 |
|
|
| Fisher Pivots for day following 14-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9924 |
0.9908 |
| PP |
0.9921 |
0.9900 |
| S1 |
0.9919 |
0.9891 |
|