CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 15-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9927 |
0.9910 |
-0.0017 |
-0.2% |
0.9888 |
| High |
0.9932 |
0.9910 |
-0.0022 |
-0.2% |
0.9932 |
| Low |
0.9915 |
0.9860 |
-0.0055 |
-0.6% |
0.9850 |
| Close |
0.9917 |
0.9860 |
-0.0057 |
-0.6% |
0.9860 |
| Range |
0.0017 |
0.0050 |
0.0033 |
194.1% |
0.0082 |
| ATR |
0.0000 |
0.0038 |
0.0038 |
|
0.0000 |
| Volume |
16 |
12 |
-4 |
-25.0% |
144 |
|
| Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0027 |
0.9993 |
0.9888 |
|
| R3 |
0.9977 |
0.9943 |
0.9874 |
|
| R2 |
0.9927 |
0.9927 |
0.9869 |
|
| R1 |
0.9893 |
0.9893 |
0.9865 |
0.9885 |
| PP |
0.9877 |
0.9877 |
0.9877 |
0.9873 |
| S1 |
0.9843 |
0.9843 |
0.9855 |
0.9835 |
| S2 |
0.9827 |
0.9827 |
0.9851 |
|
| S3 |
0.9777 |
0.9793 |
0.9846 |
|
| S4 |
0.9727 |
0.9743 |
0.9833 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0127 |
1.0075 |
0.9905 |
|
| R3 |
1.0045 |
0.9993 |
0.9883 |
|
| R2 |
0.9963 |
0.9963 |
0.9875 |
|
| R1 |
0.9911 |
0.9911 |
0.9868 |
0.9896 |
| PP |
0.9881 |
0.9881 |
0.9881 |
0.9873 |
| S1 |
0.9829 |
0.9829 |
0.9852 |
0.9814 |
| S2 |
0.9799 |
0.9799 |
0.9845 |
|
| S3 |
0.9717 |
0.9747 |
0.9837 |
|
| S4 |
0.9635 |
0.9665 |
0.9815 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0123 |
|
2.618 |
1.0041 |
|
1.618 |
0.9991 |
|
1.000 |
0.9960 |
|
0.618 |
0.9941 |
|
HIGH |
0.9910 |
|
0.618 |
0.9891 |
|
0.500 |
0.9885 |
|
0.382 |
0.9879 |
|
LOW |
0.9860 |
|
0.618 |
0.9829 |
|
1.000 |
0.9810 |
|
1.618 |
0.9779 |
|
2.618 |
0.9729 |
|
4.250 |
0.9648 |
|
|
| Fisher Pivots for day following 15-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9885 |
0.9896 |
| PP |
0.9877 |
0.9884 |
| S1 |
0.9868 |
0.9872 |
|