CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 21-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9805 |
0.9760 |
-0.0045 |
-0.5% |
0.9888 |
| High |
0.9805 |
0.9760 |
-0.0045 |
-0.5% |
0.9932 |
| Low |
0.9755 |
0.9738 |
-0.0017 |
-0.2% |
0.9850 |
| Close |
0.9755 |
0.9744 |
-0.0011 |
-0.1% |
0.9860 |
| Range |
0.0050 |
0.0022 |
-0.0028 |
-56.0% |
0.0082 |
| ATR |
0.0041 |
0.0039 |
-0.0001 |
-3.3% |
0.0000 |
| Volume |
49 |
11 |
-38 |
-77.6% |
144 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9813 |
0.9801 |
0.9756 |
|
| R3 |
0.9791 |
0.9779 |
0.9750 |
|
| R2 |
0.9769 |
0.9769 |
0.9748 |
|
| R1 |
0.9757 |
0.9757 |
0.9746 |
0.9752 |
| PP |
0.9747 |
0.9747 |
0.9747 |
0.9745 |
| S1 |
0.9735 |
0.9735 |
0.9742 |
0.9730 |
| S2 |
0.9725 |
0.9725 |
0.9740 |
|
| S3 |
0.9703 |
0.9713 |
0.9738 |
|
| S4 |
0.9681 |
0.9691 |
0.9732 |
|
|
| 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 |
0.9854 |
|
2.618 |
0.9818 |
|
1.618 |
0.9796 |
|
1.000 |
0.9782 |
|
0.618 |
0.9774 |
|
HIGH |
0.9760 |
|
0.618 |
0.9752 |
|
0.500 |
0.9749 |
|
0.382 |
0.9746 |
|
LOW |
0.9738 |
|
0.618 |
0.9724 |
|
1.000 |
0.9716 |
|
1.618 |
0.9702 |
|
2.618 |
0.9680 |
|
4.250 |
0.9645 |
|
|
| Fisher Pivots for day following 21-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9749 |
0.9779 |
| PP |
0.9747 |
0.9767 |
| S1 |
0.9746 |
0.9756 |
|