CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 22-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9760 |
0.9757 |
-0.0003 |
0.0% |
0.9820 |
| High |
0.9760 |
0.9770 |
0.0010 |
0.1% |
0.9820 |
| Low |
0.9738 |
0.9690 |
-0.0048 |
-0.5% |
0.9690 |
| Close |
0.9744 |
0.9713 |
-0.0031 |
-0.3% |
0.9713 |
| Range |
0.0022 |
0.0080 |
0.0058 |
263.6% |
0.0130 |
| ATR |
0.0039 |
0.0042 |
0.0003 |
7.3% |
0.0000 |
| Volume |
11 |
32 |
21 |
190.9% |
122 |
|
| Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9964 |
0.9919 |
0.9757 |
|
| R3 |
0.9884 |
0.9839 |
0.9735 |
|
| R2 |
0.9804 |
0.9804 |
0.9728 |
|
| R1 |
0.9759 |
0.9759 |
0.9720 |
0.9742 |
| PP |
0.9724 |
0.9724 |
0.9724 |
0.9716 |
| S1 |
0.9679 |
0.9679 |
0.9706 |
0.9662 |
| S2 |
0.9644 |
0.9644 |
0.9698 |
|
| S3 |
0.9564 |
0.9599 |
0.9691 |
|
| S4 |
0.9484 |
0.9519 |
0.9669 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0131 |
1.0052 |
0.9785 |
|
| R3 |
1.0001 |
0.9922 |
0.9749 |
|
| R2 |
0.9871 |
0.9871 |
0.9737 |
|
| R1 |
0.9792 |
0.9792 |
0.9725 |
0.9767 |
| PP |
0.9741 |
0.9741 |
0.9741 |
0.9728 |
| S1 |
0.9662 |
0.9662 |
0.9701 |
0.9637 |
| S2 |
0.9611 |
0.9611 |
0.9689 |
|
| S3 |
0.9481 |
0.9532 |
0.9677 |
|
| S4 |
0.9351 |
0.9402 |
0.9642 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0110 |
|
2.618 |
0.9979 |
|
1.618 |
0.9899 |
|
1.000 |
0.9850 |
|
0.618 |
0.9819 |
|
HIGH |
0.9770 |
|
0.618 |
0.9739 |
|
0.500 |
0.9730 |
|
0.382 |
0.9721 |
|
LOW |
0.9690 |
|
0.618 |
0.9641 |
|
1.000 |
0.9610 |
|
1.618 |
0.9561 |
|
2.618 |
0.9481 |
|
4.250 |
0.9350 |
|
|
| Fisher Pivots for day following 22-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9730 |
0.9748 |
| PP |
0.9724 |
0.9736 |
| S1 |
0.9719 |
0.9725 |
|