CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 25-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9757 |
0.9692 |
-0.0065 |
-0.7% |
0.9820 |
| High |
0.9770 |
0.9692 |
-0.0078 |
-0.8% |
0.9820 |
| Low |
0.9690 |
0.9670 |
-0.0020 |
-0.2% |
0.9690 |
| Close |
0.9713 |
0.9683 |
-0.0030 |
-0.3% |
0.9713 |
| Range |
0.0080 |
0.0022 |
-0.0058 |
-72.5% |
0.0130 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
0.1% |
0.0000 |
| Volume |
32 |
57 |
25 |
78.1% |
122 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9748 |
0.9737 |
0.9695 |
|
| R3 |
0.9726 |
0.9715 |
0.9689 |
|
| R2 |
0.9704 |
0.9704 |
0.9687 |
|
| R1 |
0.9693 |
0.9693 |
0.9685 |
0.9688 |
| PP |
0.9682 |
0.9682 |
0.9682 |
0.9679 |
| S1 |
0.9671 |
0.9671 |
0.9681 |
0.9666 |
| S2 |
0.9660 |
0.9660 |
0.9679 |
|
| S3 |
0.9638 |
0.9649 |
0.9677 |
|
| S4 |
0.9616 |
0.9627 |
0.9671 |
|
|
| 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 |
0.9786 |
|
2.618 |
0.9750 |
|
1.618 |
0.9728 |
|
1.000 |
0.9714 |
|
0.618 |
0.9706 |
|
HIGH |
0.9692 |
|
0.618 |
0.9684 |
|
0.500 |
0.9681 |
|
0.382 |
0.9678 |
|
LOW |
0.9670 |
|
0.618 |
0.9656 |
|
1.000 |
0.9648 |
|
1.618 |
0.9634 |
|
2.618 |
0.9612 |
|
4.250 |
0.9577 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9682 |
0.9720 |
| PP |
0.9682 |
0.9708 |
| S1 |
0.9681 |
0.9695 |
|