CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9692 |
0.9697 |
0.0005 |
0.1% |
0.9820 |
| High |
0.9692 |
0.9697 |
0.0005 |
0.1% |
0.9820 |
| Low |
0.9670 |
0.9658 |
-0.0012 |
-0.1% |
0.9690 |
| Close |
0.9683 |
0.9687 |
0.0004 |
0.0% |
0.9713 |
| Range |
0.0022 |
0.0039 |
0.0017 |
77.3% |
0.0130 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
57 |
57 |
0 |
0.0% |
122 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9798 |
0.9781 |
0.9708 |
|
| R3 |
0.9759 |
0.9742 |
0.9698 |
|
| R2 |
0.9720 |
0.9720 |
0.9694 |
|
| R1 |
0.9703 |
0.9703 |
0.9691 |
0.9692 |
| PP |
0.9681 |
0.9681 |
0.9681 |
0.9675 |
| S1 |
0.9664 |
0.9664 |
0.9683 |
0.9653 |
| S2 |
0.9642 |
0.9642 |
0.9680 |
|
| S3 |
0.9603 |
0.9625 |
0.9676 |
|
| S4 |
0.9564 |
0.9586 |
0.9666 |
|
|
| 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 |
0.9863 |
|
2.618 |
0.9799 |
|
1.618 |
0.9760 |
|
1.000 |
0.9736 |
|
0.618 |
0.9721 |
|
HIGH |
0.9697 |
|
0.618 |
0.9682 |
|
0.500 |
0.9678 |
|
0.382 |
0.9673 |
|
LOW |
0.9658 |
|
0.618 |
0.9634 |
|
1.000 |
0.9619 |
|
1.618 |
0.9595 |
|
2.618 |
0.9556 |
|
4.250 |
0.9492 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9684 |
0.9714 |
| PP |
0.9681 |
0.9705 |
| S1 |
0.9678 |
0.9696 |
|