CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 27-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9697 |
0.9677 |
-0.0020 |
-0.2% |
0.9820 |
| High |
0.9697 |
0.9715 |
0.0018 |
0.2% |
0.9820 |
| Low |
0.9658 |
0.9677 |
0.0019 |
0.2% |
0.9690 |
| Close |
0.9687 |
0.9713 |
0.0026 |
0.3% |
0.9713 |
| Range |
0.0039 |
0.0038 |
-0.0001 |
-2.6% |
0.0130 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
57 |
25 |
-32 |
-56.1% |
122 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9816 |
0.9802 |
0.9734 |
|
| R3 |
0.9778 |
0.9764 |
0.9723 |
|
| R2 |
0.9740 |
0.9740 |
0.9720 |
|
| R1 |
0.9726 |
0.9726 |
0.9716 |
0.9733 |
| PP |
0.9702 |
0.9702 |
0.9702 |
0.9705 |
| S1 |
0.9688 |
0.9688 |
0.9710 |
0.9695 |
| S2 |
0.9664 |
0.9664 |
0.9706 |
|
| S3 |
0.9626 |
0.9650 |
0.9703 |
|
| S4 |
0.9588 |
0.9612 |
0.9692 |
|
|
| 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 |
0.9877 |
|
2.618 |
0.9814 |
|
1.618 |
0.9776 |
|
1.000 |
0.9753 |
|
0.618 |
0.9738 |
|
HIGH |
0.9715 |
|
0.618 |
0.9700 |
|
0.500 |
0.9696 |
|
0.382 |
0.9692 |
|
LOW |
0.9677 |
|
0.618 |
0.9654 |
|
1.000 |
0.9639 |
|
1.618 |
0.9616 |
|
2.618 |
0.9578 |
|
4.250 |
0.9516 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9707 |
0.9704 |
| PP |
0.9702 |
0.9695 |
| S1 |
0.9696 |
0.9687 |
|