CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 08-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2013 |
08-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0035 |
1.0016 |
-0.0019 |
-0.2% |
1.0021 |
| High |
1.0059 |
1.0021 |
-0.0038 |
-0.4% |
1.0059 |
| Low |
0.9996 |
0.9954 |
-0.0042 |
-0.4% |
0.9954 |
| Close |
1.0011 |
0.9964 |
-0.0047 |
-0.5% |
0.9964 |
| Range |
0.0063 |
0.0067 |
0.0004 |
6.3% |
0.0105 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
2.1% |
0.0000 |
| Volume |
63,307 |
72,373 |
9,066 |
14.3% |
306,394 |
|
| Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0181 |
1.0139 |
1.0001 |
|
| R3 |
1.0114 |
1.0072 |
0.9982 |
|
| R2 |
1.0047 |
1.0047 |
0.9976 |
|
| R1 |
1.0005 |
1.0005 |
0.9970 |
0.9993 |
| PP |
0.9980 |
0.9980 |
0.9980 |
0.9973 |
| S1 |
0.9938 |
0.9938 |
0.9958 |
0.9926 |
| S2 |
0.9913 |
0.9913 |
0.9952 |
|
| S3 |
0.9846 |
0.9871 |
0.9946 |
|
| S4 |
0.9779 |
0.9804 |
0.9927 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0307 |
1.0241 |
1.0022 |
|
| R3 |
1.0202 |
1.0136 |
0.9993 |
|
| R2 |
1.0097 |
1.0097 |
0.9983 |
|
| R1 |
1.0031 |
1.0031 |
0.9974 |
1.0012 |
| PP |
0.9992 |
0.9992 |
0.9992 |
0.9983 |
| S1 |
0.9926 |
0.9926 |
0.9954 |
0.9907 |
| S2 |
0.9887 |
0.9887 |
0.9945 |
|
| S3 |
0.9782 |
0.9821 |
0.9935 |
|
| S4 |
0.9677 |
0.9716 |
0.9906 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0059 |
0.9954 |
0.0105 |
1.1% |
0.0051 |
0.5% |
10% |
False |
True |
61,278 |
| 10 |
1.0059 |
0.9889 |
0.0170 |
1.7% |
0.0052 |
0.5% |
44% |
False |
False |
66,179 |
| 20 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0054 |
0.5% |
26% |
False |
False |
71,286 |
| 40 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0049 |
0.5% |
26% |
False |
False |
62,216 |
| 60 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0045 |
0.5% |
26% |
False |
False |
42,869 |
| 80 |
1.0210 |
0.9889 |
0.0321 |
3.2% |
0.0048 |
0.5% |
23% |
False |
False |
32,253 |
| 100 |
1.0232 |
0.9889 |
0.0343 |
3.4% |
0.0047 |
0.5% |
22% |
False |
False |
25,836 |
| 120 |
1.0320 |
0.9889 |
0.0431 |
4.3% |
0.0045 |
0.5% |
17% |
False |
False |
21,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0306 |
|
2.618 |
1.0196 |
|
1.618 |
1.0129 |
|
1.000 |
1.0088 |
|
0.618 |
1.0062 |
|
HIGH |
1.0021 |
|
0.618 |
0.9995 |
|
0.500 |
0.9988 |
|
0.382 |
0.9980 |
|
LOW |
0.9954 |
|
0.618 |
0.9913 |
|
1.000 |
0.9887 |
|
1.618 |
0.9846 |
|
2.618 |
0.9779 |
|
4.250 |
0.9669 |
|
|
| Fisher Pivots for day following 08-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9988 |
1.0007 |
| PP |
0.9980 |
0.9992 |
| S1 |
0.9972 |
0.9978 |
|