CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 11-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0016 |
0.9962 |
-0.0054 |
-0.5% |
1.0021 |
| High |
1.0021 |
0.9965 |
-0.0056 |
-0.6% |
1.0059 |
| Low |
0.9954 |
0.9909 |
-0.0045 |
-0.5% |
0.9954 |
| Close |
0.9964 |
0.9938 |
-0.0026 |
-0.3% |
0.9964 |
| Range |
0.0067 |
0.0056 |
-0.0011 |
-16.4% |
0.0105 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.4% |
0.0000 |
| Volume |
72,373 |
61,210 |
-11,163 |
-15.4% |
306,394 |
|
| Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0105 |
1.0078 |
0.9969 |
|
| R3 |
1.0049 |
1.0022 |
0.9953 |
|
| R2 |
0.9993 |
0.9993 |
0.9948 |
|
| R1 |
0.9966 |
0.9966 |
0.9943 |
0.9952 |
| PP |
0.9937 |
0.9937 |
0.9937 |
0.9930 |
| S1 |
0.9910 |
0.9910 |
0.9933 |
0.9896 |
| S2 |
0.9881 |
0.9881 |
0.9928 |
|
| S3 |
0.9825 |
0.9854 |
0.9923 |
|
| S4 |
0.9769 |
0.9798 |
0.9907 |
|
|
| 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 |
0.9909 |
0.0150 |
1.5% |
0.0053 |
0.5% |
19% |
False |
True |
61,671 |
| 10 |
1.0059 |
0.9909 |
0.0150 |
1.5% |
0.0053 |
0.5% |
19% |
False |
True |
65,383 |
| 20 |
1.0158 |
0.9889 |
0.0269 |
2.7% |
0.0054 |
0.5% |
18% |
False |
False |
70,930 |
| 40 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0050 |
0.5% |
17% |
False |
False |
62,743 |
| 60 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0046 |
0.5% |
17% |
False |
False |
43,888 |
| 80 |
1.0210 |
0.9889 |
0.0321 |
3.2% |
0.0047 |
0.5% |
15% |
False |
False |
33,017 |
| 100 |
1.0232 |
0.9889 |
0.0343 |
3.5% |
0.0047 |
0.5% |
14% |
False |
False |
26,447 |
| 120 |
1.0320 |
0.9889 |
0.0431 |
4.3% |
0.0045 |
0.5% |
11% |
False |
False |
22,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0203 |
|
2.618 |
1.0112 |
|
1.618 |
1.0056 |
|
1.000 |
1.0021 |
|
0.618 |
1.0000 |
|
HIGH |
0.9965 |
|
0.618 |
0.9944 |
|
0.500 |
0.9937 |
|
0.382 |
0.9930 |
|
LOW |
0.9909 |
|
0.618 |
0.9874 |
|
1.000 |
0.9853 |
|
1.618 |
0.9818 |
|
2.618 |
0.9762 |
|
4.250 |
0.9671 |
|
|
| Fisher Pivots for day following 11-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9938 |
0.9984 |
| PP |
0.9937 |
0.9969 |
| S1 |
0.9937 |
0.9953 |
|