CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 13-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2013 |
13-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9942 |
0.9973 |
0.0031 |
0.3% |
1.0021 |
| High |
0.9972 |
0.9980 |
0.0008 |
0.1% |
1.0059 |
| Low |
0.9906 |
0.9949 |
0.0043 |
0.4% |
0.9954 |
| Close |
0.9962 |
0.9974 |
0.0012 |
0.1% |
0.9964 |
| Range |
0.0066 |
0.0031 |
-0.0035 |
-53.0% |
0.0105 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
62,009 |
50,017 |
-11,992 |
-19.3% |
306,394 |
|
| Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0061 |
1.0048 |
0.9991 |
|
| R3 |
1.0030 |
1.0017 |
0.9983 |
|
| R2 |
0.9999 |
0.9999 |
0.9980 |
|
| R1 |
0.9986 |
0.9986 |
0.9977 |
0.9993 |
| PP |
0.9968 |
0.9968 |
0.9968 |
0.9971 |
| S1 |
0.9955 |
0.9955 |
0.9971 |
0.9962 |
| S2 |
0.9937 |
0.9937 |
0.9968 |
|
| S3 |
0.9906 |
0.9924 |
0.9965 |
|
| S4 |
0.9875 |
0.9893 |
0.9957 |
|
|
| 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 |
0.9906 |
0.0153 |
1.5% |
0.0057 |
0.6% |
44% |
False |
False |
61,783 |
| 10 |
1.0059 |
0.9906 |
0.0153 |
1.5% |
0.0053 |
0.5% |
44% |
False |
False |
63,452 |
| 20 |
1.0150 |
0.9889 |
0.0261 |
2.6% |
0.0056 |
0.6% |
33% |
False |
False |
71,339 |
| 40 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0050 |
0.5% |
30% |
False |
False |
62,117 |
| 60 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0046 |
0.5% |
30% |
False |
False |
45,729 |
| 80 |
1.0175 |
0.9889 |
0.0286 |
2.9% |
0.0046 |
0.5% |
30% |
False |
False |
34,411 |
| 100 |
1.0232 |
0.9889 |
0.0343 |
3.4% |
0.0048 |
0.5% |
25% |
False |
False |
27,565 |
| 120 |
1.0320 |
0.9889 |
0.0431 |
4.3% |
0.0046 |
0.5% |
20% |
False |
False |
22,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0112 |
|
2.618 |
1.0061 |
|
1.618 |
1.0030 |
|
1.000 |
1.0011 |
|
0.618 |
0.9999 |
|
HIGH |
0.9980 |
|
0.618 |
0.9968 |
|
0.500 |
0.9965 |
|
0.382 |
0.9961 |
|
LOW |
0.9949 |
|
0.618 |
0.9930 |
|
1.000 |
0.9918 |
|
1.618 |
0.9899 |
|
2.618 |
0.9868 |
|
4.250 |
0.9817 |
|
|
| Fisher Pivots for day following 13-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9971 |
0.9964 |
| PP |
0.9968 |
0.9953 |
| S1 |
0.9965 |
0.9943 |
|