CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 20-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9918 |
0.9880 |
-0.0038 |
-0.4% |
0.9962 |
| High |
0.9936 |
0.9885 |
-0.0051 |
-0.5% |
0.9993 |
| Low |
0.9858 |
0.9812 |
-0.0046 |
-0.5% |
0.9906 |
| Close |
0.9875 |
0.9815 |
-0.0060 |
-0.6% |
0.9921 |
| Range |
0.0078 |
0.0073 |
-0.0005 |
-6.4% |
0.0087 |
| ATR |
0.0054 |
0.0056 |
0.0001 |
2.4% |
0.0000 |
| Volume |
93,255 |
106,438 |
13,183 |
14.1% |
292,154 |
|
| Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0056 |
1.0009 |
0.9855 |
|
| R3 |
0.9983 |
0.9936 |
0.9835 |
|
| R2 |
0.9910 |
0.9910 |
0.9828 |
|
| R1 |
0.9863 |
0.9863 |
0.9822 |
0.9850 |
| PP |
0.9837 |
0.9837 |
0.9837 |
0.9831 |
| S1 |
0.9790 |
0.9790 |
0.9808 |
0.9777 |
| S2 |
0.9764 |
0.9764 |
0.9802 |
|
| S3 |
0.9691 |
0.9717 |
0.9795 |
|
| S4 |
0.9618 |
0.9644 |
0.9775 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0201 |
1.0148 |
0.9969 |
|
| R3 |
1.0114 |
1.0061 |
0.9945 |
|
| R2 |
1.0027 |
1.0027 |
0.9937 |
|
| R1 |
0.9974 |
0.9974 |
0.9929 |
0.9957 |
| PP |
0.9940 |
0.9940 |
0.9940 |
0.9932 |
| S1 |
0.9887 |
0.9887 |
0.9913 |
0.9870 |
| S2 |
0.9853 |
0.9853 |
0.9905 |
|
| S3 |
0.9766 |
0.9800 |
0.9897 |
|
| S4 |
0.9679 |
0.9713 |
0.9873 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9993 |
0.9812 |
0.0181 |
1.8% |
0.0058 |
0.6% |
2% |
False |
True |
73,725 |
| 10 |
1.0059 |
0.9812 |
0.0247 |
2.5% |
0.0058 |
0.6% |
1% |
False |
True |
68,535 |
| 20 |
1.0085 |
0.9812 |
0.0273 |
2.8% |
0.0058 |
0.6% |
1% |
False |
True |
72,375 |
| 40 |
1.0175 |
0.9812 |
0.0363 |
3.7% |
0.0053 |
0.5% |
1% |
False |
True |
64,045 |
| 60 |
1.0175 |
0.9812 |
0.0363 |
3.7% |
0.0048 |
0.5% |
1% |
False |
True |
51,012 |
| 80 |
1.0175 |
0.9812 |
0.0363 |
3.7% |
0.0046 |
0.5% |
1% |
False |
True |
38,369 |
| 100 |
1.0230 |
0.9812 |
0.0418 |
4.3% |
0.0049 |
0.5% |
1% |
False |
True |
30,749 |
| 120 |
1.0320 |
0.9812 |
0.0508 |
5.2% |
0.0047 |
0.5% |
1% |
False |
True |
25,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0195 |
|
2.618 |
1.0076 |
|
1.618 |
1.0003 |
|
1.000 |
0.9958 |
|
0.618 |
0.9930 |
|
HIGH |
0.9885 |
|
0.618 |
0.9857 |
|
0.500 |
0.9849 |
|
0.382 |
0.9840 |
|
LOW |
0.9812 |
|
0.618 |
0.9767 |
|
1.000 |
0.9739 |
|
1.618 |
0.9694 |
|
2.618 |
0.9621 |
|
4.250 |
0.9502 |
|
|
| Fisher Pivots for day following 20-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9849 |
0.9902 |
| PP |
0.9837 |
0.9873 |
| S1 |
0.9826 |
0.9844 |
|