CME Canadian Dollar Future June 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 |
1.0018 |
0.9994 |
-0.0024 |
-0.2% |
1.0000 |
| High |
1.0035 |
0.9998 |
-0.0037 |
-0.4% |
1.0035 |
| Low |
0.9978 |
0.9939 |
-0.0039 |
-0.4% |
0.9939 |
| Close |
0.9991 |
0.9944 |
-0.0047 |
-0.5% |
0.9944 |
| Range |
0.0057 |
0.0059 |
0.0002 |
3.5% |
0.0096 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
2.3% |
0.0000 |
| Volume |
257 |
202 |
-55 |
-21.4% |
1,486 |
|
| Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0137 |
1.0100 |
0.9976 |
|
| R3 |
1.0078 |
1.0041 |
0.9960 |
|
| R2 |
1.0019 |
1.0019 |
0.9955 |
|
| R1 |
0.9982 |
0.9982 |
0.9949 |
0.9971 |
| PP |
0.9960 |
0.9960 |
0.9960 |
0.9955 |
| S1 |
0.9923 |
0.9923 |
0.9939 |
0.9912 |
| S2 |
0.9901 |
0.9901 |
0.9933 |
|
| S3 |
0.9842 |
0.9864 |
0.9928 |
|
| S4 |
0.9783 |
0.9805 |
0.9912 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0261 |
1.0198 |
0.9997 |
|
| R3 |
1.0165 |
1.0102 |
0.9970 |
|
| R2 |
1.0069 |
1.0069 |
0.9962 |
|
| R1 |
1.0006 |
1.0006 |
0.9953 |
0.9990 |
| PP |
0.9973 |
0.9973 |
0.9973 |
0.9964 |
| S1 |
0.9910 |
0.9910 |
0.9935 |
0.9894 |
| S2 |
0.9877 |
0.9877 |
0.9926 |
|
| S3 |
0.9781 |
0.9814 |
0.9918 |
|
| S4 |
0.9685 |
0.9718 |
0.9891 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0035 |
0.9939 |
0.0096 |
1.0% |
0.0045 |
0.5% |
5% |
False |
True |
297 |
| 10 |
1.0035 |
0.9871 |
0.0164 |
1.6% |
0.0046 |
0.5% |
45% |
False |
False |
547 |
| 20 |
1.0151 |
0.9870 |
0.0281 |
2.8% |
0.0046 |
0.5% |
26% |
False |
False |
439 |
| 40 |
1.0151 |
0.9870 |
0.0281 |
2.8% |
0.0037 |
0.4% |
26% |
False |
False |
255 |
| 60 |
1.0151 |
0.9870 |
0.0281 |
2.8% |
0.0031 |
0.3% |
26% |
False |
False |
189 |
| 80 |
1.0169 |
0.9870 |
0.0299 |
3.0% |
0.0031 |
0.3% |
25% |
False |
False |
151 |
| 100 |
1.0200 |
0.9870 |
0.0330 |
3.3% |
0.0028 |
0.3% |
22% |
False |
False |
126 |
| 120 |
1.0254 |
0.9870 |
0.0384 |
3.9% |
0.0027 |
0.3% |
19% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0249 |
|
2.618 |
1.0152 |
|
1.618 |
1.0093 |
|
1.000 |
1.0057 |
|
0.618 |
1.0034 |
|
HIGH |
0.9998 |
|
0.618 |
0.9975 |
|
0.500 |
0.9969 |
|
0.382 |
0.9962 |
|
LOW |
0.9939 |
|
0.618 |
0.9903 |
|
1.000 |
0.9880 |
|
1.618 |
0.9844 |
|
2.618 |
0.9785 |
|
4.250 |
0.9688 |
|
|
| Fisher Pivots for day following 08-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9969 |
0.9987 |
| PP |
0.9960 |
0.9973 |
| S1 |
0.9952 |
0.9958 |
|