CME Canadian Dollar Future June 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 |
0.9994 |
0.9942 |
-0.0052 |
-0.5% |
1.0000 |
| High |
0.9998 |
0.9942 |
-0.0056 |
-0.6% |
1.0035 |
| Low |
0.9939 |
0.9890 |
-0.0049 |
-0.5% |
0.9939 |
| Close |
0.9944 |
0.9919 |
-0.0025 |
-0.3% |
0.9944 |
| Range |
0.0059 |
0.0052 |
-0.0007 |
-11.9% |
0.0096 |
| ATR |
0.0046 |
0.0046 |
0.0001 |
1.3% |
0.0000 |
| Volume |
202 |
653 |
451 |
223.3% |
1,486 |
|
| Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0073 |
1.0048 |
0.9948 |
|
| R3 |
1.0021 |
0.9996 |
0.9933 |
|
| R2 |
0.9969 |
0.9969 |
0.9929 |
|
| R1 |
0.9944 |
0.9944 |
0.9924 |
0.9931 |
| PP |
0.9917 |
0.9917 |
0.9917 |
0.9910 |
| S1 |
0.9892 |
0.9892 |
0.9914 |
0.9879 |
| S2 |
0.9865 |
0.9865 |
0.9909 |
|
| S3 |
0.9813 |
0.9840 |
0.9905 |
|
| S4 |
0.9761 |
0.9788 |
0.9890 |
|
|
| 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 |
0.9890 |
0.0145 |
1.5% |
0.0047 |
0.5% |
20% |
False |
True |
313 |
| 10 |
1.0035 |
0.9890 |
0.0145 |
1.5% |
0.0047 |
0.5% |
20% |
False |
True |
410 |
| 20 |
1.0133 |
0.9870 |
0.0263 |
2.7% |
0.0047 |
0.5% |
19% |
False |
False |
464 |
| 40 |
1.0151 |
0.9870 |
0.0281 |
2.8% |
0.0037 |
0.4% |
17% |
False |
False |
269 |
| 60 |
1.0151 |
0.9870 |
0.0281 |
2.8% |
0.0032 |
0.3% |
17% |
False |
False |
197 |
| 80 |
1.0169 |
0.9870 |
0.0299 |
3.0% |
0.0031 |
0.3% |
16% |
False |
False |
159 |
| 100 |
1.0200 |
0.9870 |
0.0330 |
3.3% |
0.0028 |
0.3% |
15% |
False |
False |
132 |
| 120 |
1.0254 |
0.9870 |
0.0384 |
3.9% |
0.0027 |
0.3% |
13% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0163 |
|
2.618 |
1.0078 |
|
1.618 |
1.0026 |
|
1.000 |
0.9994 |
|
0.618 |
0.9974 |
|
HIGH |
0.9942 |
|
0.618 |
0.9922 |
|
0.500 |
0.9916 |
|
0.382 |
0.9910 |
|
LOW |
0.9890 |
|
0.618 |
0.9858 |
|
1.000 |
0.9838 |
|
1.618 |
0.9806 |
|
2.618 |
0.9754 |
|
4.250 |
0.9669 |
|
|
| Fisher Pivots for day following 11-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9918 |
0.9963 |
| PP |
0.9917 |
0.9948 |
| S1 |
0.9916 |
0.9934 |
|