CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 27-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9712 |
0.9710 |
-0.0002 |
0.0% |
0.9880 |
| High |
0.9712 |
0.9731 |
0.0019 |
0.2% |
0.9880 |
| Low |
0.9671 |
0.9694 |
0.0023 |
0.2% |
0.9712 |
| Close |
0.9705 |
0.9731 |
0.0026 |
0.3% |
0.9731 |
| Range |
0.0041 |
0.0037 |
-0.0004 |
-9.8% |
0.0168 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
502 |
281 |
-221 |
-44.0% |
238 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9830 |
0.9817 |
0.9751 |
|
| R3 |
0.9793 |
0.9780 |
0.9741 |
|
| R2 |
0.9756 |
0.9756 |
0.9738 |
|
| R1 |
0.9743 |
0.9743 |
0.9734 |
0.9750 |
| PP |
0.9719 |
0.9719 |
0.9719 |
0.9722 |
| S1 |
0.9706 |
0.9706 |
0.9728 |
0.9713 |
| S2 |
0.9682 |
0.9682 |
0.9724 |
|
| S3 |
0.9645 |
0.9669 |
0.9721 |
|
| S4 |
0.9608 |
0.9632 |
0.9711 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0278 |
1.0173 |
0.9823 |
|
| R3 |
1.0110 |
1.0005 |
0.9777 |
|
| R2 |
0.9942 |
0.9942 |
0.9762 |
|
| R1 |
0.9837 |
0.9837 |
0.9746 |
0.9806 |
| PP |
0.9774 |
0.9774 |
0.9774 |
0.9759 |
| S1 |
0.9669 |
0.9669 |
0.9716 |
0.9638 |
| S2 |
0.9606 |
0.9606 |
0.9700 |
|
| S3 |
0.9438 |
0.9501 |
0.9685 |
|
| S4 |
0.9270 |
0.9333 |
0.9639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9794 |
0.9671 |
0.0123 |
1.3% |
0.0044 |
0.4% |
49% |
False |
False |
221 |
| 10 |
0.9950 |
0.9671 |
0.0279 |
2.9% |
0.0037 |
0.4% |
22% |
False |
False |
125 |
| 20 |
1.0000 |
0.9671 |
0.0329 |
3.4% |
0.0036 |
0.4% |
18% |
False |
False |
87 |
| 40 |
1.0113 |
0.9671 |
0.0442 |
4.5% |
0.0034 |
0.4% |
14% |
False |
False |
89 |
| 60 |
1.0113 |
0.9671 |
0.0442 |
4.5% |
0.0026 |
0.3% |
14% |
False |
False |
62 |
| 80 |
1.0113 |
0.9671 |
0.0442 |
4.5% |
0.0023 |
0.2% |
14% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9888 |
|
2.618 |
0.9828 |
|
1.618 |
0.9791 |
|
1.000 |
0.9768 |
|
0.618 |
0.9754 |
|
HIGH |
0.9731 |
|
0.618 |
0.9717 |
|
0.500 |
0.9713 |
|
0.382 |
0.9708 |
|
LOW |
0.9694 |
|
0.618 |
0.9671 |
|
1.000 |
0.9657 |
|
1.618 |
0.9634 |
|
2.618 |
0.9597 |
|
4.250 |
0.9537 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9725 |
0.9721 |
| PP |
0.9719 |
0.9711 |
| S1 |
0.9713 |
0.9701 |
|