CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 12-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9888 |
0.9850 |
-0.0038 |
-0.4% |
0.9964 |
| High |
0.9888 |
0.9906 |
0.0018 |
0.2% |
0.9975 |
| Low |
0.9854 |
0.9850 |
-0.0004 |
0.0% |
0.9903 |
| Close |
0.9879 |
0.9902 |
0.0023 |
0.2% |
0.9903 |
| Range |
0.0034 |
0.0056 |
0.0022 |
64.7% |
0.0072 |
| ATR |
|
|
|
|
|
| Volume |
21 |
16 |
-5 |
-23.8% |
242 |
|
| Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0054 |
1.0034 |
0.9933 |
|
| R3 |
0.9998 |
0.9978 |
0.9917 |
|
| R2 |
0.9942 |
0.9942 |
0.9912 |
|
| R1 |
0.9922 |
0.9922 |
0.9907 |
0.9932 |
| PP |
0.9886 |
0.9886 |
0.9886 |
0.9891 |
| S1 |
0.9866 |
0.9866 |
0.9897 |
0.9876 |
| S2 |
0.9830 |
0.9830 |
0.9892 |
|
| S3 |
0.9774 |
0.9810 |
0.9887 |
|
| S4 |
0.9718 |
0.9754 |
0.9871 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0143 |
1.0095 |
0.9943 |
|
| R3 |
1.0071 |
1.0023 |
0.9923 |
|
| R2 |
0.9999 |
0.9999 |
0.9916 |
|
| R1 |
0.9951 |
0.9951 |
0.9910 |
0.9939 |
| PP |
0.9927 |
0.9927 |
0.9927 |
0.9921 |
| S1 |
0.9879 |
0.9879 |
0.9896 |
0.9867 |
| S2 |
0.9855 |
0.9855 |
0.9890 |
|
| S3 |
0.9783 |
0.9807 |
0.9883 |
|
| S4 |
0.9711 |
0.9735 |
0.9863 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0144 |
|
2.618 |
1.0053 |
|
1.618 |
0.9997 |
|
1.000 |
0.9962 |
|
0.618 |
0.9941 |
|
HIGH |
0.9906 |
|
0.618 |
0.9885 |
|
0.500 |
0.9878 |
|
0.382 |
0.9871 |
|
LOW |
0.9850 |
|
0.618 |
0.9815 |
|
1.000 |
0.9794 |
|
1.618 |
0.9759 |
|
2.618 |
0.9703 |
|
4.250 |
0.9612 |
|
|
| Fisher Pivots for day following 12-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9894 |
0.9897 |
| PP |
0.9886 |
0.9892 |
| S1 |
0.9878 |
0.9888 |
|