CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 28-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9677 |
0.9695 |
0.0018 |
0.2% |
0.9820 |
| High |
0.9715 |
0.9695 |
-0.0020 |
-0.2% |
0.9820 |
| Low |
0.9677 |
0.9643 |
-0.0034 |
-0.4% |
0.9690 |
| Close |
0.9713 |
0.9649 |
-0.0064 |
-0.7% |
0.9713 |
| Range |
0.0038 |
0.0052 |
0.0014 |
36.8% |
0.0130 |
| ATR |
0.0042 |
0.0044 |
0.0002 |
4.8% |
0.0000 |
| Volume |
25 |
59 |
34 |
136.0% |
122 |
|
| Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9818 |
0.9786 |
0.9678 |
|
| R3 |
0.9766 |
0.9734 |
0.9663 |
|
| R2 |
0.9714 |
0.9714 |
0.9659 |
|
| R1 |
0.9682 |
0.9682 |
0.9654 |
0.9672 |
| PP |
0.9662 |
0.9662 |
0.9662 |
0.9658 |
| S1 |
0.9630 |
0.9630 |
0.9644 |
0.9620 |
| S2 |
0.9610 |
0.9610 |
0.9639 |
|
| S3 |
0.9558 |
0.9578 |
0.9635 |
|
| S4 |
0.9506 |
0.9526 |
0.9620 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0131 |
1.0052 |
0.9785 |
|
| R3 |
1.0001 |
0.9922 |
0.9749 |
|
| R2 |
0.9871 |
0.9871 |
0.9737 |
|
| R1 |
0.9792 |
0.9792 |
0.9725 |
0.9767 |
| PP |
0.9741 |
0.9741 |
0.9741 |
0.9728 |
| S1 |
0.9662 |
0.9662 |
0.9701 |
0.9637 |
| S2 |
0.9611 |
0.9611 |
0.9689 |
|
| S3 |
0.9481 |
0.9532 |
0.9677 |
|
| S4 |
0.9351 |
0.9402 |
0.9642 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9916 |
|
2.618 |
0.9831 |
|
1.618 |
0.9779 |
|
1.000 |
0.9747 |
|
0.618 |
0.9727 |
|
HIGH |
0.9695 |
|
0.618 |
0.9675 |
|
0.500 |
0.9669 |
|
0.382 |
0.9663 |
|
LOW |
0.9643 |
|
0.618 |
0.9611 |
|
1.000 |
0.9591 |
|
1.618 |
0.9559 |
|
2.618 |
0.9507 |
|
4.250 |
0.9422 |
|
|
| Fisher Pivots for day following 28-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9669 |
0.9679 |
| PP |
0.9662 |
0.9669 |
| S1 |
0.9656 |
0.9659 |
|