CME Canadian Dollar Future December 2012
Trading Metrics calculated at close of trading on 07-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1.0028 |
1.0068 |
0.0040 |
0.4% |
1.0008 |
High |
1.0082 |
1.0118 |
0.0036 |
0.4% |
1.0069 |
Low |
1.0022 |
1.0007 |
-0.0015 |
-0.1% |
0.9970 |
Close |
1.0074 |
1.0024 |
-0.0050 |
-0.5% |
1.0033 |
Range |
0.0060 |
0.0111 |
0.0051 |
85.0% |
0.0099 |
ATR |
0.0061 |
0.0064 |
0.0004 |
6.0% |
0.0000 |
Volume |
59,859 |
105,990 |
46,131 |
77.1% |
301,436 |
|
Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0383 |
1.0314 |
1.0085 |
|
R3 |
1.0272 |
1.0203 |
1.0055 |
|
R2 |
1.0161 |
1.0161 |
1.0044 |
|
R1 |
1.0092 |
1.0092 |
1.0034 |
1.0071 |
PP |
1.0050 |
1.0050 |
1.0050 |
1.0039 |
S1 |
0.9981 |
0.9981 |
1.0014 |
0.9960 |
S2 |
0.9939 |
0.9939 |
1.0004 |
|
S3 |
0.9828 |
0.9870 |
0.9993 |
|
S4 |
0.9717 |
0.9759 |
0.9963 |
|
|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0321 |
1.0276 |
1.0087 |
|
R3 |
1.0222 |
1.0177 |
1.0060 |
|
R2 |
1.0123 |
1.0123 |
1.0051 |
|
R1 |
1.0078 |
1.0078 |
1.0042 |
1.0101 |
PP |
1.0024 |
1.0024 |
1.0024 |
1.0035 |
S1 |
0.9979 |
0.9979 |
1.0024 |
1.0002 |
S2 |
0.9925 |
0.9925 |
1.0015 |
|
S3 |
0.9826 |
0.9880 |
1.0006 |
|
S4 |
0.9727 |
0.9781 |
0.9979 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0118 |
0.9976 |
0.0142 |
1.4% |
0.0067 |
0.7% |
34% |
True |
False |
75,036 |
10 |
1.0118 |
0.9970 |
0.0148 |
1.5% |
0.0057 |
0.6% |
36% |
True |
False |
65,244 |
20 |
1.0231 |
0.9970 |
0.0261 |
2.6% |
0.0067 |
0.7% |
21% |
False |
False |
73,802 |
40 |
1.0359 |
0.9970 |
0.0389 |
3.9% |
0.0065 |
0.7% |
14% |
False |
False |
76,146 |
60 |
1.0359 |
0.9970 |
0.0389 |
3.9% |
0.0061 |
0.6% |
14% |
False |
False |
54,459 |
80 |
1.0359 |
0.9745 |
0.0614 |
6.1% |
0.0059 |
0.6% |
45% |
False |
False |
40,970 |
100 |
1.0359 |
0.9620 |
0.0739 |
7.4% |
0.0059 |
0.6% |
55% |
False |
False |
32,845 |
120 |
1.0359 |
0.9545 |
0.0814 |
8.1% |
0.0058 |
0.6% |
59% |
False |
False |
27,413 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0590 |
2.618 |
1.0409 |
1.618 |
1.0298 |
1.000 |
1.0229 |
0.618 |
1.0187 |
HIGH |
1.0118 |
0.618 |
1.0076 |
0.500 |
1.0063 |
0.382 |
1.0049 |
LOW |
1.0007 |
0.618 |
0.9938 |
1.000 |
0.9896 |
1.618 |
0.9827 |
2.618 |
0.9716 |
4.250 |
0.9535 |
|
|
Fisher Pivots for day following 07-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0063 |
1.0063 |
PP |
1.0050 |
1.0050 |
S1 |
1.0037 |
1.0037 |
|