CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 08-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0068 |
1.0027 |
-0.0041 |
-0.4% |
1.0008 |
| High |
1.0118 |
1.0044 |
-0.0074 |
-0.7% |
1.0069 |
| Low |
1.0007 |
0.9987 |
-0.0020 |
-0.2% |
0.9970 |
| Close |
1.0024 |
0.9995 |
-0.0029 |
-0.3% |
1.0033 |
| Range |
0.0111 |
0.0057 |
-0.0054 |
-48.6% |
0.0099 |
| ATR |
0.0064 |
0.0064 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
105,990 |
77,532 |
-28,458 |
-26.8% |
301,436 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0180 |
1.0144 |
1.0026 |
|
| R3 |
1.0123 |
1.0087 |
1.0011 |
|
| R2 |
1.0066 |
1.0066 |
1.0005 |
|
| R1 |
1.0030 |
1.0030 |
1.0000 |
1.0020 |
| PP |
1.0009 |
1.0009 |
1.0009 |
1.0003 |
| S1 |
0.9973 |
0.9973 |
0.9990 |
0.9963 |
| S2 |
0.9952 |
0.9952 |
0.9985 |
|
| S3 |
0.9895 |
0.9916 |
0.9979 |
|
| S4 |
0.9838 |
0.9859 |
0.9964 |
|
|
| 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 |
0.9987 |
0.0131 |
1.3% |
0.0067 |
0.7% |
6% |
False |
True |
78,572 |
| 10 |
1.0118 |
0.9970 |
0.0148 |
1.5% |
0.0057 |
0.6% |
17% |
False |
False |
66,506 |
| 20 |
1.0231 |
0.9970 |
0.0261 |
2.6% |
0.0066 |
0.7% |
10% |
False |
False |
74,396 |
| 40 |
1.0359 |
0.9970 |
0.0389 |
3.9% |
0.0064 |
0.6% |
6% |
False |
False |
75,693 |
| 60 |
1.0359 |
0.9970 |
0.0389 |
3.9% |
0.0061 |
0.6% |
6% |
False |
False |
55,748 |
| 80 |
1.0359 |
0.9745 |
0.0614 |
6.1% |
0.0059 |
0.6% |
41% |
False |
False |
41,935 |
| 100 |
1.0359 |
0.9620 |
0.0739 |
7.4% |
0.0059 |
0.6% |
51% |
False |
False |
33,618 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.1% |
0.0058 |
0.6% |
55% |
False |
False |
28,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0286 |
|
2.618 |
1.0193 |
|
1.618 |
1.0136 |
|
1.000 |
1.0101 |
|
0.618 |
1.0079 |
|
HIGH |
1.0044 |
|
0.618 |
1.0022 |
|
0.500 |
1.0016 |
|
0.382 |
1.0009 |
|
LOW |
0.9987 |
|
0.618 |
0.9952 |
|
1.000 |
0.9930 |
|
1.618 |
0.9895 |
|
2.618 |
0.9838 |
|
4.250 |
0.9745 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0016 |
1.0053 |
| PP |
1.0009 |
1.0033 |
| S1 |
1.0002 |
1.0014 |
|