CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 09-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0027 |
0.9989 |
-0.0038 |
-0.4% |
1.0036 |
| High |
1.0044 |
1.0010 |
-0.0034 |
-0.3% |
1.0118 |
| Low |
0.9987 |
0.9959 |
-0.0028 |
-0.3% |
0.9959 |
| Close |
0.9995 |
0.9989 |
-0.0006 |
-0.1% |
0.9989 |
| Range |
0.0057 |
0.0051 |
-0.0006 |
-10.5% |
0.0159 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
77,532 |
92,021 |
14,489 |
18.7% |
385,379 |
|
| Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0139 |
1.0115 |
1.0017 |
|
| R3 |
1.0088 |
1.0064 |
1.0003 |
|
| R2 |
1.0037 |
1.0037 |
0.9998 |
|
| R1 |
1.0013 |
1.0013 |
0.9994 |
1.0015 |
| PP |
0.9986 |
0.9986 |
0.9986 |
0.9987 |
| S1 |
0.9962 |
0.9962 |
0.9984 |
0.9964 |
| S2 |
0.9935 |
0.9935 |
0.9980 |
|
| S3 |
0.9884 |
0.9911 |
0.9975 |
|
| S4 |
0.9833 |
0.9860 |
0.9961 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0499 |
1.0403 |
1.0076 |
|
| R3 |
1.0340 |
1.0244 |
1.0033 |
|
| R2 |
1.0181 |
1.0181 |
1.0018 |
|
| R1 |
1.0085 |
1.0085 |
1.0004 |
1.0054 |
| PP |
1.0022 |
1.0022 |
1.0022 |
1.0006 |
| S1 |
0.9926 |
0.9926 |
0.9974 |
0.9895 |
| S2 |
0.9863 |
0.9863 |
0.9960 |
|
| S3 |
0.9704 |
0.9767 |
0.9945 |
|
| S4 |
0.9545 |
0.9608 |
0.9902 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0118 |
0.9959 |
0.0159 |
1.6% |
0.0063 |
0.6% |
19% |
False |
True |
77,075 |
| 10 |
1.0118 |
0.9959 |
0.0159 |
1.6% |
0.0057 |
0.6% |
19% |
False |
True |
68,681 |
| 20 |
1.0231 |
0.9959 |
0.0272 |
2.7% |
0.0066 |
0.7% |
11% |
False |
True |
75,865 |
| 40 |
1.0294 |
0.9959 |
0.0335 |
3.4% |
0.0063 |
0.6% |
9% |
False |
True |
74,947 |
| 60 |
1.0359 |
0.9959 |
0.0400 |
4.0% |
0.0061 |
0.6% |
8% |
False |
True |
57,273 |
| 80 |
1.0359 |
0.9745 |
0.0614 |
6.1% |
0.0059 |
0.6% |
40% |
False |
False |
43,081 |
| 100 |
1.0359 |
0.9620 |
0.0739 |
7.4% |
0.0059 |
0.6% |
50% |
False |
False |
34,536 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.1% |
0.0058 |
0.6% |
55% |
False |
False |
28,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0227 |
|
2.618 |
1.0144 |
|
1.618 |
1.0093 |
|
1.000 |
1.0061 |
|
0.618 |
1.0042 |
|
HIGH |
1.0010 |
|
0.618 |
0.9991 |
|
0.500 |
0.9985 |
|
0.382 |
0.9978 |
|
LOW |
0.9959 |
|
0.618 |
0.9927 |
|
1.000 |
0.9908 |
|
1.618 |
0.9876 |
|
2.618 |
0.9825 |
|
4.250 |
0.9742 |
|
|
| Fisher Pivots for day following 09-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9988 |
1.0039 |
| PP |
0.9986 |
1.0022 |
| S1 |
0.9985 |
1.0006 |
|