CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 13-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9987 |
0.9995 |
0.0008 |
0.1% |
1.0036 |
| High |
1.0008 |
1.0002 |
-0.0006 |
-0.1% |
1.0118 |
| Low |
0.9986 |
0.9957 |
-0.0029 |
-0.3% |
0.9959 |
| Close |
0.9996 |
0.9979 |
-0.0017 |
-0.2% |
0.9989 |
| Range |
0.0022 |
0.0045 |
0.0023 |
104.5% |
0.0159 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
39,759 |
64,906 |
25,147 |
63.2% |
385,379 |
|
| Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0114 |
1.0092 |
1.0004 |
|
| R3 |
1.0069 |
1.0047 |
0.9991 |
|
| R2 |
1.0024 |
1.0024 |
0.9987 |
|
| R1 |
1.0002 |
1.0002 |
0.9983 |
0.9991 |
| PP |
0.9979 |
0.9979 |
0.9979 |
0.9974 |
| S1 |
0.9957 |
0.9957 |
0.9975 |
0.9946 |
| S2 |
0.9934 |
0.9934 |
0.9971 |
|
| S3 |
0.9889 |
0.9912 |
0.9967 |
|
| S4 |
0.9844 |
0.9867 |
0.9954 |
|
|
| 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 |
0.9957 |
0.0161 |
1.6% |
0.0057 |
0.6% |
14% |
False |
True |
76,041 |
| 10 |
1.0118 |
0.9957 |
0.0161 |
1.6% |
0.0056 |
0.6% |
14% |
False |
True |
72,256 |
| 20 |
1.0231 |
0.9957 |
0.0274 |
2.7% |
0.0063 |
0.6% |
8% |
False |
True |
71,816 |
| 40 |
1.0262 |
0.9957 |
0.0305 |
3.1% |
0.0062 |
0.6% |
7% |
False |
True |
73,847 |
| 60 |
1.0359 |
0.9957 |
0.0402 |
4.0% |
0.0062 |
0.6% |
5% |
False |
True |
58,995 |
| 80 |
1.0359 |
0.9745 |
0.0614 |
6.2% |
0.0059 |
0.6% |
38% |
False |
False |
44,375 |
| 100 |
1.0359 |
0.9620 |
0.0739 |
7.4% |
0.0058 |
0.6% |
49% |
False |
False |
35,577 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.2% |
0.0058 |
0.6% |
53% |
False |
False |
29,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0193 |
|
2.618 |
1.0120 |
|
1.618 |
1.0075 |
|
1.000 |
1.0047 |
|
0.618 |
1.0030 |
|
HIGH |
1.0002 |
|
0.618 |
0.9985 |
|
0.500 |
0.9980 |
|
0.382 |
0.9974 |
|
LOW |
0.9957 |
|
0.618 |
0.9929 |
|
1.000 |
0.9912 |
|
1.618 |
0.9884 |
|
2.618 |
0.9839 |
|
4.250 |
0.9766 |
|
|
| Fisher Pivots for day following 13-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9980 |
0.9984 |
| PP |
0.9979 |
0.9982 |
| S1 |
0.9979 |
0.9981 |
|