CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 21-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0025 |
1.0024 |
-0.0001 |
0.0% |
0.9987 |
| High |
1.0039 |
1.0037 |
-0.0002 |
0.0% |
1.0008 |
| Low |
1.0003 |
1.0001 |
-0.0002 |
0.0% |
0.9936 |
| Close |
1.0013 |
1.0030 |
0.0017 |
0.2% |
0.9976 |
| Range |
0.0036 |
0.0036 |
0.0000 |
0.0% |
0.0072 |
| ATR |
0.0056 |
0.0054 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
59,488 |
50,674 |
-8,814 |
-14.8% |
311,027 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0131 |
1.0116 |
1.0050 |
|
| R3 |
1.0095 |
1.0080 |
1.0040 |
|
| R2 |
1.0059 |
1.0059 |
1.0037 |
|
| R1 |
1.0044 |
1.0044 |
1.0033 |
1.0052 |
| PP |
1.0023 |
1.0023 |
1.0023 |
1.0026 |
| S1 |
1.0008 |
1.0008 |
1.0027 |
1.0016 |
| S2 |
0.9987 |
0.9987 |
1.0023 |
|
| S3 |
0.9951 |
0.9972 |
1.0020 |
|
| S4 |
0.9915 |
0.9936 |
1.0010 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0189 |
1.0155 |
1.0016 |
|
| R3 |
1.0117 |
1.0083 |
0.9996 |
|
| R2 |
1.0045 |
1.0045 |
0.9989 |
|
| R1 |
1.0011 |
1.0011 |
0.9983 |
0.9992 |
| PP |
0.9973 |
0.9973 |
0.9973 |
0.9964 |
| S1 |
0.9939 |
0.9939 |
0.9969 |
0.9920 |
| S2 |
0.9901 |
0.9901 |
0.9963 |
|
| S3 |
0.9829 |
0.9867 |
0.9956 |
|
| S4 |
0.9757 |
0.9795 |
0.9936 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0040 |
0.9936 |
0.0104 |
1.0% |
0.0047 |
0.5% |
90% |
False |
False |
64,547 |
| 10 |
1.0044 |
0.9936 |
0.0108 |
1.1% |
0.0045 |
0.5% |
87% |
False |
False |
65,570 |
| 20 |
1.0118 |
0.9936 |
0.0182 |
1.8% |
0.0051 |
0.5% |
52% |
False |
False |
65,407 |
| 40 |
1.0256 |
0.9936 |
0.0320 |
3.2% |
0.0060 |
0.6% |
29% |
False |
False |
72,739 |
| 60 |
1.0359 |
0.9936 |
0.0423 |
4.2% |
0.0061 |
0.6% |
22% |
False |
False |
65,287 |
| 80 |
1.0359 |
0.9890 |
0.0469 |
4.7% |
0.0057 |
0.6% |
30% |
False |
False |
49,099 |
| 100 |
1.0359 |
0.9723 |
0.0636 |
6.3% |
0.0056 |
0.6% |
48% |
False |
False |
39,370 |
| 120 |
1.0359 |
0.9579 |
0.0780 |
7.8% |
0.0058 |
0.6% |
58% |
False |
False |
32,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0190 |
|
2.618 |
1.0131 |
|
1.618 |
1.0095 |
|
1.000 |
1.0073 |
|
0.618 |
1.0059 |
|
HIGH |
1.0037 |
|
0.618 |
1.0023 |
|
0.500 |
1.0019 |
|
0.382 |
1.0015 |
|
LOW |
1.0001 |
|
0.618 |
0.9979 |
|
1.000 |
0.9965 |
|
1.618 |
0.9943 |
|
2.618 |
0.9907 |
|
4.250 |
0.9848 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0026 |
1.0023 |
| PP |
1.0023 |
1.0015 |
| S1 |
1.0019 |
1.0008 |
|