CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 23-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0024 |
1.0033 |
0.0009 |
0.1% |
0.9984 |
| High |
1.0037 |
1.0082 |
0.0045 |
0.4% |
1.0082 |
| Low |
1.0001 |
1.0012 |
0.0011 |
0.1% |
0.9976 |
| Close |
1.0030 |
1.0079 |
0.0049 |
0.5% |
1.0079 |
| Range |
0.0036 |
0.0070 |
0.0034 |
94.4% |
0.0106 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
2.1% |
0.0000 |
| Volume |
50,674 |
68,552 |
17,878 |
35.3% |
243,672 |
|
| Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0268 |
1.0243 |
1.0118 |
|
| R3 |
1.0198 |
1.0173 |
1.0098 |
|
| R2 |
1.0128 |
1.0128 |
1.0092 |
|
| R1 |
1.0103 |
1.0103 |
1.0085 |
1.0116 |
| PP |
1.0058 |
1.0058 |
1.0058 |
1.0064 |
| S1 |
1.0033 |
1.0033 |
1.0073 |
1.0046 |
| S2 |
0.9988 |
0.9988 |
1.0066 |
|
| S3 |
0.9918 |
0.9963 |
1.0060 |
|
| S4 |
0.9848 |
0.9893 |
1.0041 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0364 |
1.0327 |
1.0137 |
|
| R3 |
1.0258 |
1.0221 |
1.0108 |
|
| R2 |
1.0152 |
1.0152 |
1.0098 |
|
| R1 |
1.0115 |
1.0115 |
1.0089 |
1.0134 |
| PP |
1.0046 |
1.0046 |
1.0046 |
1.0055 |
| S1 |
1.0009 |
1.0009 |
1.0069 |
1.0028 |
| S2 |
0.9940 |
0.9940 |
1.0060 |
|
| S3 |
0.9834 |
0.9903 |
1.0050 |
|
| S4 |
0.9728 |
0.9797 |
1.0021 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0082 |
0.9936 |
0.0146 |
1.4% |
0.0053 |
0.5% |
98% |
True |
False |
64,894 |
| 10 |
1.0082 |
0.9936 |
0.0146 |
1.4% |
0.0047 |
0.5% |
98% |
True |
False |
64,672 |
| 20 |
1.0118 |
0.9936 |
0.0182 |
1.8% |
0.0052 |
0.5% |
79% |
False |
False |
65,589 |
| 40 |
1.0256 |
0.9936 |
0.0320 |
3.2% |
0.0060 |
0.6% |
45% |
False |
False |
72,423 |
| 60 |
1.0359 |
0.9936 |
0.0423 |
4.2% |
0.0061 |
0.6% |
34% |
False |
False |
66,397 |
| 80 |
1.0359 |
0.9890 |
0.0469 |
4.7% |
0.0058 |
0.6% |
40% |
False |
False |
49,952 |
| 100 |
1.0359 |
0.9723 |
0.0636 |
6.3% |
0.0057 |
0.6% |
56% |
False |
False |
40,054 |
| 120 |
1.0359 |
0.9618 |
0.0741 |
7.4% |
0.0058 |
0.6% |
62% |
False |
False |
33,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0380 |
|
2.618 |
1.0265 |
|
1.618 |
1.0195 |
|
1.000 |
1.0152 |
|
0.618 |
1.0125 |
|
HIGH |
1.0082 |
|
0.618 |
1.0055 |
|
0.500 |
1.0047 |
|
0.382 |
1.0039 |
|
LOW |
1.0012 |
|
0.618 |
0.9969 |
|
1.000 |
0.9942 |
|
1.618 |
0.9899 |
|
2.618 |
0.9829 |
|
4.250 |
0.9715 |
|
|
| Fisher Pivots for day following 23-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0068 |
1.0067 |
| PP |
1.0058 |
1.0054 |
| S1 |
1.0047 |
1.0042 |
|