CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 27-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0072 |
1.0068 |
-0.0004 |
0.0% |
0.9984 |
| High |
1.0079 |
1.0091 |
0.0012 |
0.1% |
1.0082 |
| Low |
1.0035 |
1.0047 |
0.0012 |
0.1% |
0.9976 |
| Close |
1.0059 |
1.0053 |
-0.0006 |
-0.1% |
1.0079 |
| Range |
0.0044 |
0.0044 |
0.0000 |
0.0% |
0.0106 |
| ATR |
0.0054 |
0.0054 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
67,774 |
69,393 |
1,619 |
2.4% |
243,672 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0196 |
1.0168 |
1.0077 |
|
| R3 |
1.0152 |
1.0124 |
1.0065 |
|
| R2 |
1.0108 |
1.0108 |
1.0061 |
|
| R1 |
1.0080 |
1.0080 |
1.0057 |
1.0072 |
| PP |
1.0064 |
1.0064 |
1.0064 |
1.0060 |
| S1 |
1.0036 |
1.0036 |
1.0049 |
1.0028 |
| S2 |
1.0020 |
1.0020 |
1.0045 |
|
| S3 |
0.9976 |
0.9992 |
1.0041 |
|
| S4 |
0.9932 |
0.9948 |
1.0029 |
|
|
| 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 |
1.0091 |
1.0001 |
0.0090 |
0.9% |
0.0046 |
0.5% |
58% |
True |
False |
63,176 |
| 10 |
1.0091 |
0.9936 |
0.0155 |
1.5% |
0.0048 |
0.5% |
75% |
True |
False |
65,210 |
| 20 |
1.0118 |
0.9936 |
0.0182 |
1.8% |
0.0052 |
0.5% |
64% |
False |
False |
66,954 |
| 40 |
1.0256 |
0.9936 |
0.0320 |
3.2% |
0.0059 |
0.6% |
37% |
False |
False |
71,553 |
| 60 |
1.0359 |
0.9936 |
0.0423 |
4.2% |
0.0061 |
0.6% |
28% |
False |
False |
68,659 |
| 80 |
1.0359 |
0.9936 |
0.0423 |
4.2% |
0.0057 |
0.6% |
28% |
False |
False |
51,655 |
| 100 |
1.0359 |
0.9723 |
0.0636 |
6.3% |
0.0056 |
0.6% |
52% |
False |
False |
41,417 |
| 120 |
1.0359 |
0.9620 |
0.0739 |
7.4% |
0.0057 |
0.6% |
59% |
False |
False |
34,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0278 |
|
2.618 |
1.0206 |
|
1.618 |
1.0162 |
|
1.000 |
1.0135 |
|
0.618 |
1.0118 |
|
HIGH |
1.0091 |
|
0.618 |
1.0074 |
|
0.500 |
1.0069 |
|
0.382 |
1.0064 |
|
LOW |
1.0047 |
|
0.618 |
1.0020 |
|
1.000 |
1.0003 |
|
1.618 |
0.9976 |
|
2.618 |
0.9932 |
|
4.250 |
0.9860 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0069 |
1.0053 |
| PP |
1.0064 |
1.0052 |
| S1 |
1.0058 |
1.0052 |
|