CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 03-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0068 |
1.0061 |
-0.0007 |
-0.1% |
1.0072 |
| High |
1.0076 |
1.0083 |
0.0007 |
0.1% |
1.0091 |
| Low |
1.0044 |
1.0044 |
0.0000 |
0.0% |
1.0035 |
| Close |
1.0066 |
1.0049 |
-0.0017 |
-0.2% |
1.0066 |
| Range |
0.0032 |
0.0039 |
0.0007 |
21.9% |
0.0056 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
61,846 |
81,752 |
19,906 |
32.2% |
351,380 |
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0176 |
1.0151 |
1.0070 |
|
| R3 |
1.0137 |
1.0112 |
1.0060 |
|
| R2 |
1.0098 |
1.0098 |
1.0056 |
|
| R1 |
1.0073 |
1.0073 |
1.0053 |
1.0066 |
| PP |
1.0059 |
1.0059 |
1.0059 |
1.0055 |
| S1 |
1.0034 |
1.0034 |
1.0045 |
1.0027 |
| S2 |
1.0020 |
1.0020 |
1.0042 |
|
| S3 |
0.9981 |
0.9995 |
1.0038 |
|
| S4 |
0.9942 |
0.9956 |
1.0028 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0232 |
1.0205 |
1.0097 |
|
| R3 |
1.0176 |
1.0149 |
1.0081 |
|
| R2 |
1.0120 |
1.0120 |
1.0076 |
|
| R1 |
1.0093 |
1.0093 |
1.0071 |
1.0079 |
| PP |
1.0064 |
1.0064 |
1.0064 |
1.0057 |
| S1 |
1.0037 |
1.0037 |
1.0061 |
1.0023 |
| S2 |
1.0008 |
1.0008 |
1.0056 |
|
| S3 |
0.9952 |
0.9981 |
1.0051 |
|
| S4 |
0.9896 |
0.9925 |
1.0035 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0091 |
1.0035 |
0.0056 |
0.6% |
0.0037 |
0.4% |
25% |
False |
False |
73,071 |
| 10 |
1.0091 |
0.9976 |
0.0115 |
1.1% |
0.0044 |
0.4% |
63% |
False |
False |
67,680 |
| 20 |
1.0118 |
0.9936 |
0.0182 |
1.8% |
0.0048 |
0.5% |
62% |
False |
False |
68,660 |
| 40 |
1.0246 |
0.9936 |
0.0310 |
3.1% |
0.0056 |
0.6% |
36% |
False |
False |
70,608 |
| 60 |
1.0359 |
0.9936 |
0.0423 |
4.2% |
0.0059 |
0.6% |
27% |
False |
False |
72,895 |
| 80 |
1.0359 |
0.9936 |
0.0423 |
4.2% |
0.0057 |
0.6% |
27% |
False |
False |
55,339 |
| 100 |
1.0359 |
0.9745 |
0.0614 |
6.1% |
0.0056 |
0.6% |
50% |
False |
False |
44,364 |
| 120 |
1.0359 |
0.9620 |
0.0739 |
7.4% |
0.0056 |
0.6% |
58% |
False |
False |
37,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0249 |
|
2.618 |
1.0185 |
|
1.618 |
1.0146 |
|
1.000 |
1.0122 |
|
0.618 |
1.0107 |
|
HIGH |
1.0083 |
|
0.618 |
1.0068 |
|
0.500 |
1.0064 |
|
0.382 |
1.0059 |
|
LOW |
1.0044 |
|
0.618 |
1.0020 |
|
1.000 |
1.0005 |
|
1.618 |
0.9981 |
|
2.618 |
0.9942 |
|
4.250 |
0.9878 |
|
|
| Fisher Pivots for day following 03-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0064 |
1.0065 |
| PP |
1.0059 |
1.0059 |
| S1 |
1.0054 |
1.0054 |
|