CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 05-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0047 |
1.0065 |
0.0018 |
0.2% |
1.0072 |
| High |
1.0083 |
1.0090 |
0.0007 |
0.1% |
1.0091 |
| Low |
1.0043 |
1.0056 |
0.0013 |
0.1% |
1.0035 |
| Close |
1.0069 |
1.0085 |
0.0016 |
0.2% |
1.0066 |
| Range |
0.0040 |
0.0034 |
-0.0006 |
-15.0% |
0.0056 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
79,156 |
75,615 |
-3,541 |
-4.5% |
351,380 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0179 |
1.0166 |
1.0104 |
|
| R3 |
1.0145 |
1.0132 |
1.0094 |
|
| R2 |
1.0111 |
1.0111 |
1.0091 |
|
| R1 |
1.0098 |
1.0098 |
1.0088 |
1.0105 |
| PP |
1.0077 |
1.0077 |
1.0077 |
1.0080 |
| S1 |
1.0064 |
1.0064 |
1.0082 |
1.0071 |
| S2 |
1.0043 |
1.0043 |
1.0079 |
|
| S3 |
1.0009 |
1.0030 |
1.0076 |
|
| S4 |
0.9975 |
0.9996 |
1.0066 |
|
|
| 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 |
1.0090 |
1.0043 |
0.0047 |
0.5% |
0.0034 |
0.3% |
89% |
True |
False |
74,765 |
| 10 |
1.0091 |
1.0001 |
0.0090 |
0.9% |
0.0041 |
0.4% |
93% |
False |
False |
70,712 |
| 20 |
1.0118 |
0.9936 |
0.0182 |
1.8% |
0.0047 |
0.5% |
82% |
False |
False |
70,907 |
| 40 |
1.0231 |
0.9936 |
0.0295 |
2.9% |
0.0055 |
0.5% |
51% |
False |
False |
71,398 |
| 60 |
1.0359 |
0.9936 |
0.0423 |
4.2% |
0.0058 |
0.6% |
35% |
False |
False |
73,834 |
| 80 |
1.0359 |
0.9936 |
0.0423 |
4.2% |
0.0056 |
0.6% |
35% |
False |
False |
57,255 |
| 100 |
1.0359 |
0.9745 |
0.0614 |
6.1% |
0.0056 |
0.6% |
55% |
False |
False |
45,899 |
| 120 |
1.0359 |
0.9620 |
0.0739 |
7.3% |
0.0056 |
0.6% |
63% |
False |
False |
38,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0235 |
|
2.618 |
1.0179 |
|
1.618 |
1.0145 |
|
1.000 |
1.0124 |
|
0.618 |
1.0111 |
|
HIGH |
1.0090 |
|
0.618 |
1.0077 |
|
0.500 |
1.0073 |
|
0.382 |
1.0069 |
|
LOW |
1.0056 |
|
0.618 |
1.0035 |
|
1.000 |
1.0022 |
|
1.618 |
1.0001 |
|
2.618 |
0.9967 |
|
4.250 |
0.9912 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0081 |
1.0079 |
| PP |
1.0077 |
1.0073 |
| S1 |
1.0073 |
1.0067 |
|