CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 06-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0065 |
1.0079 |
0.0014 |
0.1% |
1.0072 |
| High |
1.0090 |
1.0107 |
0.0017 |
0.2% |
1.0091 |
| Low |
1.0056 |
1.0071 |
0.0015 |
0.1% |
1.0035 |
| Close |
1.0085 |
1.0081 |
-0.0004 |
0.0% |
1.0066 |
| Range |
0.0034 |
0.0036 |
0.0002 |
5.9% |
0.0056 |
| ATR |
0.0047 |
0.0047 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
75,615 |
81,209 |
5,594 |
7.4% |
351,380 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0194 |
1.0174 |
1.0101 |
|
| R3 |
1.0158 |
1.0138 |
1.0091 |
|
| R2 |
1.0122 |
1.0122 |
1.0088 |
|
| R1 |
1.0102 |
1.0102 |
1.0084 |
1.0112 |
| PP |
1.0086 |
1.0086 |
1.0086 |
1.0092 |
| S1 |
1.0066 |
1.0066 |
1.0078 |
1.0076 |
| S2 |
1.0050 |
1.0050 |
1.0074 |
|
| S3 |
1.0014 |
1.0030 |
1.0071 |
|
| S4 |
0.9978 |
0.9994 |
1.0061 |
|
|
| 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 |
1.0107 |
1.0043 |
0.0064 |
0.6% |
0.0036 |
0.4% |
59% |
True |
False |
75,915 |
| 10 |
1.0107 |
1.0012 |
0.0095 |
0.9% |
0.0041 |
0.4% |
73% |
True |
False |
73,766 |
| 20 |
1.0107 |
0.9936 |
0.0171 |
1.7% |
0.0043 |
0.4% |
85% |
True |
False |
69,668 |
| 40 |
1.0231 |
0.9936 |
0.0295 |
2.9% |
0.0055 |
0.5% |
49% |
False |
False |
71,735 |
| 60 |
1.0359 |
0.9936 |
0.0423 |
4.2% |
0.0058 |
0.6% |
34% |
False |
False |
73,987 |
| 80 |
1.0359 |
0.9936 |
0.0423 |
4.2% |
0.0057 |
0.6% |
34% |
False |
False |
58,261 |
| 100 |
1.0359 |
0.9745 |
0.0614 |
6.1% |
0.0056 |
0.6% |
55% |
False |
False |
46,709 |
| 120 |
1.0359 |
0.9620 |
0.0739 |
7.3% |
0.0056 |
0.6% |
62% |
False |
False |
38,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0260 |
|
2.618 |
1.0201 |
|
1.618 |
1.0165 |
|
1.000 |
1.0143 |
|
0.618 |
1.0129 |
|
HIGH |
1.0107 |
|
0.618 |
1.0093 |
|
0.500 |
1.0089 |
|
0.382 |
1.0085 |
|
LOW |
1.0071 |
|
0.618 |
1.0049 |
|
1.000 |
1.0035 |
|
1.618 |
1.0013 |
|
2.618 |
0.9977 |
|
4.250 |
0.9918 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0089 |
1.0079 |
| PP |
1.0086 |
1.0077 |
| S1 |
1.0084 |
1.0075 |
|