CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 07-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0079 |
1.0084 |
0.0005 |
0.0% |
1.0061 |
| High |
1.0107 |
1.0124 |
0.0017 |
0.2% |
1.0124 |
| Low |
1.0071 |
1.0064 |
-0.0007 |
-0.1% |
1.0043 |
| Close |
1.0081 |
1.0101 |
0.0020 |
0.2% |
1.0101 |
| Range |
0.0036 |
0.0060 |
0.0024 |
66.7% |
0.0081 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
2.1% |
0.0000 |
| Volume |
81,209 |
94,406 |
13,197 |
16.3% |
412,138 |
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0276 |
1.0249 |
1.0134 |
|
| R3 |
1.0216 |
1.0189 |
1.0118 |
|
| R2 |
1.0156 |
1.0156 |
1.0112 |
|
| R1 |
1.0129 |
1.0129 |
1.0107 |
1.0143 |
| PP |
1.0096 |
1.0096 |
1.0096 |
1.0103 |
| S1 |
1.0069 |
1.0069 |
1.0096 |
1.0083 |
| S2 |
1.0036 |
1.0036 |
1.0090 |
|
| S3 |
0.9976 |
1.0009 |
1.0085 |
|
| S4 |
0.9916 |
0.9949 |
1.0068 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0332 |
1.0298 |
1.0146 |
|
| R3 |
1.0251 |
1.0217 |
1.0123 |
|
| R2 |
1.0170 |
1.0170 |
1.0116 |
|
| R1 |
1.0136 |
1.0136 |
1.0108 |
1.0153 |
| PP |
1.0089 |
1.0089 |
1.0089 |
1.0098 |
| S1 |
1.0055 |
1.0055 |
1.0094 |
1.0072 |
| S2 |
1.0008 |
1.0008 |
1.0086 |
|
| S3 |
0.9927 |
0.9974 |
1.0079 |
|
| S4 |
0.9846 |
0.9893 |
1.0056 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0124 |
1.0043 |
0.0081 |
0.8% |
0.0042 |
0.4% |
72% |
True |
False |
82,427 |
| 10 |
1.0124 |
1.0035 |
0.0089 |
0.9% |
0.0040 |
0.4% |
74% |
True |
False |
76,351 |
| 20 |
1.0124 |
0.9936 |
0.0188 |
1.9% |
0.0043 |
0.4% |
88% |
True |
False |
70,511 |
| 40 |
1.0231 |
0.9936 |
0.0295 |
2.9% |
0.0055 |
0.5% |
56% |
False |
False |
72,454 |
| 60 |
1.0359 |
0.9936 |
0.0423 |
4.2% |
0.0057 |
0.6% |
39% |
False |
False |
73,966 |
| 80 |
1.0359 |
0.9936 |
0.0423 |
4.2% |
0.0057 |
0.6% |
39% |
False |
False |
59,439 |
| 100 |
1.0359 |
0.9745 |
0.0614 |
6.1% |
0.0056 |
0.6% |
58% |
False |
False |
47,650 |
| 120 |
1.0359 |
0.9620 |
0.0739 |
7.3% |
0.0056 |
0.6% |
65% |
False |
False |
39,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0379 |
|
2.618 |
1.0281 |
|
1.618 |
1.0221 |
|
1.000 |
1.0184 |
|
0.618 |
1.0161 |
|
HIGH |
1.0124 |
|
0.618 |
1.0101 |
|
0.500 |
1.0094 |
|
0.382 |
1.0087 |
|
LOW |
1.0064 |
|
0.618 |
1.0027 |
|
1.000 |
1.0004 |
|
1.618 |
0.9967 |
|
2.618 |
0.9907 |
|
4.250 |
0.9809 |
|
|
| Fisher Pivots for day following 07-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0099 |
1.0097 |
| PP |
1.0096 |
1.0094 |
| S1 |
1.0094 |
1.0090 |
|