CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 14-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0152 |
1.0154 |
0.0002 |
0.0% |
1.0131 |
| High |
1.0177 |
1.0170 |
-0.0007 |
-0.1% |
1.0177 |
| Low |
1.0145 |
1.0129 |
-0.0016 |
-0.2% |
1.0101 |
| Close |
1.0150 |
1.0137 |
-0.0013 |
-0.1% |
1.0137 |
| Range |
0.0032 |
0.0041 |
0.0009 |
28.1% |
0.0076 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
90,585 |
40,010 |
-50,575 |
-55.8% |
384,980 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0268 |
1.0244 |
1.0160 |
|
| R3 |
1.0227 |
1.0203 |
1.0148 |
|
| R2 |
1.0186 |
1.0186 |
1.0145 |
|
| R1 |
1.0162 |
1.0162 |
1.0141 |
1.0154 |
| PP |
1.0145 |
1.0145 |
1.0145 |
1.0141 |
| S1 |
1.0121 |
1.0121 |
1.0133 |
1.0113 |
| S2 |
1.0104 |
1.0104 |
1.0129 |
|
| S3 |
1.0063 |
1.0080 |
1.0126 |
|
| S4 |
1.0022 |
1.0039 |
1.0114 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0366 |
1.0328 |
1.0179 |
|
| R3 |
1.0290 |
1.0252 |
1.0158 |
|
| R2 |
1.0214 |
1.0214 |
1.0151 |
|
| R1 |
1.0176 |
1.0176 |
1.0144 |
1.0195 |
| PP |
1.0138 |
1.0138 |
1.0138 |
1.0148 |
| S1 |
1.0100 |
1.0100 |
1.0130 |
1.0119 |
| S2 |
1.0062 |
1.0062 |
1.0123 |
|
| S3 |
0.9986 |
1.0024 |
1.0116 |
|
| S4 |
0.9910 |
0.9948 |
1.0095 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0177 |
1.0101 |
0.0076 |
0.7% |
0.0035 |
0.3% |
47% |
False |
False |
76,996 |
| 10 |
1.0177 |
1.0043 |
0.0134 |
1.3% |
0.0038 |
0.4% |
70% |
False |
False |
79,711 |
| 20 |
1.0177 |
0.9936 |
0.0241 |
2.4% |
0.0042 |
0.4% |
83% |
False |
False |
73,648 |
| 40 |
1.0177 |
0.9936 |
0.0241 |
2.4% |
0.0049 |
0.5% |
83% |
False |
False |
71,312 |
| 60 |
1.0257 |
0.9936 |
0.0321 |
3.2% |
0.0055 |
0.5% |
63% |
False |
False |
73,406 |
| 80 |
1.0359 |
0.9936 |
0.0423 |
4.2% |
0.0056 |
0.6% |
48% |
False |
False |
64,217 |
| 100 |
1.0359 |
0.9814 |
0.0545 |
5.4% |
0.0055 |
0.5% |
59% |
False |
False |
51,474 |
| 120 |
1.0359 |
0.9620 |
0.0739 |
7.3% |
0.0055 |
0.5% |
70% |
False |
False |
42,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0344 |
|
2.618 |
1.0277 |
|
1.618 |
1.0236 |
|
1.000 |
1.0211 |
|
0.618 |
1.0195 |
|
HIGH |
1.0170 |
|
0.618 |
1.0154 |
|
0.500 |
1.0150 |
|
0.382 |
1.0145 |
|
LOW |
1.0129 |
|
0.618 |
1.0104 |
|
1.000 |
1.0088 |
|
1.618 |
1.0063 |
|
2.618 |
1.0022 |
|
4.250 |
0.9955 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0150 |
1.0153 |
| PP |
1.0145 |
1.0148 |
| S1 |
1.0141 |
1.0142 |
|