CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0154 |
1.0144 |
-0.0010 |
-0.1% |
1.0131 |
| High |
1.0170 |
1.0170 |
0.0000 |
0.0% |
1.0177 |
| Low |
1.0129 |
1.0119 |
-0.0010 |
-0.1% |
1.0101 |
| Close |
1.0137 |
1.0159 |
0.0022 |
0.2% |
1.0137 |
| Range |
0.0041 |
0.0051 |
0.0010 |
24.4% |
0.0076 |
| ATR |
0.0044 |
0.0044 |
0.0001 |
1.2% |
0.0000 |
| Volume |
40,010 |
3,959 |
-36,051 |
-90.1% |
384,980 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0302 |
1.0282 |
1.0187 |
|
| R3 |
1.0251 |
1.0231 |
1.0173 |
|
| R2 |
1.0200 |
1.0200 |
1.0168 |
|
| R1 |
1.0180 |
1.0180 |
1.0164 |
1.0190 |
| PP |
1.0149 |
1.0149 |
1.0149 |
1.0155 |
| S1 |
1.0129 |
1.0129 |
1.0154 |
1.0139 |
| S2 |
1.0098 |
1.0098 |
1.0150 |
|
| S3 |
1.0047 |
1.0078 |
1.0145 |
|
| S4 |
0.9996 |
1.0027 |
1.0131 |
|
|
| 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 |
1.0119 |
0.0058 |
0.6% |
0.0038 |
0.4% |
69% |
False |
True |
61,581 |
| 10 |
1.0177 |
1.0043 |
0.0134 |
1.3% |
0.0040 |
0.4% |
87% |
False |
False |
71,932 |
| 20 |
1.0177 |
0.9976 |
0.0201 |
2.0% |
0.0042 |
0.4% |
91% |
False |
False |
69,806 |
| 40 |
1.0177 |
0.9936 |
0.0241 |
2.4% |
0.0048 |
0.5% |
93% |
False |
False |
69,155 |
| 60 |
1.0256 |
0.9936 |
0.0320 |
3.1% |
0.0055 |
0.5% |
70% |
False |
False |
72,363 |
| 80 |
1.0359 |
0.9936 |
0.0423 |
4.2% |
0.0056 |
0.6% |
53% |
False |
False |
64,256 |
| 100 |
1.0359 |
0.9865 |
0.0494 |
4.9% |
0.0054 |
0.5% |
60% |
False |
False |
51,510 |
| 120 |
1.0359 |
0.9620 |
0.0739 |
7.3% |
0.0055 |
0.5% |
73% |
False |
False |
42,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0387 |
|
2.618 |
1.0304 |
|
1.618 |
1.0253 |
|
1.000 |
1.0221 |
|
0.618 |
1.0202 |
|
HIGH |
1.0170 |
|
0.618 |
1.0151 |
|
0.500 |
1.0145 |
|
0.382 |
1.0138 |
|
LOW |
1.0119 |
|
0.618 |
1.0087 |
|
1.000 |
1.0068 |
|
1.618 |
1.0036 |
|
2.618 |
0.9985 |
|
4.250 |
0.9902 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0154 |
1.0155 |
| PP |
1.0149 |
1.0152 |
| S1 |
1.0145 |
1.0148 |
|