CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 18-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0144 |
1.0163 |
0.0019 |
0.2% |
1.0131 |
| High |
1.0170 |
1.0169 |
-0.0001 |
0.0% |
1.0177 |
| Low |
1.0119 |
1.0149 |
0.0030 |
0.3% |
1.0101 |
| Close |
1.0159 |
1.0151 |
-0.0008 |
-0.1% |
1.0137 |
| Range |
0.0051 |
0.0020 |
-0.0031 |
-60.8% |
0.0076 |
| ATR |
0.0044 |
0.0042 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
3,959 |
1,496 |
-2,463 |
-62.2% |
384,980 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0216 |
1.0204 |
1.0162 |
|
| R3 |
1.0196 |
1.0184 |
1.0157 |
|
| R2 |
1.0176 |
1.0176 |
1.0155 |
|
| R1 |
1.0164 |
1.0164 |
1.0153 |
1.0160 |
| PP |
1.0156 |
1.0156 |
1.0156 |
1.0155 |
| S1 |
1.0144 |
1.0144 |
1.0149 |
1.0140 |
| S2 |
1.0136 |
1.0136 |
1.0147 |
|
| S3 |
1.0116 |
1.0124 |
1.0146 |
|
| S4 |
1.0096 |
1.0104 |
1.0140 |
|
|
| 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% |
0.0037 |
0.4% |
55% |
False |
False |
44,477 |
| 10 |
1.0177 |
1.0056 |
0.0121 |
1.2% |
0.0038 |
0.4% |
79% |
False |
False |
64,166 |
| 20 |
1.0177 |
1.0001 |
0.0176 |
1.7% |
0.0039 |
0.4% |
85% |
False |
False |
66,633 |
| 40 |
1.0177 |
0.9936 |
0.0241 |
2.4% |
0.0047 |
0.5% |
89% |
False |
False |
67,531 |
| 60 |
1.0256 |
0.9936 |
0.0320 |
3.2% |
0.0054 |
0.5% |
67% |
False |
False |
71,520 |
| 80 |
1.0359 |
0.9936 |
0.0423 |
4.2% |
0.0056 |
0.5% |
51% |
False |
False |
64,262 |
| 100 |
1.0359 |
0.9890 |
0.0469 |
4.6% |
0.0054 |
0.5% |
56% |
False |
False |
51,520 |
| 120 |
1.0359 |
0.9671 |
0.0688 |
6.8% |
0.0054 |
0.5% |
70% |
False |
False |
43,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0254 |
|
2.618 |
1.0221 |
|
1.618 |
1.0201 |
|
1.000 |
1.0189 |
|
0.618 |
1.0181 |
|
HIGH |
1.0169 |
|
0.618 |
1.0161 |
|
0.500 |
1.0159 |
|
0.382 |
1.0157 |
|
LOW |
1.0149 |
|
0.618 |
1.0137 |
|
1.000 |
1.0129 |
|
1.618 |
1.0117 |
|
2.618 |
1.0097 |
|
4.250 |
1.0064 |
|
|
| Fisher Pivots for day following 18-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0159 |
1.0149 |
| PP |
1.0156 |
1.0147 |
| S1 |
1.0154 |
1.0145 |
|