CME Canadian Dollar Future March 2013
Trading Metrics calculated at close of trading on 01-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
0.9983 |
0.9970 |
-0.0013 |
-0.1% |
1.0022 |
High |
1.0005 |
1.0008 |
0.0003 |
0.0% |
1.0078 |
Low |
0.9959 |
0.9960 |
0.0001 |
0.0% |
0.9975 |
Close |
0.9967 |
1.0005 |
0.0038 |
0.4% |
0.9978 |
Range |
0.0046 |
0.0048 |
0.0002 |
4.3% |
0.0103 |
ATR |
0.0055 |
0.0055 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
239 |
300 |
61 |
25.5% |
2,817 |
|
Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0135 |
1.0118 |
1.0031 |
|
R3 |
1.0087 |
1.0070 |
1.0018 |
|
R2 |
1.0039 |
1.0039 |
1.0014 |
|
R1 |
1.0022 |
1.0022 |
1.0009 |
1.0031 |
PP |
0.9991 |
0.9991 |
0.9991 |
0.9995 |
S1 |
0.9974 |
0.9974 |
1.0001 |
0.9983 |
S2 |
0.9943 |
0.9943 |
0.9996 |
|
S3 |
0.9895 |
0.9926 |
0.9992 |
|
S4 |
0.9847 |
0.9878 |
0.9979 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0319 |
1.0252 |
1.0035 |
|
R3 |
1.0216 |
1.0149 |
1.0006 |
|
R2 |
1.0113 |
1.0113 |
0.9997 |
|
R1 |
1.0046 |
1.0046 |
0.9987 |
1.0028 |
PP |
1.0010 |
1.0010 |
1.0010 |
1.0002 |
S1 |
0.9943 |
0.9943 |
0.9969 |
0.9925 |
S2 |
0.9907 |
0.9907 |
0.9959 |
|
S3 |
0.9804 |
0.9840 |
0.9950 |
|
S4 |
0.9701 |
0.9737 |
0.9921 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0023 |
0.9948 |
0.0075 |
0.7% |
0.0041 |
0.4% |
76% |
False |
False |
552 |
10 |
1.0126 |
0.9948 |
0.0178 |
1.8% |
0.0053 |
0.5% |
32% |
False |
False |
488 |
20 |
1.0230 |
0.9948 |
0.0282 |
2.8% |
0.0058 |
0.6% |
20% |
False |
False |
386 |
40 |
1.0320 |
0.9948 |
0.0372 |
3.7% |
0.0050 |
0.5% |
15% |
False |
False |
254 |
60 |
1.0320 |
0.9948 |
0.0372 |
3.7% |
0.0042 |
0.4% |
15% |
False |
False |
182 |
80 |
1.0320 |
0.9715 |
0.0605 |
6.0% |
0.0036 |
0.4% |
48% |
False |
False |
145 |
100 |
1.0320 |
0.9610 |
0.0710 |
7.1% |
0.0035 |
0.4% |
56% |
False |
False |
122 |
120 |
1.0320 |
0.9536 |
0.0784 |
7.8% |
0.0034 |
0.3% |
60% |
False |
False |
117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0212 |
2.618 |
1.0134 |
1.618 |
1.0086 |
1.000 |
1.0056 |
0.618 |
1.0038 |
HIGH |
1.0008 |
0.618 |
0.9990 |
0.500 |
0.9984 |
0.382 |
0.9978 |
LOW |
0.9960 |
0.618 |
0.9930 |
1.000 |
0.9912 |
1.618 |
0.9882 |
2.618 |
0.9834 |
4.250 |
0.9756 |
|
|
Fisher Pivots for day following 01-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
0.9998 |
0.9996 |
PP |
0.9991 |
0.9987 |
S1 |
0.9984 |
0.9978 |
|