CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 05-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0005 |
1.0014 |
0.0009 |
0.1% |
0.9984 |
| High |
1.0045 |
1.0015 |
-0.0030 |
-0.3% |
1.0045 |
| Low |
1.0005 |
0.9997 |
-0.0008 |
-0.1% |
0.9948 |
| Close |
1.0012 |
1.0001 |
-0.0011 |
-0.1% |
1.0012 |
| Range |
0.0040 |
0.0018 |
-0.0022 |
-55.0% |
0.0097 |
| ATR |
0.0054 |
0.0051 |
-0.0003 |
-4.7% |
0.0000 |
| Volume |
117 |
428 |
311 |
265.8% |
2,000 |
|
| Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0058 |
1.0048 |
1.0011 |
|
| R3 |
1.0040 |
1.0030 |
1.0006 |
|
| R2 |
1.0022 |
1.0022 |
1.0004 |
|
| R1 |
1.0012 |
1.0012 |
1.0003 |
1.0008 |
| PP |
1.0004 |
1.0004 |
1.0004 |
1.0003 |
| S1 |
0.9994 |
0.9994 |
0.9999 |
0.9990 |
| S2 |
0.9986 |
0.9986 |
0.9998 |
|
| S3 |
0.9968 |
0.9976 |
0.9996 |
|
| S4 |
0.9950 |
0.9958 |
0.9991 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0293 |
1.0249 |
1.0065 |
|
| R3 |
1.0196 |
1.0152 |
1.0039 |
|
| R2 |
1.0099 |
1.0099 |
1.0030 |
|
| R1 |
1.0055 |
1.0055 |
1.0021 |
1.0077 |
| PP |
1.0002 |
1.0002 |
1.0002 |
1.0013 |
| S1 |
0.9958 |
0.9958 |
1.0003 |
0.9980 |
| S2 |
0.9905 |
0.9905 |
0.9994 |
|
| S3 |
0.9808 |
0.9861 |
0.9985 |
|
| S4 |
0.9711 |
0.9764 |
0.9959 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0045 |
0.9948 |
0.0097 |
1.0% |
0.0038 |
0.4% |
55% |
False |
False |
318 |
| 10 |
1.0078 |
0.9948 |
0.0130 |
1.3% |
0.0044 |
0.4% |
41% |
False |
False |
447 |
| 20 |
1.0220 |
0.9948 |
0.0272 |
2.7% |
0.0055 |
0.5% |
19% |
False |
False |
386 |
| 40 |
1.0320 |
0.9948 |
0.0372 |
3.7% |
0.0050 |
0.5% |
14% |
False |
False |
265 |
| 60 |
1.0320 |
0.9948 |
0.0372 |
3.7% |
0.0042 |
0.4% |
14% |
False |
False |
190 |
| 80 |
1.0320 |
0.9734 |
0.0586 |
5.9% |
0.0036 |
0.4% |
46% |
False |
False |
152 |
| 100 |
1.0320 |
0.9610 |
0.0710 |
7.1% |
0.0036 |
0.4% |
55% |
False |
False |
128 |
| 120 |
1.0320 |
0.9536 |
0.0784 |
7.8% |
0.0034 |
0.3% |
59% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0092 |
|
2.618 |
1.0062 |
|
1.618 |
1.0044 |
|
1.000 |
1.0033 |
|
0.618 |
1.0026 |
|
HIGH |
1.0015 |
|
0.618 |
1.0008 |
|
0.500 |
1.0006 |
|
0.382 |
1.0004 |
|
LOW |
0.9997 |
|
0.618 |
0.9986 |
|
1.000 |
0.9979 |
|
1.618 |
0.9968 |
|
2.618 |
0.9950 |
|
4.250 |
0.9921 |
|
|
| Fisher Pivots for day following 05-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0006 |
1.0003 |
| PP |
1.0004 |
1.0002 |
| S1 |
1.0003 |
1.0002 |
|