CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 06-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0014 |
1.0022 |
0.0008 |
0.1% |
0.9984 |
| High |
1.0015 |
1.0058 |
0.0043 |
0.4% |
1.0045 |
| Low |
0.9997 |
1.0020 |
0.0023 |
0.2% |
0.9948 |
| Close |
1.0001 |
1.0053 |
0.0052 |
0.5% |
1.0012 |
| Range |
0.0018 |
0.0038 |
0.0020 |
111.1% |
0.0097 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.8% |
0.0000 |
| Volume |
428 |
42 |
-386 |
-90.2% |
2,000 |
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0158 |
1.0143 |
1.0074 |
|
| R3 |
1.0120 |
1.0105 |
1.0063 |
|
| R2 |
1.0082 |
1.0082 |
1.0060 |
|
| R1 |
1.0067 |
1.0067 |
1.0056 |
1.0075 |
| PP |
1.0044 |
1.0044 |
1.0044 |
1.0047 |
| S1 |
1.0029 |
1.0029 |
1.0050 |
1.0037 |
| S2 |
1.0006 |
1.0006 |
1.0046 |
|
| S3 |
0.9968 |
0.9991 |
1.0043 |
|
| S4 |
0.9930 |
0.9953 |
1.0032 |
|
|
| 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 |
1.0058 |
0.9959 |
0.0099 |
1.0% |
0.0038 |
0.4% |
95% |
True |
False |
225 |
| 10 |
1.0078 |
0.9948 |
0.0130 |
1.3% |
0.0041 |
0.4% |
81% |
False |
False |
424 |
| 20 |
1.0210 |
0.9948 |
0.0262 |
2.6% |
0.0054 |
0.5% |
40% |
False |
False |
383 |
| 40 |
1.0320 |
0.9948 |
0.0372 |
3.7% |
0.0051 |
0.5% |
28% |
False |
False |
263 |
| 60 |
1.0320 |
0.9948 |
0.0372 |
3.7% |
0.0042 |
0.4% |
28% |
False |
False |
190 |
| 80 |
1.0320 |
0.9734 |
0.0586 |
5.8% |
0.0036 |
0.4% |
54% |
False |
False |
152 |
| 100 |
1.0320 |
0.9610 |
0.0710 |
7.1% |
0.0036 |
0.4% |
62% |
False |
False |
126 |
| 120 |
1.0320 |
0.9536 |
0.0784 |
7.8% |
0.0034 |
0.3% |
66% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0220 |
|
2.618 |
1.0157 |
|
1.618 |
1.0119 |
|
1.000 |
1.0096 |
|
0.618 |
1.0081 |
|
HIGH |
1.0058 |
|
0.618 |
1.0043 |
|
0.500 |
1.0039 |
|
0.382 |
1.0035 |
|
LOW |
1.0020 |
|
0.618 |
0.9997 |
|
1.000 |
0.9982 |
|
1.618 |
0.9959 |
|
2.618 |
0.9921 |
|
4.250 |
0.9859 |
|
|
| Fisher Pivots for day following 06-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0048 |
1.0045 |
| PP |
1.0044 |
1.0036 |
| S1 |
1.0039 |
1.0028 |
|