CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 07-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0022 |
1.0049 |
0.0027 |
0.3% |
0.9984 |
| High |
1.0058 |
1.0095 |
0.0037 |
0.4% |
1.0045 |
| Low |
1.0020 |
0.9990 |
-0.0030 |
-0.3% |
0.9948 |
| Close |
1.0053 |
1.0003 |
-0.0050 |
-0.5% |
1.0012 |
| Range |
0.0038 |
0.0105 |
0.0067 |
176.3% |
0.0097 |
| ATR |
0.0051 |
0.0055 |
0.0004 |
7.4% |
0.0000 |
| Volume |
42 |
168 |
126 |
300.0% |
2,000 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0344 |
1.0279 |
1.0061 |
|
| R3 |
1.0239 |
1.0174 |
1.0032 |
|
| R2 |
1.0134 |
1.0134 |
1.0022 |
|
| R1 |
1.0069 |
1.0069 |
1.0013 |
1.0049 |
| PP |
1.0029 |
1.0029 |
1.0029 |
1.0020 |
| S1 |
0.9964 |
0.9964 |
0.9993 |
0.9944 |
| S2 |
0.9924 |
0.9924 |
0.9984 |
|
| S3 |
0.9819 |
0.9859 |
0.9974 |
|
| S4 |
0.9714 |
0.9754 |
0.9945 |
|
|
| 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 |
1.0095 |
0.9960 |
0.0135 |
1.3% |
0.0050 |
0.5% |
32% |
True |
False |
211 |
| 10 |
1.0095 |
0.9948 |
0.0147 |
1.5% |
0.0045 |
0.4% |
37% |
True |
False |
373 |
| 20 |
1.0210 |
0.9948 |
0.0262 |
2.6% |
0.0057 |
0.6% |
21% |
False |
False |
383 |
| 40 |
1.0320 |
0.9948 |
0.0372 |
3.7% |
0.0053 |
0.5% |
15% |
False |
False |
266 |
| 60 |
1.0320 |
0.9948 |
0.0372 |
3.7% |
0.0044 |
0.4% |
15% |
False |
False |
192 |
| 80 |
1.0320 |
0.9734 |
0.0586 |
5.9% |
0.0038 |
0.4% |
46% |
False |
False |
154 |
| 100 |
1.0320 |
0.9610 |
0.0710 |
7.1% |
0.0037 |
0.4% |
55% |
False |
False |
127 |
| 120 |
1.0320 |
0.9536 |
0.0784 |
7.8% |
0.0035 |
0.4% |
60% |
False |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0541 |
|
2.618 |
1.0370 |
|
1.618 |
1.0265 |
|
1.000 |
1.0200 |
|
0.618 |
1.0160 |
|
HIGH |
1.0095 |
|
0.618 |
1.0055 |
|
0.500 |
1.0043 |
|
0.382 |
1.0030 |
|
LOW |
0.9990 |
|
0.618 |
0.9925 |
|
1.000 |
0.9885 |
|
1.618 |
0.9820 |
|
2.618 |
0.9715 |
|
4.250 |
0.9544 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0043 |
1.0043 |
| PP |
1.0029 |
1.0029 |
| S1 |
1.0016 |
1.0016 |
|