CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 08-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0049 |
1.0004 |
-0.0045 |
-0.4% |
0.9984 |
| High |
1.0095 |
1.0022 |
-0.0073 |
-0.7% |
1.0045 |
| Low |
0.9990 |
0.9969 |
-0.0021 |
-0.2% |
0.9948 |
| Close |
1.0003 |
0.9975 |
-0.0028 |
-0.3% |
1.0012 |
| Range |
0.0105 |
0.0053 |
-0.0052 |
-49.5% |
0.0097 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
168 |
552 |
384 |
228.6% |
2,000 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0148 |
1.0114 |
1.0004 |
|
| R3 |
1.0095 |
1.0061 |
0.9990 |
|
| R2 |
1.0042 |
1.0042 |
0.9985 |
|
| R1 |
1.0008 |
1.0008 |
0.9980 |
0.9999 |
| PP |
0.9989 |
0.9989 |
0.9989 |
0.9984 |
| S1 |
0.9955 |
0.9955 |
0.9970 |
0.9946 |
| S2 |
0.9936 |
0.9936 |
0.9965 |
|
| S3 |
0.9883 |
0.9902 |
0.9960 |
|
| S4 |
0.9830 |
0.9849 |
0.9946 |
|
|
| 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 |
0.9969 |
0.0126 |
1.3% |
0.0051 |
0.5% |
5% |
False |
True |
261 |
| 10 |
1.0095 |
0.9948 |
0.0147 |
1.5% |
0.0046 |
0.5% |
18% |
False |
False |
406 |
| 20 |
1.0210 |
0.9948 |
0.0262 |
2.6% |
0.0057 |
0.6% |
10% |
False |
False |
406 |
| 40 |
1.0320 |
0.9948 |
0.0372 |
3.7% |
0.0051 |
0.5% |
7% |
False |
False |
278 |
| 60 |
1.0320 |
0.9948 |
0.0372 |
3.7% |
0.0044 |
0.4% |
7% |
False |
False |
201 |
| 80 |
1.0320 |
0.9734 |
0.0586 |
5.9% |
0.0038 |
0.4% |
41% |
False |
False |
160 |
| 100 |
1.0320 |
0.9610 |
0.0710 |
7.1% |
0.0037 |
0.4% |
51% |
False |
False |
133 |
| 120 |
1.0320 |
0.9536 |
0.0784 |
7.9% |
0.0036 |
0.4% |
56% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0247 |
|
2.618 |
1.0161 |
|
1.618 |
1.0108 |
|
1.000 |
1.0075 |
|
0.618 |
1.0055 |
|
HIGH |
1.0022 |
|
0.618 |
1.0002 |
|
0.500 |
0.9996 |
|
0.382 |
0.9989 |
|
LOW |
0.9969 |
|
0.618 |
0.9936 |
|
1.000 |
0.9916 |
|
1.618 |
0.9883 |
|
2.618 |
0.9830 |
|
4.250 |
0.9744 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9996 |
1.0032 |
| PP |
0.9989 |
1.0013 |
| S1 |
0.9982 |
0.9994 |
|