CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 13-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9971 |
0.9971 |
0.0000 |
0.0% |
1.0014 |
| High |
0.9983 |
0.9971 |
-0.0012 |
-0.1% |
1.0095 |
| Low |
0.9971 |
0.9940 |
-0.0031 |
-0.3% |
0.9940 |
| Close |
0.9976 |
0.9959 |
-0.0017 |
-0.2% |
0.9969 |
| Range |
0.0012 |
0.0031 |
0.0019 |
158.3% |
0.0155 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
877 |
97 |
-780 |
-88.9% |
1,577 |
|
| Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0050 |
1.0035 |
0.9976 |
|
| R3 |
1.0019 |
1.0004 |
0.9968 |
|
| R2 |
0.9988 |
0.9988 |
0.9965 |
|
| R1 |
0.9973 |
0.9973 |
0.9962 |
0.9965 |
| PP |
0.9957 |
0.9957 |
0.9957 |
0.9953 |
| S1 |
0.9942 |
0.9942 |
0.9956 |
0.9934 |
| S2 |
0.9926 |
0.9926 |
0.9953 |
|
| S3 |
0.9895 |
0.9911 |
0.9950 |
|
| S4 |
0.9864 |
0.9880 |
0.9942 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0466 |
1.0373 |
1.0054 |
|
| R3 |
1.0311 |
1.0218 |
1.0012 |
|
| R2 |
1.0156 |
1.0156 |
0.9997 |
|
| R1 |
1.0063 |
1.0063 |
0.9983 |
1.0032 |
| PP |
1.0001 |
1.0001 |
1.0001 |
0.9986 |
| S1 |
0.9908 |
0.9908 |
0.9955 |
0.9877 |
| S2 |
0.9846 |
0.9846 |
0.9941 |
|
| S3 |
0.9691 |
0.9753 |
0.9926 |
|
| S4 |
0.9536 |
0.9598 |
0.9884 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0095 |
0.9940 |
0.0155 |
1.6% |
0.0048 |
0.5% |
12% |
False |
True |
416 |
| 10 |
1.0095 |
0.9940 |
0.0155 |
1.6% |
0.0043 |
0.4% |
12% |
False |
True |
320 |
| 20 |
1.0210 |
0.9940 |
0.0270 |
2.7% |
0.0053 |
0.5% |
7% |
False |
True |
405 |
| 40 |
1.0232 |
0.9940 |
0.0292 |
2.9% |
0.0050 |
0.5% |
7% |
False |
True |
286 |
| 60 |
1.0320 |
0.9940 |
0.0380 |
3.8% |
0.0045 |
0.5% |
5% |
False |
True |
221 |
| 80 |
1.0320 |
0.9734 |
0.0586 |
5.9% |
0.0039 |
0.4% |
38% |
False |
False |
176 |
| 100 |
1.0320 |
0.9610 |
0.0710 |
7.1% |
0.0037 |
0.4% |
49% |
False |
False |
145 |
| 120 |
1.0320 |
0.9536 |
0.0784 |
7.9% |
0.0036 |
0.4% |
54% |
False |
False |
135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0103 |
|
2.618 |
1.0052 |
|
1.618 |
1.0021 |
|
1.000 |
1.0002 |
|
0.618 |
0.9990 |
|
HIGH |
0.9971 |
|
0.618 |
0.9959 |
|
0.500 |
0.9956 |
|
0.382 |
0.9952 |
|
LOW |
0.9940 |
|
0.618 |
0.9921 |
|
1.000 |
0.9909 |
|
1.618 |
0.9890 |
|
2.618 |
0.9859 |
|
4.250 |
0.9808 |
|
|
| Fisher Pivots for day following 13-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9958 |
0.9962 |
| PP |
0.9957 |
0.9961 |
| S1 |
0.9956 |
0.9960 |
|