CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9958 |
0.9937 |
-0.0021 |
-0.2% |
1.0014 |
| High |
0.9975 |
0.9965 |
-0.0010 |
-0.1% |
1.0095 |
| Low |
0.9935 |
0.9937 |
0.0002 |
0.0% |
0.9940 |
| Close |
0.9942 |
0.9956 |
0.0014 |
0.1% |
0.9969 |
| Range |
0.0040 |
0.0028 |
-0.0012 |
-30.0% |
0.0155 |
| ATR |
0.0049 |
0.0048 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
720 |
837 |
117 |
16.3% |
1,577 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0037 |
1.0024 |
0.9971 |
|
| R3 |
1.0009 |
0.9996 |
0.9964 |
|
| R2 |
0.9981 |
0.9981 |
0.9961 |
|
| R1 |
0.9968 |
0.9968 |
0.9959 |
0.9975 |
| PP |
0.9953 |
0.9953 |
0.9953 |
0.9956 |
| S1 |
0.9940 |
0.9940 |
0.9953 |
0.9947 |
| S2 |
0.9925 |
0.9925 |
0.9951 |
|
| S3 |
0.9897 |
0.9912 |
0.9948 |
|
| S4 |
0.9869 |
0.9884 |
0.9941 |
|
|
| 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 |
0.9983 |
0.9935 |
0.0048 |
0.5% |
0.0030 |
0.3% |
44% |
False |
False |
583 |
| 10 |
1.0095 |
0.9935 |
0.0160 |
1.6% |
0.0040 |
0.4% |
13% |
False |
False |
422 |
| 20 |
1.0126 |
0.9935 |
0.0191 |
1.9% |
0.0047 |
0.5% |
11% |
False |
False |
455 |
| 40 |
1.0232 |
0.9935 |
0.0297 |
3.0% |
0.0050 |
0.5% |
7% |
False |
False |
320 |
| 60 |
1.0320 |
0.9935 |
0.0385 |
3.9% |
0.0045 |
0.5% |
5% |
False |
False |
246 |
| 80 |
1.0320 |
0.9845 |
0.0475 |
4.8% |
0.0038 |
0.4% |
23% |
False |
False |
195 |
| 100 |
1.0320 |
0.9610 |
0.0710 |
7.1% |
0.0037 |
0.4% |
49% |
False |
False |
160 |
| 120 |
1.0320 |
0.9536 |
0.0784 |
7.9% |
0.0036 |
0.4% |
54% |
False |
False |
147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0084 |
|
2.618 |
1.0038 |
|
1.618 |
1.0010 |
|
1.000 |
0.9993 |
|
0.618 |
0.9982 |
|
HIGH |
0.9965 |
|
0.618 |
0.9954 |
|
0.500 |
0.9951 |
|
0.382 |
0.9948 |
|
LOW |
0.9937 |
|
0.618 |
0.9920 |
|
1.000 |
0.9909 |
|
1.618 |
0.9892 |
|
2.618 |
0.9864 |
|
4.250 |
0.9818 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9954 |
0.9956 |
| PP |
0.9953 |
0.9955 |
| S1 |
0.9951 |
0.9955 |
|