CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 16-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9937 |
0.9974 |
0.0037 |
0.4% |
0.9971 |
| High |
0.9965 |
0.9975 |
0.0010 |
0.1% |
0.9983 |
| Low |
0.9937 |
0.9919 |
-0.0018 |
-0.2% |
0.9919 |
| Close |
0.9956 |
0.9956 |
0.0000 |
0.0% |
0.9956 |
| Range |
0.0028 |
0.0056 |
0.0028 |
100.0% |
0.0064 |
| ATR |
0.0048 |
0.0048 |
0.0001 |
1.2% |
0.0000 |
| Volume |
837 |
640 |
-197 |
-23.5% |
3,171 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0118 |
1.0093 |
0.9987 |
|
| R3 |
1.0062 |
1.0037 |
0.9971 |
|
| R2 |
1.0006 |
1.0006 |
0.9966 |
|
| R1 |
0.9981 |
0.9981 |
0.9961 |
0.9966 |
| PP |
0.9950 |
0.9950 |
0.9950 |
0.9942 |
| S1 |
0.9925 |
0.9925 |
0.9951 |
0.9910 |
| S2 |
0.9894 |
0.9894 |
0.9946 |
|
| S3 |
0.9838 |
0.9869 |
0.9941 |
|
| S4 |
0.9782 |
0.9813 |
0.9925 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0145 |
1.0114 |
0.9991 |
|
| R3 |
1.0081 |
1.0050 |
0.9974 |
|
| R2 |
1.0017 |
1.0017 |
0.9968 |
|
| R1 |
0.9986 |
0.9986 |
0.9962 |
0.9970 |
| PP |
0.9953 |
0.9953 |
0.9953 |
0.9944 |
| S1 |
0.9922 |
0.9922 |
0.9950 |
0.9906 |
| S2 |
0.9889 |
0.9889 |
0.9944 |
|
| S3 |
0.9825 |
0.9858 |
0.9938 |
|
| S4 |
0.9761 |
0.9794 |
0.9921 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9983 |
0.9919 |
0.0064 |
0.6% |
0.0033 |
0.3% |
58% |
False |
True |
634 |
| 10 |
1.0095 |
0.9919 |
0.0176 |
1.8% |
0.0042 |
0.4% |
21% |
False |
True |
474 |
| 20 |
1.0095 |
0.9919 |
0.0176 |
1.8% |
0.0044 |
0.4% |
21% |
False |
True |
478 |
| 40 |
1.0230 |
0.9919 |
0.0311 |
3.1% |
0.0050 |
0.5% |
12% |
False |
True |
333 |
| 60 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0045 |
0.5% |
9% |
False |
True |
256 |
| 80 |
1.0320 |
0.9869 |
0.0451 |
4.5% |
0.0039 |
0.4% |
19% |
False |
False |
203 |
| 100 |
1.0320 |
0.9610 |
0.0710 |
7.1% |
0.0038 |
0.4% |
49% |
False |
False |
167 |
| 120 |
1.0320 |
0.9536 |
0.0784 |
7.9% |
0.0036 |
0.4% |
54% |
False |
False |
151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0213 |
|
2.618 |
1.0122 |
|
1.618 |
1.0066 |
|
1.000 |
1.0031 |
|
0.618 |
1.0010 |
|
HIGH |
0.9975 |
|
0.618 |
0.9954 |
|
0.500 |
0.9947 |
|
0.382 |
0.9940 |
|
LOW |
0.9919 |
|
0.618 |
0.9884 |
|
1.000 |
0.9863 |
|
1.618 |
0.9828 |
|
2.618 |
0.9772 |
|
4.250 |
0.9681 |
|
|
| Fisher Pivots for day following 16-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9953 |
0.9953 |
| PP |
0.9950 |
0.9950 |
| S1 |
0.9947 |
0.9947 |
|