CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9974 |
0.9959 |
-0.0015 |
-0.2% |
0.9971 |
| High |
0.9975 |
1.0018 |
0.0043 |
0.4% |
0.9983 |
| Low |
0.9919 |
0.9959 |
0.0040 |
0.4% |
0.9919 |
| Close |
0.9956 |
1.0010 |
0.0054 |
0.5% |
0.9956 |
| Range |
0.0056 |
0.0059 |
0.0003 |
5.4% |
0.0064 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
2.0% |
0.0000 |
| Volume |
640 |
336 |
-304 |
-47.5% |
3,171 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0173 |
1.0150 |
1.0042 |
|
| R3 |
1.0114 |
1.0091 |
1.0026 |
|
| R2 |
1.0055 |
1.0055 |
1.0021 |
|
| R1 |
1.0032 |
1.0032 |
1.0015 |
1.0044 |
| PP |
0.9996 |
0.9996 |
0.9996 |
1.0001 |
| S1 |
0.9973 |
0.9973 |
1.0005 |
0.9985 |
| S2 |
0.9937 |
0.9937 |
0.9999 |
|
| S3 |
0.9878 |
0.9914 |
0.9994 |
|
| S4 |
0.9819 |
0.9855 |
0.9978 |
|
|
| 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 |
1.0018 |
0.9919 |
0.0099 |
1.0% |
0.0043 |
0.4% |
92% |
True |
False |
526 |
| 10 |
1.0095 |
0.9919 |
0.0176 |
1.8% |
0.0046 |
0.5% |
52% |
False |
False |
465 |
| 20 |
1.0095 |
0.9919 |
0.0176 |
1.8% |
0.0045 |
0.4% |
52% |
False |
False |
456 |
| 40 |
1.0230 |
0.9919 |
0.0311 |
3.1% |
0.0051 |
0.5% |
29% |
False |
False |
341 |
| 60 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0046 |
0.5% |
23% |
False |
False |
261 |
| 80 |
1.0320 |
0.9869 |
0.0451 |
4.5% |
0.0039 |
0.4% |
31% |
False |
False |
206 |
| 100 |
1.0320 |
0.9630 |
0.0690 |
6.9% |
0.0037 |
0.4% |
55% |
False |
False |
170 |
| 120 |
1.0320 |
0.9536 |
0.0784 |
7.8% |
0.0036 |
0.4% |
60% |
False |
False |
154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0269 |
|
2.618 |
1.0172 |
|
1.618 |
1.0113 |
|
1.000 |
1.0077 |
|
0.618 |
1.0054 |
|
HIGH |
1.0018 |
|
0.618 |
0.9995 |
|
0.500 |
0.9989 |
|
0.382 |
0.9982 |
|
LOW |
0.9959 |
|
0.618 |
0.9923 |
|
1.000 |
0.9900 |
|
1.618 |
0.9864 |
|
2.618 |
0.9805 |
|
4.250 |
0.9708 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0003 |
0.9996 |
| PP |
0.9996 |
0.9982 |
| S1 |
0.9989 |
0.9969 |
|