CME Canadian Dollar Future March 2013
Trading Metrics calculated at close of trading on 21-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1.0008 |
1.0007 |
-0.0001 |
0.0% |
0.9971 |
High |
1.0017 |
1.0012 |
-0.0005 |
0.0% |
0.9983 |
Low |
0.9986 |
0.9992 |
0.0006 |
0.1% |
0.9919 |
Close |
0.9993 |
1.0010 |
0.0017 |
0.2% |
0.9956 |
Range |
0.0031 |
0.0020 |
-0.0011 |
-35.5% |
0.0064 |
ATR |
0.0048 |
0.0046 |
-0.0002 |
-4.2% |
0.0000 |
Volume |
370 |
279 |
-91 |
-24.6% |
3,171 |
|
Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0065 |
1.0057 |
1.0021 |
|
R3 |
1.0045 |
1.0037 |
1.0016 |
|
R2 |
1.0025 |
1.0025 |
1.0014 |
|
R1 |
1.0017 |
1.0017 |
1.0012 |
1.0021 |
PP |
1.0005 |
1.0005 |
1.0005 |
1.0007 |
S1 |
0.9997 |
0.9997 |
1.0008 |
1.0001 |
S2 |
0.9985 |
0.9985 |
1.0006 |
|
S3 |
0.9965 |
0.9977 |
1.0005 |
|
S4 |
0.9945 |
0.9957 |
0.9999 |
|
|
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% |
0.0039 |
0.4% |
92% |
False |
False |
492 |
10 |
1.0022 |
0.9919 |
0.0103 |
1.0% |
0.0037 |
0.4% |
88% |
False |
False |
509 |
20 |
1.0095 |
0.9919 |
0.0176 |
1.8% |
0.0041 |
0.4% |
52% |
False |
False |
441 |
40 |
1.0230 |
0.9919 |
0.0311 |
3.1% |
0.0050 |
0.5% |
29% |
False |
False |
355 |
60 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0046 |
0.5% |
23% |
False |
False |
271 |
80 |
1.0320 |
0.9869 |
0.0451 |
4.5% |
0.0040 |
0.4% |
31% |
False |
False |
214 |
100 |
1.0320 |
0.9715 |
0.0605 |
6.0% |
0.0036 |
0.4% |
49% |
False |
False |
176 |
120 |
1.0320 |
0.9579 |
0.0741 |
7.4% |
0.0036 |
0.4% |
58% |
False |
False |
158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0097 |
2.618 |
1.0064 |
1.618 |
1.0044 |
1.000 |
1.0032 |
0.618 |
1.0024 |
HIGH |
1.0012 |
0.618 |
1.0004 |
0.500 |
1.0002 |
0.382 |
1.0000 |
LOW |
0.9992 |
0.618 |
0.9980 |
1.000 |
0.9972 |
1.618 |
0.9960 |
2.618 |
0.9940 |
4.250 |
0.9907 |
|
|
Fisher Pivots for day following 21-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0007 |
1.0003 |
PP |
1.0005 |
0.9996 |
S1 |
1.0002 |
0.9989 |
|