CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 23-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0007 |
1.0012 |
0.0005 |
0.0% |
0.9959 |
| High |
1.0012 |
1.0061 |
0.0049 |
0.5% |
1.0061 |
| Low |
0.9992 |
1.0000 |
0.0008 |
0.1% |
0.9959 |
| Close |
1.0010 |
1.0059 |
0.0049 |
0.5% |
1.0059 |
| Range |
0.0020 |
0.0061 |
0.0041 |
205.0% |
0.0102 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
2.3% |
0.0000 |
| Volume |
279 |
178 |
-101 |
-36.2% |
1,163 |
|
| Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0223 |
1.0202 |
1.0093 |
|
| R3 |
1.0162 |
1.0141 |
1.0076 |
|
| R2 |
1.0101 |
1.0101 |
1.0070 |
|
| R1 |
1.0080 |
1.0080 |
1.0065 |
1.0091 |
| PP |
1.0040 |
1.0040 |
1.0040 |
1.0045 |
| S1 |
1.0019 |
1.0019 |
1.0053 |
1.0030 |
| S2 |
0.9979 |
0.9979 |
1.0048 |
|
| S3 |
0.9918 |
0.9958 |
1.0042 |
|
| S4 |
0.9857 |
0.9897 |
1.0025 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0332 |
1.0298 |
1.0115 |
|
| R3 |
1.0230 |
1.0196 |
1.0087 |
|
| R2 |
1.0128 |
1.0128 |
1.0078 |
|
| R1 |
1.0094 |
1.0094 |
1.0068 |
1.0111 |
| PP |
1.0026 |
1.0026 |
1.0026 |
1.0035 |
| S1 |
0.9992 |
0.9992 |
1.0050 |
1.0009 |
| S2 |
0.9924 |
0.9924 |
1.0040 |
|
| S3 |
0.9822 |
0.9890 |
1.0031 |
|
| S4 |
0.9720 |
0.9788 |
1.0003 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0061 |
0.9919 |
0.0142 |
1.4% |
0.0045 |
0.5% |
99% |
True |
False |
360 |
| 10 |
1.0061 |
0.9919 |
0.0142 |
1.4% |
0.0038 |
0.4% |
99% |
True |
False |
472 |
| 20 |
1.0095 |
0.9919 |
0.0176 |
1.7% |
0.0042 |
0.4% |
80% |
False |
False |
439 |
| 40 |
1.0230 |
0.9919 |
0.0311 |
3.1% |
0.0051 |
0.5% |
45% |
False |
False |
358 |
| 60 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0047 |
0.5% |
35% |
False |
False |
273 |
| 80 |
1.0320 |
0.9869 |
0.0451 |
4.5% |
0.0040 |
0.4% |
42% |
False |
False |
216 |
| 100 |
1.0320 |
0.9715 |
0.0605 |
6.0% |
0.0036 |
0.4% |
57% |
False |
False |
177 |
| 120 |
1.0320 |
0.9600 |
0.0720 |
7.2% |
0.0036 |
0.4% |
64% |
False |
False |
159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0320 |
|
2.618 |
1.0221 |
|
1.618 |
1.0160 |
|
1.000 |
1.0122 |
|
0.618 |
1.0099 |
|
HIGH |
1.0061 |
|
0.618 |
1.0038 |
|
0.500 |
1.0031 |
|
0.382 |
1.0023 |
|
LOW |
1.0000 |
|
0.618 |
0.9962 |
|
1.000 |
0.9939 |
|
1.618 |
0.9901 |
|
2.618 |
0.9840 |
|
4.250 |
0.9741 |
|
|
| Fisher Pivots for day following 23-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0050 |
1.0047 |
| PP |
1.0040 |
1.0035 |
| S1 |
1.0031 |
1.0024 |
|