CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 26-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0012 |
1.0051 |
0.0039 |
0.4% |
0.9959 |
| High |
1.0061 |
1.0054 |
-0.0007 |
-0.1% |
1.0061 |
| Low |
1.0000 |
1.0017 |
0.0017 |
0.2% |
0.9959 |
| Close |
1.0059 |
1.0039 |
-0.0020 |
-0.2% |
1.0059 |
| Range |
0.0061 |
0.0037 |
-0.0024 |
-39.3% |
0.0102 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
178 |
584 |
406 |
228.1% |
1,163 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0148 |
1.0130 |
1.0059 |
|
| R3 |
1.0111 |
1.0093 |
1.0049 |
|
| R2 |
1.0074 |
1.0074 |
1.0046 |
|
| R1 |
1.0056 |
1.0056 |
1.0042 |
1.0047 |
| PP |
1.0037 |
1.0037 |
1.0037 |
1.0032 |
| S1 |
1.0019 |
1.0019 |
1.0036 |
1.0010 |
| S2 |
1.0000 |
1.0000 |
1.0032 |
|
| S3 |
0.9963 |
0.9982 |
1.0029 |
|
| S4 |
0.9926 |
0.9945 |
1.0019 |
|
|
| 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 |
0.9959 |
0.0102 |
1.0% |
0.0042 |
0.4% |
78% |
False |
False |
349 |
| 10 |
1.0061 |
0.9919 |
0.0142 |
1.4% |
0.0038 |
0.4% |
85% |
False |
False |
491 |
| 20 |
1.0095 |
0.9919 |
0.0176 |
1.8% |
0.0041 |
0.4% |
68% |
False |
False |
424 |
| 40 |
1.0230 |
0.9919 |
0.0311 |
3.1% |
0.0050 |
0.5% |
39% |
False |
False |
370 |
| 60 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0047 |
0.5% |
30% |
False |
False |
282 |
| 80 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0040 |
0.4% |
30% |
False |
False |
224 |
| 100 |
1.0320 |
0.9715 |
0.0605 |
6.0% |
0.0037 |
0.4% |
54% |
False |
False |
183 |
| 120 |
1.0320 |
0.9610 |
0.0710 |
7.1% |
0.0036 |
0.4% |
60% |
False |
False |
164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0211 |
|
2.618 |
1.0151 |
|
1.618 |
1.0114 |
|
1.000 |
1.0091 |
|
0.618 |
1.0077 |
|
HIGH |
1.0054 |
|
0.618 |
1.0040 |
|
0.500 |
1.0036 |
|
0.382 |
1.0031 |
|
LOW |
1.0017 |
|
0.618 |
0.9994 |
|
1.000 |
0.9980 |
|
1.618 |
0.9957 |
|
2.618 |
0.9920 |
|
4.250 |
0.9860 |
|
|
| Fisher Pivots for day following 26-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0038 |
1.0035 |
| PP |
1.0037 |
1.0031 |
| S1 |
1.0036 |
1.0027 |
|