CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 28-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0046 |
1.0030 |
-0.0016 |
-0.2% |
0.9959 |
| High |
1.0070 |
1.0059 |
-0.0011 |
-0.1% |
1.0061 |
| Low |
1.0027 |
1.0016 |
-0.0011 |
-0.1% |
0.9959 |
| Close |
1.0033 |
1.0051 |
0.0018 |
0.2% |
1.0059 |
| Range |
0.0043 |
0.0043 |
0.0000 |
0.0% |
0.0102 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
635 |
919 |
284 |
44.7% |
1,163 |
|
| Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0171 |
1.0154 |
1.0075 |
|
| R3 |
1.0128 |
1.0111 |
1.0063 |
|
| R2 |
1.0085 |
1.0085 |
1.0059 |
|
| R1 |
1.0068 |
1.0068 |
1.0055 |
1.0077 |
| PP |
1.0042 |
1.0042 |
1.0042 |
1.0046 |
| S1 |
1.0025 |
1.0025 |
1.0047 |
1.0034 |
| S2 |
0.9999 |
0.9999 |
1.0043 |
|
| S3 |
0.9956 |
0.9982 |
1.0039 |
|
| S4 |
0.9913 |
0.9939 |
1.0027 |
|
|
| 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 |
1.0070 |
0.9992 |
0.0078 |
0.8% |
0.0041 |
0.4% |
76% |
False |
False |
519 |
| 10 |
1.0070 |
0.9919 |
0.0151 |
1.5% |
0.0042 |
0.4% |
87% |
False |
False |
549 |
| 20 |
1.0095 |
0.9919 |
0.0176 |
1.8% |
0.0042 |
0.4% |
75% |
False |
False |
435 |
| 40 |
1.0230 |
0.9919 |
0.0311 |
3.1% |
0.0051 |
0.5% |
42% |
False |
False |
403 |
| 60 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0048 |
0.5% |
33% |
False |
False |
307 |
| 80 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0041 |
0.4% |
33% |
False |
False |
243 |
| 100 |
1.0320 |
0.9715 |
0.0605 |
6.0% |
0.0037 |
0.4% |
56% |
False |
False |
198 |
| 120 |
1.0320 |
0.9610 |
0.0710 |
7.1% |
0.0036 |
0.4% |
62% |
False |
False |
172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0242 |
|
2.618 |
1.0172 |
|
1.618 |
1.0129 |
|
1.000 |
1.0102 |
|
0.618 |
1.0086 |
|
HIGH |
1.0059 |
|
0.618 |
1.0043 |
|
0.500 |
1.0038 |
|
0.382 |
1.0032 |
|
LOW |
1.0016 |
|
0.618 |
0.9989 |
|
1.000 |
0.9973 |
|
1.618 |
0.9946 |
|
2.618 |
0.9903 |
|
4.250 |
0.9833 |
|
|
| Fisher Pivots for day following 28-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0047 |
1.0048 |
| PP |
1.0042 |
1.0046 |
| S1 |
1.0038 |
1.0043 |
|