CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 04-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0040 |
1.0028 |
-0.0012 |
-0.1% |
1.0051 |
| High |
1.0062 |
1.0063 |
0.0001 |
0.0% |
1.0070 |
| Low |
1.0025 |
1.0024 |
-0.0001 |
0.0% |
1.0016 |
| Close |
1.0029 |
1.0050 |
0.0021 |
0.2% |
1.0046 |
| Range |
0.0037 |
0.0039 |
0.0002 |
5.4% |
0.0054 |
| ATR |
0.0043 |
0.0043 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
665 |
1,843 |
1,178 |
177.1% |
8,746 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0163 |
1.0145 |
1.0071 |
|
| R3 |
1.0124 |
1.0106 |
1.0061 |
|
| R2 |
1.0085 |
1.0085 |
1.0057 |
|
| R1 |
1.0067 |
1.0067 |
1.0054 |
1.0076 |
| PP |
1.0046 |
1.0046 |
1.0046 |
1.0050 |
| S1 |
1.0028 |
1.0028 |
1.0046 |
1.0037 |
| S2 |
1.0007 |
1.0007 |
1.0043 |
|
| S3 |
0.9968 |
0.9989 |
1.0039 |
|
| S4 |
0.9929 |
0.9950 |
1.0029 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0206 |
1.0180 |
1.0076 |
|
| R3 |
1.0152 |
1.0126 |
1.0061 |
|
| R2 |
1.0098 |
1.0098 |
1.0056 |
|
| R1 |
1.0072 |
1.0072 |
1.0051 |
1.0058 |
| PP |
1.0044 |
1.0044 |
1.0044 |
1.0037 |
| S1 |
1.0018 |
1.0018 |
1.0041 |
1.0004 |
| S2 |
0.9990 |
0.9990 |
1.0036 |
|
| S3 |
0.9936 |
0.9964 |
1.0031 |
|
| S4 |
0.9882 |
0.9910 |
1.0016 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0064 |
1.0016 |
0.0048 |
0.5% |
0.0034 |
0.3% |
71% |
False |
False |
2,007 |
| 10 |
1.0070 |
0.9986 |
0.0084 |
0.8% |
0.0036 |
0.4% |
76% |
False |
False |
1,208 |
| 20 |
1.0095 |
0.9919 |
0.0176 |
1.8% |
0.0041 |
0.4% |
74% |
False |
False |
836 |
| 40 |
1.0220 |
0.9919 |
0.0301 |
3.0% |
0.0048 |
0.5% |
44% |
False |
False |
611 |
| 60 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0047 |
0.5% |
33% |
False |
False |
455 |
| 80 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0042 |
0.4% |
33% |
False |
False |
352 |
| 100 |
1.0320 |
0.9734 |
0.0586 |
5.8% |
0.0037 |
0.4% |
54% |
False |
False |
289 |
| 120 |
1.0320 |
0.9610 |
0.0710 |
7.1% |
0.0037 |
0.4% |
62% |
False |
False |
246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0229 |
|
2.618 |
1.0165 |
|
1.618 |
1.0126 |
|
1.000 |
1.0102 |
|
0.618 |
1.0087 |
|
HIGH |
1.0063 |
|
0.618 |
1.0048 |
|
0.500 |
1.0044 |
|
0.382 |
1.0039 |
|
LOW |
1.0024 |
|
0.618 |
1.0000 |
|
1.000 |
0.9985 |
|
1.618 |
0.9961 |
|
2.618 |
0.9922 |
|
4.250 |
0.9858 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0048 |
1.0048 |
| PP |
1.0046 |
1.0046 |
| S1 |
1.0044 |
1.0044 |
|