CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 07-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0060 |
1.0063 |
0.0003 |
0.0% |
1.0040 |
| High |
1.0087 |
1.0102 |
0.0015 |
0.1% |
1.0102 |
| Low |
1.0052 |
1.0046 |
-0.0006 |
-0.1% |
1.0024 |
| Close |
1.0061 |
1.0081 |
0.0020 |
0.2% |
1.0081 |
| Range |
0.0035 |
0.0056 |
0.0021 |
60.0% |
0.0078 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
2.5% |
0.0000 |
| Volume |
3,472 |
4,102 |
630 |
18.1% |
16,064 |
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0244 |
1.0219 |
1.0112 |
|
| R3 |
1.0188 |
1.0163 |
1.0096 |
|
| R2 |
1.0132 |
1.0132 |
1.0091 |
|
| R1 |
1.0107 |
1.0107 |
1.0086 |
1.0120 |
| PP |
1.0076 |
1.0076 |
1.0076 |
1.0083 |
| S1 |
1.0051 |
1.0051 |
1.0076 |
1.0064 |
| S2 |
1.0020 |
1.0020 |
1.0071 |
|
| S3 |
0.9964 |
0.9995 |
1.0066 |
|
| S4 |
0.9908 |
0.9939 |
1.0050 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0303 |
1.0270 |
1.0124 |
|
| R3 |
1.0225 |
1.0192 |
1.0102 |
|
| R2 |
1.0147 |
1.0147 |
1.0095 |
|
| R1 |
1.0114 |
1.0114 |
1.0088 |
1.0131 |
| PP |
1.0069 |
1.0069 |
1.0069 |
1.0077 |
| S1 |
1.0036 |
1.0036 |
1.0074 |
1.0053 |
| S2 |
0.9991 |
0.9991 |
1.0067 |
|
| S3 |
0.9913 |
0.9958 |
1.0060 |
|
| S4 |
0.9835 |
0.9880 |
1.0038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0102 |
1.0024 |
0.0078 |
0.8% |
0.0040 |
0.4% |
73% |
True |
False |
3,212 |
| 10 |
1.0102 |
1.0016 |
0.0086 |
0.9% |
0.0038 |
0.4% |
76% |
True |
False |
2,481 |
| 20 |
1.0102 |
0.9919 |
0.0183 |
1.8% |
0.0038 |
0.4% |
89% |
True |
False |
1,476 |
| 40 |
1.0210 |
0.9919 |
0.0291 |
2.9% |
0.0047 |
0.5% |
56% |
False |
False |
941 |
| 60 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0047 |
0.5% |
40% |
False |
False |
678 |
| 80 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0043 |
0.4% |
40% |
False |
False |
520 |
| 100 |
1.0320 |
0.9734 |
0.0586 |
5.8% |
0.0038 |
0.4% |
59% |
False |
False |
423 |
| 120 |
1.0320 |
0.9610 |
0.0710 |
7.0% |
0.0037 |
0.4% |
66% |
False |
False |
356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0340 |
|
2.618 |
1.0249 |
|
1.618 |
1.0193 |
|
1.000 |
1.0158 |
|
0.618 |
1.0137 |
|
HIGH |
1.0102 |
|
0.618 |
1.0081 |
|
0.500 |
1.0074 |
|
0.382 |
1.0067 |
|
LOW |
1.0046 |
|
0.618 |
1.0011 |
|
1.000 |
0.9990 |
|
1.618 |
0.9955 |
|
2.618 |
0.9899 |
|
4.250 |
0.9808 |
|
|
| Fisher Pivots for day following 07-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0079 |
1.0077 |
| PP |
1.0076 |
1.0073 |
| S1 |
1.0074 |
1.0070 |
|