CME Canadian Dollar Future March 2013
Trading Metrics calculated at close of trading on 12-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1.0117 |
1.0119 |
0.0002 |
0.0% |
1.0040 |
High |
1.0122 |
1.0156 |
0.0034 |
0.3% |
1.0102 |
Low |
1.0100 |
1.0115 |
0.0015 |
0.1% |
1.0024 |
Close |
1.0116 |
1.0142 |
0.0026 |
0.3% |
1.0081 |
Range |
0.0022 |
0.0041 |
0.0019 |
86.4% |
0.0078 |
ATR |
0.0041 |
0.0041 |
0.0000 |
0.1% |
0.0000 |
Volume |
33,145 |
40,111 |
6,966 |
21.0% |
16,064 |
|
Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0261 |
1.0242 |
1.0165 |
|
R3 |
1.0220 |
1.0201 |
1.0153 |
|
R2 |
1.0179 |
1.0179 |
1.0150 |
|
R1 |
1.0160 |
1.0160 |
1.0146 |
1.0170 |
PP |
1.0138 |
1.0138 |
1.0138 |
1.0142 |
S1 |
1.0119 |
1.0119 |
1.0138 |
1.0129 |
S2 |
1.0097 |
1.0097 |
1.0134 |
|
S3 |
1.0056 |
1.0078 |
1.0131 |
|
S4 |
1.0015 |
1.0037 |
1.0119 |
|
|
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 |
1.0156 |
1.0046 |
0.0110 |
1.1% |
0.0036 |
0.4% |
87% |
True |
False |
20,595 |
10 |
1.0156 |
1.0024 |
0.0132 |
1.3% |
0.0034 |
0.3% |
89% |
True |
False |
11,807 |
20 |
1.0156 |
0.9919 |
0.0237 |
2.3% |
0.0038 |
0.4% |
94% |
True |
False |
6,178 |
40 |
1.0210 |
0.9919 |
0.0291 |
2.9% |
0.0045 |
0.4% |
77% |
False |
False |
3,292 |
60 |
1.0232 |
0.9919 |
0.0313 |
3.1% |
0.0046 |
0.5% |
71% |
False |
False |
2,250 |
80 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0043 |
0.4% |
56% |
False |
False |
1,711 |
100 |
1.0320 |
0.9734 |
0.0586 |
5.8% |
0.0039 |
0.4% |
70% |
False |
False |
1,376 |
120 |
1.0320 |
0.9610 |
0.0710 |
7.0% |
0.0038 |
0.4% |
75% |
False |
False |
1,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0330 |
2.618 |
1.0263 |
1.618 |
1.0222 |
1.000 |
1.0197 |
0.618 |
1.0181 |
HIGH |
1.0156 |
0.618 |
1.0140 |
0.500 |
1.0136 |
0.382 |
1.0131 |
LOW |
1.0115 |
0.618 |
1.0090 |
1.000 |
1.0074 |
1.618 |
1.0049 |
2.618 |
1.0008 |
4.250 |
0.9941 |
|
|
Fisher Pivots for day following 12-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0140 |
1.0136 |
PP |
1.0138 |
1.0130 |
S1 |
1.0136 |
1.0124 |
|