CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0119 |
1.0138 |
0.0019 |
0.2% |
1.0040 |
| High |
1.0156 |
1.0158 |
0.0002 |
0.0% |
1.0102 |
| Low |
1.0115 |
1.0125 |
0.0010 |
0.1% |
1.0024 |
| Close |
1.0142 |
1.0130 |
-0.0012 |
-0.1% |
1.0081 |
| Range |
0.0041 |
0.0033 |
-0.0008 |
-19.5% |
0.0078 |
| ATR |
0.0041 |
0.0040 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
40,111 |
60,387 |
20,276 |
50.5% |
16,064 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0237 |
1.0216 |
1.0148 |
|
| R3 |
1.0204 |
1.0183 |
1.0139 |
|
| R2 |
1.0171 |
1.0171 |
1.0136 |
|
| R1 |
1.0150 |
1.0150 |
1.0133 |
1.0144 |
| PP |
1.0138 |
1.0138 |
1.0138 |
1.0135 |
| S1 |
1.0117 |
1.0117 |
1.0127 |
1.0111 |
| S2 |
1.0105 |
1.0105 |
1.0124 |
|
| S3 |
1.0072 |
1.0084 |
1.0121 |
|
| S4 |
1.0039 |
1.0051 |
1.0112 |
|
|
| 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 |
1.0158 |
1.0046 |
0.0112 |
1.1% |
0.0035 |
0.3% |
75% |
True |
False |
31,978 |
| 10 |
1.0158 |
1.0024 |
0.0134 |
1.3% |
0.0035 |
0.3% |
79% |
True |
False |
17,746 |
| 20 |
1.0158 |
0.9919 |
0.0239 |
2.4% |
0.0038 |
0.4% |
88% |
True |
False |
9,161 |
| 40 |
1.0210 |
0.9919 |
0.0291 |
2.9% |
0.0044 |
0.4% |
73% |
False |
False |
4,793 |
| 60 |
1.0232 |
0.9919 |
0.0313 |
3.1% |
0.0046 |
0.5% |
67% |
False |
False |
3,254 |
| 80 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0043 |
0.4% |
53% |
False |
False |
2,465 |
| 100 |
1.0320 |
0.9762 |
0.0558 |
5.5% |
0.0038 |
0.4% |
66% |
False |
False |
1,980 |
| 120 |
1.0320 |
0.9610 |
0.0710 |
7.0% |
0.0037 |
0.4% |
73% |
False |
False |
1,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0298 |
|
2.618 |
1.0244 |
|
1.618 |
1.0211 |
|
1.000 |
1.0191 |
|
0.618 |
1.0178 |
|
HIGH |
1.0158 |
|
0.618 |
1.0145 |
|
0.500 |
1.0142 |
|
0.382 |
1.0138 |
|
LOW |
1.0125 |
|
0.618 |
1.0105 |
|
1.000 |
1.0092 |
|
1.618 |
1.0072 |
|
2.618 |
1.0039 |
|
4.250 |
0.9985 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0142 |
1.0130 |
| PP |
1.0138 |
1.0129 |
| S1 |
1.0134 |
1.0129 |
|