CME Canadian Dollar Future March 2013
Trading Metrics calculated at close of trading on 17-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1.0134 |
1.0123 |
-0.0011 |
-0.1% |
1.0111 |
High |
1.0150 |
1.0151 |
0.0001 |
0.0% |
1.0158 |
Low |
1.0115 |
1.0099 |
-0.0016 |
-0.2% |
1.0092 |
Close |
1.0117 |
1.0139 |
0.0022 |
0.2% |
1.0117 |
Range |
0.0035 |
0.0052 |
0.0017 |
48.6% |
0.0066 |
ATR |
0.0040 |
0.0041 |
0.0001 |
2.2% |
0.0000 |
Volume |
76,674 |
65,963 |
-10,711 |
-14.0% |
232,462 |
|
Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0286 |
1.0264 |
1.0168 |
|
R3 |
1.0234 |
1.0212 |
1.0153 |
|
R2 |
1.0182 |
1.0182 |
1.0149 |
|
R1 |
1.0160 |
1.0160 |
1.0144 |
1.0171 |
PP |
1.0130 |
1.0130 |
1.0130 |
1.0135 |
S1 |
1.0108 |
1.0108 |
1.0134 |
1.0119 |
S2 |
1.0078 |
1.0078 |
1.0129 |
|
S3 |
1.0026 |
1.0056 |
1.0125 |
|
S4 |
0.9974 |
1.0004 |
1.0110 |
|
|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0320 |
1.0285 |
1.0153 |
|
R3 |
1.0254 |
1.0219 |
1.0135 |
|
R2 |
1.0188 |
1.0188 |
1.0129 |
|
R1 |
1.0153 |
1.0153 |
1.0123 |
1.0171 |
PP |
1.0122 |
1.0122 |
1.0122 |
1.0131 |
S1 |
1.0087 |
1.0087 |
1.0111 |
1.0105 |
S2 |
1.0056 |
1.0056 |
1.0105 |
|
S3 |
0.9990 |
1.0021 |
1.0099 |
|
S4 |
0.9924 |
0.9955 |
1.0081 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0158 |
1.0099 |
0.0059 |
0.6% |
0.0037 |
0.4% |
68% |
False |
True |
55,256 |
10 |
1.0158 |
1.0024 |
0.0134 |
1.3% |
0.0037 |
0.4% |
86% |
False |
False |
31,382 |
20 |
1.0158 |
0.9959 |
0.0199 |
2.0% |
0.0038 |
0.4% |
90% |
False |
False |
16,219 |
40 |
1.0158 |
0.9919 |
0.0239 |
2.4% |
0.0041 |
0.4% |
92% |
False |
False |
8,349 |
60 |
1.0230 |
0.9919 |
0.0311 |
3.1% |
0.0046 |
0.5% |
71% |
False |
False |
5,629 |
80 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0043 |
0.4% |
55% |
False |
False |
4,247 |
100 |
1.0320 |
0.9869 |
0.0451 |
4.4% |
0.0038 |
0.4% |
60% |
False |
False |
3,406 |
120 |
1.0320 |
0.9610 |
0.0710 |
7.0% |
0.0038 |
0.4% |
75% |
False |
False |
2,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0372 |
2.618 |
1.0287 |
1.618 |
1.0235 |
1.000 |
1.0203 |
0.618 |
1.0183 |
HIGH |
1.0151 |
0.618 |
1.0131 |
0.500 |
1.0125 |
0.382 |
1.0119 |
LOW |
1.0099 |
0.618 |
1.0067 |
1.000 |
1.0047 |
1.618 |
1.0015 |
2.618 |
0.9963 |
4.250 |
0.9878 |
|
|
Fisher Pivots for day following 17-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0134 |
1.0136 |
PP |
1.0130 |
1.0132 |
S1 |
1.0125 |
1.0129 |
|