CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 21-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0092 |
1.0105 |
0.0013 |
0.1% |
1.0123 |
| High |
1.0113 |
1.0108 |
-0.0005 |
0.0% |
1.0151 |
| Low |
1.0085 |
1.0028 |
-0.0057 |
-0.6% |
1.0028 |
| Close |
1.0110 |
1.0039 |
-0.0071 |
-0.7% |
1.0039 |
| Range |
0.0028 |
0.0080 |
0.0052 |
185.7% |
0.0123 |
| ATR |
0.0039 |
0.0042 |
0.0003 |
7.9% |
0.0000 |
| Volume |
63,500 |
74,349 |
10,849 |
17.1% |
315,837 |
|
| Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0298 |
1.0249 |
1.0083 |
|
| R3 |
1.0218 |
1.0169 |
1.0061 |
|
| R2 |
1.0138 |
1.0138 |
1.0054 |
|
| R1 |
1.0089 |
1.0089 |
1.0046 |
1.0074 |
| PP |
1.0058 |
1.0058 |
1.0058 |
1.0051 |
| S1 |
1.0009 |
1.0009 |
1.0032 |
0.9994 |
| S2 |
0.9978 |
0.9978 |
1.0024 |
|
| S3 |
0.9898 |
0.9929 |
1.0017 |
|
| S4 |
0.9818 |
0.9849 |
0.9995 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0442 |
1.0363 |
1.0107 |
|
| R3 |
1.0319 |
1.0240 |
1.0073 |
|
| R2 |
1.0196 |
1.0196 |
1.0062 |
|
| R1 |
1.0117 |
1.0117 |
1.0050 |
1.0095 |
| PP |
1.0073 |
1.0073 |
1.0073 |
1.0062 |
| S1 |
0.9994 |
0.9994 |
1.0028 |
0.9972 |
| S2 |
0.9950 |
0.9950 |
1.0016 |
|
| S3 |
0.9827 |
0.9871 |
1.0005 |
|
| S4 |
0.9704 |
0.9748 |
0.9971 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0151 |
1.0028 |
0.0123 |
1.2% |
0.0045 |
0.5% |
9% |
False |
True |
63,167 |
| 10 |
1.0158 |
1.0028 |
0.0130 |
1.3% |
0.0038 |
0.4% |
8% |
False |
True |
54,829 |
| 20 |
1.0158 |
1.0016 |
0.0142 |
1.4% |
0.0038 |
0.4% |
16% |
False |
False |
28,655 |
| 40 |
1.0158 |
0.9919 |
0.0239 |
2.4% |
0.0040 |
0.4% |
50% |
False |
False |
14,547 |
| 60 |
1.0230 |
0.9919 |
0.0311 |
3.1% |
0.0046 |
0.5% |
39% |
False |
False |
9,790 |
| 80 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0045 |
0.4% |
30% |
False |
False |
7,368 |
| 100 |
1.0320 |
0.9869 |
0.0451 |
4.5% |
0.0040 |
0.4% |
38% |
False |
False |
5,904 |
| 120 |
1.0320 |
0.9715 |
0.0605 |
6.0% |
0.0037 |
0.4% |
54% |
False |
False |
4,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0448 |
|
2.618 |
1.0317 |
|
1.618 |
1.0237 |
|
1.000 |
1.0188 |
|
0.618 |
1.0157 |
|
HIGH |
1.0108 |
|
0.618 |
1.0077 |
|
0.500 |
1.0068 |
|
0.382 |
1.0059 |
|
LOW |
1.0028 |
|
0.618 |
0.9979 |
|
1.000 |
0.9948 |
|
1.618 |
0.9899 |
|
2.618 |
0.9819 |
|
4.250 |
0.9688 |
|
|
| Fisher Pivots for day following 21-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0068 |
1.0081 |
| PP |
1.0058 |
1.0067 |
| S1 |
1.0049 |
1.0053 |
|