CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 24-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0105 |
1.0052 |
-0.0053 |
-0.5% |
1.0123 |
| High |
1.0108 |
1.0078 |
-0.0030 |
-0.3% |
1.0151 |
| Low |
1.0028 |
1.0037 |
0.0009 |
0.1% |
1.0028 |
| Close |
1.0039 |
1.0073 |
0.0034 |
0.3% |
1.0039 |
| Range |
0.0080 |
0.0041 |
-0.0039 |
-48.8% |
0.0123 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
74,349 |
21,991 |
-52,358 |
-70.4% |
315,837 |
|
| Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0186 |
1.0170 |
1.0096 |
|
| R3 |
1.0145 |
1.0129 |
1.0084 |
|
| R2 |
1.0104 |
1.0104 |
1.0081 |
|
| R1 |
1.0088 |
1.0088 |
1.0077 |
1.0096 |
| PP |
1.0063 |
1.0063 |
1.0063 |
1.0067 |
| S1 |
1.0047 |
1.0047 |
1.0069 |
1.0055 |
| S2 |
1.0022 |
1.0022 |
1.0065 |
|
| S3 |
0.9981 |
1.0006 |
1.0062 |
|
| S4 |
0.9940 |
0.9965 |
1.0050 |
|
|
| 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 |
1.0150 |
1.0028 |
0.0122 |
1.2% |
0.0043 |
0.4% |
37% |
False |
False |
54,373 |
| 10 |
1.0158 |
1.0028 |
0.0130 |
1.3% |
0.0040 |
0.4% |
35% |
False |
False |
54,814 |
| 20 |
1.0158 |
1.0016 |
0.0142 |
1.4% |
0.0038 |
0.4% |
40% |
False |
False |
29,725 |
| 40 |
1.0158 |
0.9919 |
0.0239 |
2.4% |
0.0040 |
0.4% |
64% |
False |
False |
15,075 |
| 60 |
1.0230 |
0.9919 |
0.0311 |
3.1% |
0.0046 |
0.5% |
50% |
False |
False |
10,155 |
| 80 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0045 |
0.4% |
38% |
False |
False |
7,643 |
| 100 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0040 |
0.4% |
38% |
False |
False |
6,124 |
| 120 |
1.0320 |
0.9715 |
0.0605 |
6.0% |
0.0037 |
0.4% |
59% |
False |
False |
5,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0252 |
|
2.618 |
1.0185 |
|
1.618 |
1.0144 |
|
1.000 |
1.0119 |
|
0.618 |
1.0103 |
|
HIGH |
1.0078 |
|
0.618 |
1.0062 |
|
0.500 |
1.0058 |
|
0.382 |
1.0053 |
|
LOW |
1.0037 |
|
0.618 |
1.0012 |
|
1.000 |
0.9996 |
|
1.618 |
0.9971 |
|
2.618 |
0.9930 |
|
4.250 |
0.9863 |
|
|
| Fisher Pivots for day following 24-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0068 |
1.0072 |
| PP |
1.0063 |
1.0071 |
| S1 |
1.0058 |
1.0071 |
|