CME Canadian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 28-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0043 |
1.0036 |
-0.0007 |
-0.1% |
1.0052 |
| High |
1.0075 |
1.0045 |
-0.0030 |
-0.3% |
1.0078 |
| Low |
1.0022 |
1.0011 |
-0.0011 |
-0.1% |
1.0011 |
| Close |
1.0033 |
1.0020 |
-0.0013 |
-0.1% |
1.0020 |
| Range |
0.0053 |
0.0034 |
-0.0019 |
-35.8% |
0.0067 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
37,532 |
35,941 |
-1,591 |
-4.2% |
112,527 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0127 |
1.0108 |
1.0039 |
|
| R3 |
1.0093 |
1.0074 |
1.0029 |
|
| R2 |
1.0059 |
1.0059 |
1.0026 |
|
| R1 |
1.0040 |
1.0040 |
1.0023 |
1.0033 |
| PP |
1.0025 |
1.0025 |
1.0025 |
1.0022 |
| S1 |
1.0006 |
1.0006 |
1.0017 |
0.9999 |
| S2 |
0.9991 |
0.9991 |
1.0014 |
|
| S3 |
0.9957 |
0.9972 |
1.0011 |
|
| S4 |
0.9923 |
0.9938 |
1.0001 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0237 |
1.0196 |
1.0057 |
|
| R3 |
1.0170 |
1.0129 |
1.0038 |
|
| R2 |
1.0103 |
1.0103 |
1.0032 |
|
| R1 |
1.0062 |
1.0062 |
1.0026 |
1.0049 |
| PP |
1.0036 |
1.0036 |
1.0036 |
1.0030 |
| S1 |
0.9995 |
0.9995 |
1.0014 |
0.9982 |
| S2 |
0.9969 |
0.9969 |
1.0008 |
|
| S3 |
0.9902 |
0.9928 |
1.0002 |
|
| S4 |
0.9835 |
0.9861 |
0.9983 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0108 |
1.0011 |
0.0097 |
1.0% |
0.0050 |
0.5% |
9% |
False |
True |
37,375 |
| 10 |
1.0151 |
1.0011 |
0.0140 |
1.4% |
0.0043 |
0.4% |
6% |
False |
True |
50,503 |
| 20 |
1.0158 |
1.0011 |
0.0147 |
1.5% |
0.0039 |
0.4% |
6% |
False |
True |
34,125 |
| 40 |
1.0158 |
0.9919 |
0.0239 |
2.4% |
0.0040 |
0.4% |
42% |
False |
False |
17,299 |
| 60 |
1.0230 |
0.9919 |
0.0311 |
3.1% |
0.0046 |
0.5% |
32% |
False |
False |
11,659 |
| 80 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0046 |
0.5% |
25% |
False |
False |
8,773 |
| 100 |
1.0320 |
0.9919 |
0.0401 |
4.0% |
0.0041 |
0.4% |
25% |
False |
False |
7,029 |
| 120 |
1.0320 |
0.9715 |
0.0605 |
6.0% |
0.0037 |
0.4% |
50% |
False |
False |
5,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0190 |
|
2.618 |
1.0134 |
|
1.618 |
1.0100 |
|
1.000 |
1.0079 |
|
0.618 |
1.0066 |
|
HIGH |
1.0045 |
|
0.618 |
1.0032 |
|
0.500 |
1.0028 |
|
0.382 |
1.0024 |
|
LOW |
1.0011 |
|
0.618 |
0.9990 |
|
1.000 |
0.9977 |
|
1.618 |
0.9956 |
|
2.618 |
0.9922 |
|
4.250 |
0.9867 |
|
|
| Fisher Pivots for day following 28-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0028 |
1.0043 |
| PP |
1.0025 |
1.0035 |
| S1 |
1.0023 |
1.0028 |
|