CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 06-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9981 |
1.0015 |
0.0034 |
0.3% |
0.9938 |
| High |
0.9981 |
1.0032 |
0.0051 |
0.5% |
1.0008 |
| Low |
0.9980 |
1.0010 |
0.0030 |
0.3% |
0.9938 |
| Close |
0.9980 |
1.0032 |
0.0052 |
0.5% |
0.9991 |
| Range |
0.0001 |
0.0022 |
0.0021 |
2,100.0% |
0.0070 |
| ATR |
0.0035 |
0.0036 |
0.0001 |
3.4% |
0.0000 |
| Volume |
19 |
1 |
-18 |
-94.7% |
122 |
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0091 |
1.0083 |
1.0044 |
|
| R3 |
1.0069 |
1.0061 |
1.0038 |
|
| R2 |
1.0047 |
1.0047 |
1.0036 |
|
| R1 |
1.0039 |
1.0039 |
1.0034 |
1.0043 |
| PP |
1.0025 |
1.0025 |
1.0025 |
1.0027 |
| S1 |
1.0017 |
1.0017 |
1.0030 |
1.0021 |
| S2 |
1.0003 |
1.0003 |
1.0028 |
|
| S3 |
0.9981 |
0.9995 |
1.0026 |
|
| S4 |
0.9959 |
0.9973 |
1.0020 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0189 |
1.0160 |
1.0030 |
|
| R3 |
1.0119 |
1.0090 |
1.0010 |
|
| R2 |
1.0049 |
1.0049 |
1.0004 |
|
| R1 |
1.0020 |
1.0020 |
0.9997 |
1.0035 |
| PP |
0.9979 |
0.9979 |
0.9979 |
0.9986 |
| S1 |
0.9950 |
0.9950 |
0.9985 |
0.9965 |
| S2 |
0.9909 |
0.9909 |
0.9978 |
|
| S3 |
0.9839 |
0.9880 |
0.9972 |
|
| S4 |
0.9769 |
0.9810 |
0.9953 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0032 |
0.9941 |
0.0091 |
0.9% |
0.0011 |
0.1% |
100% |
True |
False |
26 |
| 10 |
1.0050 |
0.9938 |
0.0112 |
1.1% |
0.0015 |
0.1% |
84% |
False |
False |
25 |
| 20 |
1.0169 |
0.9938 |
0.0231 |
2.3% |
0.0023 |
0.2% |
41% |
False |
False |
32 |
| 40 |
1.0254 |
0.9938 |
0.0316 |
3.1% |
0.0022 |
0.2% |
30% |
False |
False |
28 |
| 60 |
1.0254 |
0.9938 |
0.0316 |
3.1% |
0.0020 |
0.2% |
30% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0126 |
|
2.618 |
1.0090 |
|
1.618 |
1.0068 |
|
1.000 |
1.0054 |
|
0.618 |
1.0046 |
|
HIGH |
1.0032 |
|
0.618 |
1.0024 |
|
0.500 |
1.0021 |
|
0.382 |
1.0018 |
|
LOW |
1.0010 |
|
0.618 |
0.9996 |
|
1.000 |
0.9988 |
|
1.618 |
0.9974 |
|
2.618 |
0.9952 |
|
4.250 |
0.9917 |
|
|
| Fisher Pivots for day following 06-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0028 |
1.0023 |
| PP |
1.0025 |
1.0015 |
| S1 |
1.0021 |
1.0006 |
|