CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9945 |
0.9988 |
0.0043 |
0.4% |
0.9960 |
| High |
0.9945 |
0.9991 |
0.0046 |
0.5% |
0.9960 |
| Low |
0.9900 |
0.9985 |
0.0085 |
0.9% |
0.9900 |
| Close |
0.9937 |
0.9991 |
0.0054 |
0.5% |
0.9937 |
| Range |
0.0045 |
0.0006 |
-0.0039 |
-86.7% |
0.0060 |
| ATR |
0.0035 |
0.0036 |
0.0001 |
3.8% |
0.0000 |
| Volume |
27 |
200 |
173 |
640.7% |
270 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0007 |
1.0005 |
0.9994 |
|
| R3 |
1.0001 |
0.9999 |
0.9993 |
|
| R2 |
0.9995 |
0.9995 |
0.9992 |
|
| R1 |
0.9993 |
0.9993 |
0.9992 |
0.9994 |
| PP |
0.9989 |
0.9989 |
0.9989 |
0.9990 |
| S1 |
0.9987 |
0.9987 |
0.9990 |
0.9988 |
| S2 |
0.9983 |
0.9983 |
0.9990 |
|
| S3 |
0.9977 |
0.9981 |
0.9989 |
|
| S4 |
0.9971 |
0.9975 |
0.9988 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0112 |
1.0085 |
0.9970 |
|
| R3 |
1.0052 |
1.0025 |
0.9954 |
|
| R2 |
0.9992 |
0.9992 |
0.9948 |
|
| R1 |
0.9965 |
0.9965 |
0.9943 |
0.9949 |
| PP |
0.9932 |
0.9932 |
0.9932 |
0.9924 |
| S1 |
0.9905 |
0.9905 |
0.9932 |
0.9889 |
| S2 |
0.9872 |
0.9872 |
0.9926 |
|
| S3 |
0.9812 |
0.9845 |
0.9921 |
|
| S4 |
0.9752 |
0.9785 |
0.9904 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9991 |
0.9900 |
0.0091 |
0.9% |
0.0017 |
0.2% |
100% |
True |
False |
91 |
| 10 |
1.0055 |
0.9900 |
0.0155 |
1.6% |
0.0028 |
0.3% |
59% |
False |
False |
73 |
| 20 |
1.0055 |
0.9900 |
0.0155 |
1.6% |
0.0023 |
0.2% |
59% |
False |
False |
52 |
| 40 |
1.0200 |
0.9900 |
0.0300 |
3.0% |
0.0023 |
0.2% |
30% |
False |
False |
40 |
| 60 |
1.0254 |
0.9900 |
0.0354 |
3.5% |
0.0022 |
0.2% |
26% |
False |
False |
36 |
| 80 |
1.0254 |
0.9845 |
0.0409 |
4.1% |
0.0020 |
0.2% |
36% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0017 |
|
2.618 |
1.0007 |
|
1.618 |
1.0001 |
|
1.000 |
0.9997 |
|
0.618 |
0.9995 |
|
HIGH |
0.9991 |
|
0.618 |
0.9989 |
|
0.500 |
0.9988 |
|
0.382 |
0.9987 |
|
LOW |
0.9985 |
|
0.618 |
0.9981 |
|
1.000 |
0.9979 |
|
1.618 |
0.9975 |
|
2.618 |
0.9969 |
|
4.250 |
0.9960 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9990 |
0.9976 |
| PP |
0.9989 |
0.9961 |
| S1 |
0.9988 |
0.9946 |
|