CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 23-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9974 |
1.0000 |
0.0026 |
0.3% |
0.9988 |
| High |
0.9990 |
1.0038 |
0.0048 |
0.5% |
1.0038 |
| Low |
0.9974 |
0.9980 |
0.0006 |
0.1% |
0.9972 |
| Close |
0.9990 |
1.0038 |
0.0048 |
0.5% |
1.0038 |
| Range |
0.0016 |
0.0058 |
0.0042 |
262.5% |
0.0066 |
| ATR |
0.0034 |
0.0036 |
0.0002 |
5.0% |
0.0000 |
| Volume |
13 |
31 |
18 |
138.5% |
261 |
|
| Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0193 |
1.0173 |
1.0070 |
|
| R3 |
1.0135 |
1.0115 |
1.0054 |
|
| R2 |
1.0077 |
1.0077 |
1.0049 |
|
| R1 |
1.0057 |
1.0057 |
1.0043 |
1.0067 |
| PP |
1.0019 |
1.0019 |
1.0019 |
1.0024 |
| S1 |
0.9999 |
0.9999 |
1.0033 |
1.0009 |
| S2 |
0.9961 |
0.9961 |
1.0027 |
|
| S3 |
0.9903 |
0.9941 |
1.0022 |
|
| S4 |
0.9845 |
0.9883 |
1.0006 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0214 |
1.0192 |
1.0074 |
|
| R3 |
1.0148 |
1.0126 |
1.0056 |
|
| R2 |
1.0082 |
1.0082 |
1.0050 |
|
| R1 |
1.0060 |
1.0060 |
1.0044 |
1.0071 |
| PP |
1.0016 |
1.0016 |
1.0016 |
1.0022 |
| S1 |
0.9994 |
0.9994 |
1.0032 |
1.0005 |
| S2 |
0.9950 |
0.9950 |
1.0026 |
|
| S3 |
0.9884 |
0.9928 |
1.0020 |
|
| S4 |
0.9818 |
0.9862 |
1.0002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0038 |
0.9900 |
0.0138 |
1.4% |
0.0025 |
0.2% |
100% |
True |
False |
57 |
| 10 |
1.0038 |
0.9900 |
0.0138 |
1.4% |
0.0020 |
0.2% |
100% |
True |
False |
77 |
| 20 |
1.0055 |
0.9900 |
0.0155 |
1.5% |
0.0021 |
0.2% |
89% |
False |
False |
46 |
| 40 |
1.0200 |
0.9900 |
0.0300 |
3.0% |
0.0024 |
0.2% |
46% |
False |
False |
38 |
| 60 |
1.0254 |
0.9900 |
0.0354 |
3.5% |
0.0022 |
0.2% |
39% |
False |
False |
37 |
| 80 |
1.0254 |
0.9845 |
0.0409 |
4.1% |
0.0020 |
0.2% |
47% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0285 |
|
2.618 |
1.0190 |
|
1.618 |
1.0132 |
|
1.000 |
1.0096 |
|
0.618 |
1.0074 |
|
HIGH |
1.0038 |
|
0.618 |
1.0016 |
|
0.500 |
1.0009 |
|
0.382 |
1.0002 |
|
LOW |
0.9980 |
|
0.618 |
0.9944 |
|
1.000 |
0.9922 |
|
1.618 |
0.9886 |
|
2.618 |
0.9828 |
|
4.250 |
0.9734 |
|
|
| Fisher Pivots for day following 23-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0028 |
1.0027 |
| PP |
1.0019 |
1.0016 |
| S1 |
1.0009 |
1.0005 |
|