CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 26-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0000 |
1.0025 |
0.0025 |
0.3% |
0.9988 |
| High |
1.0038 |
1.0025 |
-0.0013 |
-0.1% |
1.0038 |
| Low |
0.9980 |
0.9997 |
0.0017 |
0.2% |
0.9972 |
| Close |
1.0038 |
1.0018 |
-0.0020 |
-0.2% |
1.0038 |
| Range |
0.0058 |
0.0028 |
-0.0030 |
-51.7% |
0.0066 |
| ATR |
0.0036 |
0.0036 |
0.0000 |
1.1% |
0.0000 |
| Volume |
31 |
29 |
-2 |
-6.5% |
261 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0097 |
1.0086 |
1.0033 |
|
| R3 |
1.0069 |
1.0058 |
1.0026 |
|
| R2 |
1.0041 |
1.0041 |
1.0023 |
|
| R1 |
1.0030 |
1.0030 |
1.0021 |
1.0022 |
| PP |
1.0013 |
1.0013 |
1.0013 |
1.0009 |
| S1 |
1.0002 |
1.0002 |
1.0015 |
0.9994 |
| S2 |
0.9985 |
0.9985 |
1.0013 |
|
| S3 |
0.9957 |
0.9974 |
1.0010 |
|
| S4 |
0.9929 |
0.9946 |
1.0003 |
|
|
| 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 |
0.9972 |
0.0066 |
0.7% |
0.0022 |
0.2% |
70% |
False |
False |
58 |
| 10 |
1.0038 |
0.9900 |
0.0138 |
1.4% |
0.0019 |
0.2% |
86% |
False |
False |
56 |
| 20 |
1.0055 |
0.9900 |
0.0155 |
1.5% |
0.0021 |
0.2% |
76% |
False |
False |
48 |
| 40 |
1.0200 |
0.9900 |
0.0300 |
3.0% |
0.0024 |
0.2% |
39% |
False |
False |
38 |
| 60 |
1.0254 |
0.9900 |
0.0354 |
3.5% |
0.0023 |
0.2% |
33% |
False |
False |
34 |
| 80 |
1.0254 |
0.9862 |
0.0392 |
3.9% |
0.0021 |
0.2% |
40% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0144 |
|
2.618 |
1.0098 |
|
1.618 |
1.0070 |
|
1.000 |
1.0053 |
|
0.618 |
1.0042 |
|
HIGH |
1.0025 |
|
0.618 |
1.0014 |
|
0.500 |
1.0011 |
|
0.382 |
1.0008 |
|
LOW |
0.9997 |
|
0.618 |
0.9980 |
|
1.000 |
0.9969 |
|
1.618 |
0.9952 |
|
2.618 |
0.9924 |
|
4.250 |
0.9878 |
|
|
| Fisher Pivots for day following 26-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0016 |
1.0014 |
| PP |
1.0013 |
1.0010 |
| S1 |
1.0011 |
1.0006 |
|