CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0085 |
1.0098 |
0.0013 |
0.1% |
1.0032 |
| High |
1.0091 |
1.0098 |
0.0007 |
0.1% |
1.0080 |
| Low |
1.0075 |
1.0090 |
0.0015 |
0.1% |
1.0008 |
| Close |
1.0087 |
1.0094 |
0.0007 |
0.1% |
1.0060 |
| Range |
0.0016 |
0.0008 |
-0.0008 |
-50.0% |
0.0072 |
| ATR |
0.0031 |
0.0029 |
-0.0001 |
-4.6% |
0.0000 |
| Volume |
302 |
53 |
-249 |
-82.5% |
85 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0118 |
1.0114 |
1.0098 |
|
| R3 |
1.0110 |
1.0106 |
1.0096 |
|
| R2 |
1.0102 |
1.0102 |
1.0095 |
|
| R1 |
1.0098 |
1.0098 |
1.0095 |
1.0096 |
| PP |
1.0094 |
1.0094 |
1.0094 |
1.0093 |
| S1 |
1.0090 |
1.0090 |
1.0093 |
1.0088 |
| S2 |
1.0086 |
1.0086 |
1.0093 |
|
| S3 |
1.0078 |
1.0082 |
1.0092 |
|
| S4 |
1.0070 |
1.0074 |
1.0090 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0265 |
1.0235 |
1.0100 |
|
| R3 |
1.0193 |
1.0163 |
1.0080 |
|
| R2 |
1.0121 |
1.0121 |
1.0073 |
|
| R1 |
1.0091 |
1.0091 |
1.0067 |
1.0106 |
| PP |
1.0049 |
1.0049 |
1.0049 |
1.0057 |
| S1 |
1.0019 |
1.0019 |
1.0053 |
1.0034 |
| S2 |
0.9977 |
0.9977 |
1.0047 |
|
| S3 |
0.9905 |
0.9947 |
1.0040 |
|
| S4 |
0.9833 |
0.9875 |
1.0020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0098 |
1.0019 |
0.0079 |
0.8% |
0.0023 |
0.2% |
95% |
True |
False |
87 |
| 10 |
1.0098 |
1.0008 |
0.0090 |
0.9% |
0.0019 |
0.2% |
96% |
True |
False |
60 |
| 20 |
1.0098 |
0.9900 |
0.0198 |
2.0% |
0.0020 |
0.2% |
98% |
True |
False |
58 |
| 40 |
1.0169 |
0.9900 |
0.0269 |
2.7% |
0.0025 |
0.2% |
72% |
False |
False |
47 |
| 60 |
1.0200 |
0.9900 |
0.0300 |
3.0% |
0.0022 |
0.2% |
65% |
False |
False |
40 |
| 80 |
1.0254 |
0.9900 |
0.0354 |
3.5% |
0.0022 |
0.2% |
55% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0132 |
|
2.618 |
1.0119 |
|
1.618 |
1.0111 |
|
1.000 |
1.0106 |
|
0.618 |
1.0103 |
|
HIGH |
1.0098 |
|
0.618 |
1.0095 |
|
0.500 |
1.0094 |
|
0.382 |
1.0093 |
|
LOW |
1.0090 |
|
0.618 |
1.0085 |
|
1.000 |
1.0082 |
|
1.618 |
1.0077 |
|
2.618 |
1.0069 |
|
4.250 |
1.0056 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0094 |
1.0084 |
| PP |
1.0094 |
1.0074 |
| S1 |
1.0094 |
1.0064 |
|