CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0100 |
1.0115 |
0.0015 |
0.1% |
1.0085 |
| High |
1.0100 |
1.0120 |
0.0020 |
0.2% |
1.0131 |
| Low |
1.0095 |
1.0109 |
0.0014 |
0.1% |
1.0075 |
| Close |
1.0095 |
1.0117 |
0.0022 |
0.2% |
1.0095 |
| Range |
0.0005 |
0.0011 |
0.0006 |
120.0% |
0.0056 |
| ATR |
0.0028 |
0.0028 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
20 |
21 |
1 |
5.0% |
516 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0148 |
1.0144 |
1.0123 |
|
| R3 |
1.0137 |
1.0133 |
1.0120 |
|
| R2 |
1.0126 |
1.0126 |
1.0119 |
|
| R1 |
1.0122 |
1.0122 |
1.0118 |
1.0124 |
| PP |
1.0115 |
1.0115 |
1.0115 |
1.0117 |
| S1 |
1.0111 |
1.0111 |
1.0116 |
1.0113 |
| S2 |
1.0104 |
1.0104 |
1.0115 |
|
| S3 |
1.0093 |
1.0100 |
1.0114 |
|
| S4 |
1.0082 |
1.0089 |
1.0111 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0268 |
1.0238 |
1.0126 |
|
| R3 |
1.0212 |
1.0182 |
1.0110 |
|
| R2 |
1.0156 |
1.0156 |
1.0105 |
|
| R1 |
1.0126 |
1.0126 |
1.0100 |
1.0141 |
| PP |
1.0100 |
1.0100 |
1.0100 |
1.0108 |
| S1 |
1.0070 |
1.0070 |
1.0090 |
1.0085 |
| S2 |
1.0044 |
1.0044 |
1.0085 |
|
| S3 |
0.9988 |
1.0014 |
1.0080 |
|
| S4 |
0.9932 |
0.9958 |
1.0064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0131 |
1.0090 |
0.0041 |
0.4% |
0.0015 |
0.2% |
66% |
False |
False |
47 |
| 10 |
1.0131 |
1.0019 |
0.0112 |
1.1% |
0.0019 |
0.2% |
88% |
False |
False |
61 |
| 20 |
1.0131 |
0.9972 |
0.0159 |
1.6% |
0.0020 |
0.2% |
91% |
False |
False |
54 |
| 40 |
1.0131 |
0.9900 |
0.0231 |
2.3% |
0.0022 |
0.2% |
94% |
False |
False |
50 |
| 60 |
1.0200 |
0.9900 |
0.0300 |
3.0% |
0.0022 |
0.2% |
72% |
False |
False |
41 |
| 80 |
1.0254 |
0.9900 |
0.0354 |
3.5% |
0.0021 |
0.2% |
61% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0167 |
|
2.618 |
1.0149 |
|
1.618 |
1.0138 |
|
1.000 |
1.0131 |
|
0.618 |
1.0127 |
|
HIGH |
1.0120 |
|
0.618 |
1.0116 |
|
0.500 |
1.0115 |
|
0.382 |
1.0113 |
|
LOW |
1.0109 |
|
0.618 |
1.0102 |
|
1.000 |
1.0098 |
|
1.618 |
1.0091 |
|
2.618 |
1.0080 |
|
4.250 |
1.0062 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0116 |
1.0116 |
| PP |
1.0115 |
1.0114 |
| S1 |
1.0115 |
1.0113 |
|