CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 21-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0070 |
1.0056 |
-0.0014 |
-0.1% |
1.0115 |
| High |
1.0088 |
1.0063 |
-0.0025 |
-0.2% |
1.0120 |
| Low |
1.0069 |
1.0009 |
-0.0060 |
-0.6% |
1.0009 |
| Close |
1.0088 |
1.0018 |
-0.0070 |
-0.7% |
1.0018 |
| Range |
0.0019 |
0.0054 |
0.0035 |
184.2% |
0.0111 |
| ATR |
0.0027 |
0.0031 |
0.0004 |
13.9% |
0.0000 |
| Volume |
195 |
67 |
-128 |
-65.6% |
356 |
|
| Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0192 |
1.0159 |
1.0048 |
|
| R3 |
1.0138 |
1.0105 |
1.0033 |
|
| R2 |
1.0084 |
1.0084 |
1.0028 |
|
| R1 |
1.0051 |
1.0051 |
1.0023 |
1.0041 |
| PP |
1.0030 |
1.0030 |
1.0030 |
1.0025 |
| S1 |
0.9997 |
0.9997 |
1.0013 |
0.9987 |
| S2 |
0.9976 |
0.9976 |
1.0008 |
|
| S3 |
0.9922 |
0.9943 |
1.0003 |
|
| S4 |
0.9868 |
0.9889 |
0.9988 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0382 |
1.0311 |
1.0079 |
|
| R3 |
1.0271 |
1.0200 |
1.0049 |
|
| R2 |
1.0160 |
1.0160 |
1.0038 |
|
| R1 |
1.0089 |
1.0089 |
1.0028 |
1.0069 |
| PP |
1.0049 |
1.0049 |
1.0049 |
1.0039 |
| S1 |
0.9978 |
0.9978 |
1.0008 |
0.9958 |
| S2 |
0.9938 |
0.9938 |
0.9998 |
|
| S3 |
0.9827 |
0.9867 |
0.9987 |
|
| S4 |
0.9716 |
0.9756 |
0.9957 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0120 |
1.0009 |
0.0111 |
1.1% |
0.0025 |
0.2% |
8% |
False |
True |
71 |
| 10 |
1.0131 |
1.0009 |
0.0122 |
1.2% |
0.0021 |
0.2% |
7% |
False |
True |
87 |
| 20 |
1.0131 |
0.9997 |
0.0134 |
1.3% |
0.0021 |
0.2% |
16% |
False |
False |
58 |
| 40 |
1.0131 |
0.9900 |
0.0231 |
2.3% |
0.0021 |
0.2% |
51% |
False |
False |
52 |
| 60 |
1.0200 |
0.9900 |
0.0300 |
3.0% |
0.0023 |
0.2% |
39% |
False |
False |
45 |
| 80 |
1.0254 |
0.9900 |
0.0354 |
3.5% |
0.0022 |
0.2% |
33% |
False |
False |
42 |
| 100 |
1.0254 |
0.9845 |
0.0409 |
4.1% |
0.0021 |
0.2% |
42% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0293 |
|
2.618 |
1.0204 |
|
1.618 |
1.0150 |
|
1.000 |
1.0117 |
|
0.618 |
1.0096 |
|
HIGH |
1.0063 |
|
0.618 |
1.0042 |
|
0.500 |
1.0036 |
|
0.382 |
1.0030 |
|
LOW |
1.0009 |
|
0.618 |
0.9976 |
|
1.000 |
0.9955 |
|
1.618 |
0.9922 |
|
2.618 |
0.9868 |
|
4.250 |
0.9780 |
|
|
| Fisher Pivots for day following 21-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0036 |
1.0055 |
| PP |
1.0030 |
1.0042 |
| S1 |
1.0024 |
1.0030 |
|