CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 27-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0028 |
1.0052 |
0.0024 |
0.2% |
1.0115 |
| High |
1.0043 |
1.0052 |
0.0009 |
0.1% |
1.0120 |
| Low |
1.0017 |
1.0008 |
-0.0009 |
-0.1% |
1.0009 |
| Close |
1.0018 |
1.0012 |
-0.0006 |
-0.1% |
1.0018 |
| Range |
0.0026 |
0.0044 |
0.0018 |
69.2% |
0.0111 |
| ATR |
0.0031 |
0.0032 |
0.0001 |
2.9% |
0.0000 |
| Volume |
47 |
41 |
-6 |
-12.8% |
356 |
|
| Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0156 |
1.0128 |
1.0036 |
|
| R3 |
1.0112 |
1.0084 |
1.0024 |
|
| R2 |
1.0068 |
1.0068 |
1.0020 |
|
| R1 |
1.0040 |
1.0040 |
1.0016 |
1.0032 |
| PP |
1.0024 |
1.0024 |
1.0024 |
1.0020 |
| S1 |
0.9996 |
0.9996 |
1.0008 |
0.9988 |
| S2 |
0.9980 |
0.9980 |
1.0004 |
|
| S3 |
0.9936 |
0.9952 |
1.0000 |
|
| S4 |
0.9892 |
0.9908 |
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 |
1.0088 |
1.0008 |
0.0080 |
0.8% |
0.0033 |
0.3% |
5% |
False |
True |
113 |
| 10 |
1.0131 |
1.0008 |
0.0123 |
1.2% |
0.0024 |
0.2% |
3% |
False |
True |
73 |
| 20 |
1.0131 |
1.0008 |
0.0123 |
1.2% |
0.0022 |
0.2% |
3% |
False |
True |
66 |
| 40 |
1.0131 |
0.9900 |
0.0231 |
2.3% |
0.0023 |
0.2% |
48% |
False |
False |
59 |
| 60 |
1.0200 |
0.9900 |
0.0300 |
3.0% |
0.0024 |
0.2% |
37% |
False |
False |
49 |
| 80 |
1.0254 |
0.9900 |
0.0354 |
3.5% |
0.0023 |
0.2% |
32% |
False |
False |
43 |
| 100 |
1.0254 |
0.9900 |
0.0354 |
3.5% |
0.0021 |
0.2% |
32% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0239 |
|
2.618 |
1.0167 |
|
1.618 |
1.0123 |
|
1.000 |
1.0096 |
|
0.618 |
1.0079 |
|
HIGH |
1.0052 |
|
0.618 |
1.0035 |
|
0.500 |
1.0030 |
|
0.382 |
1.0025 |
|
LOW |
1.0008 |
|
0.618 |
0.9981 |
|
1.000 |
0.9964 |
|
1.618 |
0.9937 |
|
2.618 |
0.9893 |
|
4.250 |
0.9821 |
|
|
| Fisher Pivots for day following 27-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0030 |
1.0032 |
| PP |
1.0024 |
1.0025 |
| S1 |
1.0018 |
1.0019 |
|