CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 31-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0012 |
1.0008 |
-0.0004 |
0.0% |
1.0042 |
| High |
1.0013 |
1.0057 |
0.0044 |
0.4% |
1.0055 |
| Low |
0.9995 |
1.0003 |
0.0008 |
0.1% |
0.9995 |
| Close |
0.9999 |
1.0016 |
0.0017 |
0.2% |
0.9999 |
| Range |
0.0018 |
0.0054 |
0.0036 |
200.0% |
0.0060 |
| ATR |
0.0031 |
0.0033 |
0.0002 |
6.1% |
0.0000 |
| Volume |
64 |
171 |
107 |
167.2% |
368 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0187 |
1.0156 |
1.0046 |
|
| R3 |
1.0133 |
1.0102 |
1.0031 |
|
| R2 |
1.0079 |
1.0079 |
1.0026 |
|
| R1 |
1.0048 |
1.0048 |
1.0021 |
1.0064 |
| PP |
1.0025 |
1.0025 |
1.0025 |
1.0033 |
| S1 |
0.9994 |
0.9994 |
1.0011 |
1.0010 |
| S2 |
0.9971 |
0.9971 |
1.0006 |
|
| S3 |
0.9917 |
0.9940 |
1.0001 |
|
| S4 |
0.9863 |
0.9886 |
0.9986 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0196 |
1.0158 |
1.0032 |
|
| R3 |
1.0136 |
1.0098 |
1.0016 |
|
| R2 |
1.0076 |
1.0076 |
1.0010 |
|
| R1 |
1.0038 |
1.0038 |
1.0005 |
1.0027 |
| PP |
1.0016 |
1.0016 |
1.0016 |
1.0011 |
| S1 |
0.9978 |
0.9978 |
0.9994 |
0.9967 |
| S2 |
0.9956 |
0.9956 |
0.9988 |
|
| S3 |
0.9896 |
0.9918 |
0.9983 |
|
| S4 |
0.9836 |
0.9858 |
0.9966 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0057 |
0.9995 |
0.0062 |
0.6% |
0.0033 |
0.3% |
34% |
True |
False |
107 |
| 10 |
1.0120 |
0.9995 |
0.0125 |
1.2% |
0.0029 |
0.3% |
17% |
False |
False |
89 |
| 20 |
1.0131 |
0.9995 |
0.0136 |
1.4% |
0.0025 |
0.2% |
15% |
False |
False |
74 |
| 40 |
1.0131 |
0.9900 |
0.0231 |
2.3% |
0.0024 |
0.2% |
50% |
False |
False |
63 |
| 60 |
1.0200 |
0.9900 |
0.0300 |
3.0% |
0.0024 |
0.2% |
39% |
False |
False |
53 |
| 80 |
1.0254 |
0.9900 |
0.0354 |
3.5% |
0.0023 |
0.2% |
33% |
False |
False |
46 |
| 100 |
1.0254 |
0.9900 |
0.0354 |
3.5% |
0.0021 |
0.2% |
33% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0287 |
|
2.618 |
1.0198 |
|
1.618 |
1.0144 |
|
1.000 |
1.0111 |
|
0.618 |
1.0090 |
|
HIGH |
1.0057 |
|
0.618 |
1.0036 |
|
0.500 |
1.0030 |
|
0.382 |
1.0024 |
|
LOW |
1.0003 |
|
0.618 |
0.9970 |
|
1.000 |
0.9949 |
|
1.618 |
0.9916 |
|
2.618 |
0.9862 |
|
4.250 |
0.9774 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0030 |
1.0026 |
| PP |
1.0025 |
1.0023 |
| S1 |
1.0021 |
1.0019 |
|