CME Canadian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 14-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0120 |
1.0100 |
-0.0020 |
-0.2% |
1.0085 |
| High |
1.0131 |
1.0100 |
-0.0031 |
-0.3% |
1.0131 |
| Low |
1.0108 |
1.0095 |
-0.0013 |
-0.1% |
1.0075 |
| Close |
1.0108 |
1.0095 |
-0.0013 |
-0.1% |
1.0095 |
| Range |
0.0023 |
0.0005 |
-0.0018 |
-78.3% |
0.0056 |
| ATR |
0.0029 |
0.0028 |
-0.0001 |
-4.0% |
0.0000 |
| Volume |
51 |
20 |
-31 |
-60.8% |
516 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0112 |
1.0108 |
1.0098 |
|
| R3 |
1.0107 |
1.0103 |
1.0096 |
|
| R2 |
1.0102 |
1.0102 |
1.0096 |
|
| R1 |
1.0098 |
1.0098 |
1.0095 |
1.0098 |
| PP |
1.0097 |
1.0097 |
1.0097 |
1.0096 |
| S1 |
1.0093 |
1.0093 |
1.0095 |
1.0093 |
| S2 |
1.0092 |
1.0092 |
1.0094 |
|
| S3 |
1.0087 |
1.0088 |
1.0094 |
|
| S4 |
1.0082 |
1.0083 |
1.0092 |
|
|
| 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 |
1.0075 |
0.0056 |
0.6% |
0.0016 |
0.2% |
36% |
False |
False |
103 |
| 10 |
1.0131 |
1.0008 |
0.0123 |
1.2% |
0.0020 |
0.2% |
71% |
False |
False |
60 |
| 20 |
1.0131 |
0.9900 |
0.0231 |
2.3% |
0.0022 |
0.2% |
84% |
False |
False |
54 |
| 40 |
1.0131 |
0.9900 |
0.0231 |
2.3% |
0.0024 |
0.2% |
84% |
False |
False |
50 |
| 60 |
1.0200 |
0.9900 |
0.0300 |
3.0% |
0.0022 |
0.2% |
65% |
False |
False |
41 |
| 80 |
1.0254 |
0.9900 |
0.0354 |
3.5% |
0.0022 |
0.2% |
55% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0121 |
|
2.618 |
1.0113 |
|
1.618 |
1.0108 |
|
1.000 |
1.0105 |
|
0.618 |
1.0103 |
|
HIGH |
1.0100 |
|
0.618 |
1.0098 |
|
0.500 |
1.0098 |
|
0.382 |
1.0097 |
|
LOW |
1.0095 |
|
0.618 |
1.0092 |
|
1.000 |
1.0090 |
|
1.618 |
1.0087 |
|
2.618 |
1.0082 |
|
4.250 |
1.0074 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0098 |
1.0113 |
| PP |
1.0097 |
1.0107 |
| S1 |
1.0096 |
1.0101 |
|