CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 31-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9978 |
0.9998 |
0.0020 |
0.2% |
1.0044 |
| High |
1.0006 |
1.0029 |
0.0023 |
0.2% |
1.0100 |
| Low |
0.9970 |
0.9976 |
0.0006 |
0.1% |
0.9994 |
| Close |
0.9997 |
0.9988 |
-0.0009 |
-0.1% |
0.9999 |
| Range |
0.0036 |
0.0053 |
0.0017 |
47.2% |
0.0106 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
29,320 |
73,166 |
43,846 |
149.5% |
372,246 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0157 |
1.0125 |
1.0017 |
|
| R3 |
1.0104 |
1.0072 |
1.0003 |
|
| R2 |
1.0051 |
1.0051 |
0.9998 |
|
| R1 |
1.0019 |
1.0019 |
0.9993 |
1.0009 |
| PP |
0.9998 |
0.9998 |
0.9998 |
0.9992 |
| S1 |
0.9966 |
0.9966 |
0.9983 |
0.9956 |
| S2 |
0.9945 |
0.9945 |
0.9978 |
|
| S3 |
0.9892 |
0.9913 |
0.9973 |
|
| S4 |
0.9839 |
0.9860 |
0.9959 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0349 |
1.0280 |
1.0057 |
|
| R3 |
1.0243 |
1.0174 |
1.0028 |
|
| R2 |
1.0137 |
1.0137 |
1.0018 |
|
| R1 |
1.0068 |
1.0068 |
1.0009 |
1.0050 |
| PP |
1.0031 |
1.0031 |
1.0031 |
1.0022 |
| S1 |
0.9962 |
0.9962 |
0.9989 |
0.9944 |
| S2 |
0.9925 |
0.9925 |
0.9980 |
|
| S3 |
0.9819 |
0.9856 |
0.9970 |
|
| S4 |
0.9713 |
0.9750 |
0.9941 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0086 |
0.9970 |
0.0116 |
1.2% |
0.0046 |
0.5% |
16% |
False |
False |
55,451 |
| 10 |
1.0231 |
0.9970 |
0.0261 |
2.6% |
0.0064 |
0.6% |
7% |
False |
False |
69,265 |
| 20 |
1.0256 |
0.9970 |
0.0286 |
2.9% |
0.0067 |
0.7% |
6% |
False |
False |
73,412 |
| 40 |
1.0359 |
0.9970 |
0.0389 |
3.9% |
0.0065 |
0.7% |
5% |
False |
False |
71,603 |
| 60 |
1.0359 |
0.9970 |
0.0389 |
3.9% |
0.0059 |
0.6% |
5% |
False |
False |
48,254 |
| 80 |
1.0359 |
0.9723 |
0.0636 |
6.4% |
0.0058 |
0.6% |
42% |
False |
False |
36,305 |
| 100 |
1.0359 |
0.9620 |
0.0739 |
7.4% |
0.0058 |
0.6% |
50% |
False |
False |
29,102 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.1% |
0.0058 |
0.6% |
54% |
False |
False |
24,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0254 |
|
2.618 |
1.0168 |
|
1.618 |
1.0115 |
|
1.000 |
1.0082 |
|
0.618 |
1.0062 |
|
HIGH |
1.0029 |
|
0.618 |
1.0009 |
|
0.500 |
1.0003 |
|
0.382 |
0.9996 |
|
LOW |
0.9976 |
|
0.618 |
0.9943 |
|
1.000 |
0.9923 |
|
1.618 |
0.9890 |
|
2.618 |
0.9837 |
|
4.250 |
0.9751 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0003 |
1.0000 |
| PP |
0.9998 |
0.9996 |
| S1 |
0.9993 |
0.9992 |
|