CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 01-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9998 |
0.9991 |
-0.0007 |
-0.1% |
1.0044 |
| High |
1.0029 |
1.0030 |
0.0001 |
0.0% |
1.0100 |
| Low |
0.9976 |
0.9976 |
0.0000 |
0.0% |
0.9994 |
| Close |
0.9988 |
1.0026 |
0.0038 |
0.4% |
0.9999 |
| Range |
0.0053 |
0.0054 |
0.0001 |
1.9% |
0.0106 |
| ATR |
0.0062 |
0.0062 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
73,166 |
59,852 |
-13,314 |
-18.2% |
372,246 |
|
| Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0173 |
1.0153 |
1.0056 |
|
| R3 |
1.0119 |
1.0099 |
1.0041 |
|
| R2 |
1.0065 |
1.0065 |
1.0036 |
|
| R1 |
1.0045 |
1.0045 |
1.0031 |
1.0055 |
| PP |
1.0011 |
1.0011 |
1.0011 |
1.0016 |
| S1 |
0.9991 |
0.9991 |
1.0021 |
1.0001 |
| S2 |
0.9957 |
0.9957 |
1.0016 |
|
| S3 |
0.9903 |
0.9937 |
1.0011 |
|
| S4 |
0.9849 |
0.9883 |
0.9996 |
|
|
| 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 |
1.0048 |
0.9970 |
0.0078 |
0.8% |
0.0047 |
0.5% |
72% |
False |
False |
54,439 |
| 10 |
1.0144 |
0.9970 |
0.0174 |
1.7% |
0.0059 |
0.6% |
32% |
False |
False |
66,442 |
| 20 |
1.0256 |
0.9970 |
0.0286 |
2.9% |
0.0065 |
0.7% |
20% |
False |
False |
72,001 |
| 40 |
1.0359 |
0.9970 |
0.0389 |
3.9% |
0.0064 |
0.6% |
14% |
False |
False |
72,817 |
| 60 |
1.0359 |
0.9970 |
0.0389 |
3.9% |
0.0059 |
0.6% |
14% |
False |
False |
49,243 |
| 80 |
1.0359 |
0.9723 |
0.0636 |
6.3% |
0.0058 |
0.6% |
48% |
False |
False |
37,049 |
| 100 |
1.0359 |
0.9620 |
0.0739 |
7.4% |
0.0058 |
0.6% |
55% |
False |
False |
29,695 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.1% |
0.0058 |
0.6% |
59% |
False |
False |
24,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0260 |
|
2.618 |
1.0171 |
|
1.618 |
1.0117 |
|
1.000 |
1.0084 |
|
0.618 |
1.0063 |
|
HIGH |
1.0030 |
|
0.618 |
1.0009 |
|
0.500 |
1.0003 |
|
0.382 |
0.9997 |
|
LOW |
0.9976 |
|
0.618 |
0.9943 |
|
1.000 |
0.9922 |
|
1.618 |
0.9889 |
|
2.618 |
0.9835 |
|
4.250 |
0.9747 |
|
|
| Fisher Pivots for day following 01-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0018 |
1.0017 |
| PP |
1.0011 |
1.0009 |
| S1 |
1.0003 |
1.0000 |
|