CME Canadian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 02-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9991 |
1.0024 |
0.0033 |
0.3% |
1.0008 |
| High |
1.0030 |
1.0069 |
0.0039 |
0.4% |
1.0069 |
| Low |
0.9976 |
0.9998 |
0.0022 |
0.2% |
0.9970 |
| Close |
1.0026 |
1.0033 |
0.0007 |
0.1% |
1.0033 |
| Range |
0.0054 |
0.0071 |
0.0017 |
31.5% |
0.0099 |
| ATR |
0.0062 |
0.0062 |
0.0001 |
1.1% |
0.0000 |
| Volume |
59,852 |
99,506 |
39,654 |
66.3% |
301,436 |
|
| Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0246 |
1.0211 |
1.0072 |
|
| R3 |
1.0175 |
1.0140 |
1.0053 |
|
| R2 |
1.0104 |
1.0104 |
1.0046 |
|
| R1 |
1.0069 |
1.0069 |
1.0040 |
1.0087 |
| PP |
1.0033 |
1.0033 |
1.0033 |
1.0042 |
| S1 |
0.9998 |
0.9998 |
1.0026 |
1.0016 |
| S2 |
0.9962 |
0.9962 |
1.0020 |
|
| S3 |
0.9891 |
0.9927 |
1.0013 |
|
| S4 |
0.9820 |
0.9856 |
0.9994 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0321 |
1.0276 |
1.0087 |
|
| R3 |
1.0222 |
1.0177 |
1.0060 |
|
| R2 |
1.0123 |
1.0123 |
1.0051 |
|
| R1 |
1.0078 |
1.0078 |
1.0042 |
1.0101 |
| PP |
1.0024 |
1.0024 |
1.0024 |
1.0035 |
| S1 |
0.9979 |
0.9979 |
1.0024 |
1.0002 |
| S2 |
0.9925 |
0.9925 |
1.0015 |
|
| S3 |
0.9826 |
0.9880 |
1.0006 |
|
| S4 |
0.9727 |
0.9781 |
0.9979 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0069 |
0.9970 |
0.0099 |
1.0% |
0.0050 |
0.5% |
64% |
True |
False |
60,287 |
| 10 |
1.0100 |
0.9970 |
0.0130 |
1.3% |
0.0055 |
0.6% |
48% |
False |
False |
67,368 |
| 20 |
1.0246 |
0.9970 |
0.0276 |
2.8% |
0.0065 |
0.6% |
23% |
False |
False |
72,555 |
| 40 |
1.0359 |
0.9970 |
0.0389 |
3.9% |
0.0064 |
0.6% |
16% |
False |
False |
75,013 |
| 60 |
1.0359 |
0.9970 |
0.0389 |
3.9% |
0.0060 |
0.6% |
16% |
False |
False |
50,899 |
| 80 |
1.0359 |
0.9745 |
0.0614 |
6.1% |
0.0058 |
0.6% |
47% |
False |
False |
38,290 |
| 100 |
1.0359 |
0.9620 |
0.0739 |
7.4% |
0.0058 |
0.6% |
56% |
False |
False |
30,689 |
| 120 |
1.0359 |
0.9545 |
0.0814 |
8.1% |
0.0058 |
0.6% |
60% |
False |
False |
25,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0371 |
|
2.618 |
1.0255 |
|
1.618 |
1.0184 |
|
1.000 |
1.0140 |
|
0.618 |
1.0113 |
|
HIGH |
1.0069 |
|
0.618 |
1.0042 |
|
0.500 |
1.0034 |
|
0.382 |
1.0025 |
|
LOW |
0.9998 |
|
0.618 |
0.9954 |
|
1.000 |
0.9927 |
|
1.618 |
0.9883 |
|
2.618 |
0.9812 |
|
4.250 |
0.9696 |
|
|
| Fisher Pivots for day following 02-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0034 |
1.0030 |
| PP |
1.0033 |
1.0026 |
| S1 |
1.0033 |
1.0023 |
|